python_market_data_service/scripts/append_futures_models.py

#!/usr/bin/env python3
"""追加期货分表模型到 models.py"""
import sys
from pathlib import Path

sys.path.insert(0, str(Path(__file__).parent.parent))

futures_split_tables = '''


# ============================================
# 期货日线历史数据表 (1d) - 分表
# ============================================

class FuturesKLine1DBase(Base):
    """期货日线K线 - 基础表
    
    存储最基础的K线数据，对应 query_kline 接口
    """
    __tablename__ = "futures_klines_1d_base"
    __table_args__ = (
        Index("idx_futures_1d_base_symbol_ts", "symbol_id", "ts"),
        Index("idx_futures_1d_base_symbol_date", "symbol_id", "trade_date"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, index=True, comment="交易日 YYYY-MM-DD")
    
    # 基础价格数据
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    
    # 成交量额
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    
    # 期货特有
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    settlement = Column(Numeric(18, 4), nullable=True, comment="结算价")
    pre_settlement = Column(Numeric(18, 4), nullable=True, comment="昨结算价")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine1DQuote(Base):
    """期货日线K线 - 行情指标表
    
    存储需要计算的行情指标
    """
    __tablename__ = "futures_klines_1d_quote"
    __table_args__ = (
        Index("idx_futures_1d_quote_symbol_date", "symbol_id", "trade_date"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    trade_date = Column(String(10), nullable=False, index=True, comment="交易日 YYYY-MM-DD")
    
    # 涨跌幅 (需计算)
    change_pct = Column(Numeric(8, 4), nullable=True, comment="涨跌幅%")
    change_5d_pct = Column(Numeric(8, 4), nullable=True, comment="5日涨跌幅%")
    change_10d_pct = Column(Numeric(8, 4), nullable=True, comment="10日涨跌幅%")
    change_20d_pct = Column(Numeric(8, 4), nullable=True, comment="20日涨跌幅%")
    
    # 均线 (需计算)
    ma5 = Column(Numeric(18, 4), nullable=True, comment="5日均线")
    ma10 = Column(Numeric(18, 4), nullable=True, comment="10日均线")
    ma20 = Column(Numeric(18, 4), nullable=True, comment="20日均线")
    ma30 = Column(Numeric(18, 4), nullable=True, comment="30日均线")
    ma60 = Column(Numeric(18, 4), nullable=True, comment="60日均线")
    
    # MACD指标 (需计算)
    macd_dif = Column(Numeric(18, 6), nullable=True, comment="MACD DIF")
    macd_dea = Column(Numeric(18, 6), nullable=True, comment="MACD DEA")
    macd_bar = Column(Numeric(18, 6), nullable=True, comment="MACD BAR")
    
    # 持仓变化
    oi_change = Column(BigInteger, nullable=True, comment="持仓量变化")
    oi_change_pct = Column(Numeric(8, 4), nullable=True, comment="持仓量变化%")
    
    # 振幅
    amplitude = Column(Numeric(8, 4), nullable=True, comment="振幅%")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


# ============================================
# 期货分钟线历史数据表 - 分表
# ============================================

class FuturesKLine1MBase(Base):
    """期货1分钟K线 - 基础表"""
    __tablename__ = "futures_klines_1m_base"
    __table_args__ = (
        Index("idx_futures_1m_base_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine5MBase(Base):
    """期货5分钟K线 - 基础表"""
    __tablename__ = "futures_klines_5m_base"
    __table_args__ = (
        Index("idx_futures_5m_base_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine15MBase(Base):
    """期货15分钟K线 - 基础表"""
    __tablename__ = "futures_klines_15m_base"
    __table_args__ = (
        Index("idx_futures_15m_base_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine30MBase(Base):
    """期货30分钟K线 - 基础表"""
    __tablename__ = "futures_klines_30m_base"
    __table_args__ = (
        Index("idx_futures_30m_base_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine60MBase(Base):
    """期货60分钟K线 - 基础表"""
    __tablename__ = "futures_klines_60m_base"
    __table_args__ = (
        Index("idx_futures_60m_base_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


# ============================================
# 期货周月线历史数据表 - 分表
# ============================================

class FuturesKLine1WBase(Base):
    """期货周线K线 - 基础表"""
    __tablename__ = "futures_klines_1w_base"
    __table_args__ = (
        Index("idx_futures_1w_base_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class FuturesKLine1MonBase(Base):
    """期货月线K线 - 基础表"""
    __tablename__ = "futures_klines_1month_base"
    __table_args__ = (
        Index("idx_futures_1month_base_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="合约代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    trade_date = Column(String(10), nullable=False, comment="交易日")
    
    open = Column(Numeric(18, 4), nullable=False, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=False, comment="最高价")
    low = Column(Numeric(18, 4), nullable=False, comment="最低价")
    close = Column(Numeric(18, 4), nullable=False, comment="收盘价")
    volume = Column(BigInteger, nullable=False, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=False, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


# ============================================
# 期货实时行情表
# ============================================

class FuturesRealTimeQuote(Base):
    """期货实时行情快照"""
    __tablename__ = "futures_realtime_quotes"
    
    symbol_id = Column(String(20), primary_key=True, comment="合约代码")
    update_time = Column(DateTime, nullable=False, comment="更新时间")
    
    # 价格数据
    last_price = Column(Numeric(18, 4), nullable=True, comment="最新价")
    open = Column(Numeric(18, 4), nullable=True, comment="开盘价")
    high = Column(Numeric(18, 4), nullable=True, comment="最高价")
    low = Column(Numeric(18, 4), nullable=True, comment="最低价")
    pre_close = Column(Numeric(18, 4), nullable=True, comment="昨收")
    pre_settlement = Column(Numeric(18, 4), nullable=True, comment="昨结算")
    settlement = Column(Numeric(18, 4), nullable=True, comment="结算价")
    
    # 成交量额
    volume = Column(BigInteger, nullable=True, comment="成交量")
    amount = Column(Numeric(20, 4), nullable=True, comment="成交额")
    open_interest = Column(BigInteger, nullable=True, comment="持仓量")
    
    # 买卖盘
    bid1 = Column(Numeric(18, 4), nullable=True, comment="买一价")
    bid1_volume = Column(BigInteger, nullable=True, comment="买一量")
    ask1 = Column(Numeric(18, 4), nullable=True, comment="卖一价")
    ask1_volume = Column(BigInteger, nullable=True, comment="卖一量")
    
    # 涨跌停
    limit_up = Column(Numeric(18, 4), nullable=True, comment="涨停价")
    limit_down = Column(Numeric(18, 4), nullable=True, comment="跌停价")
    
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


# ============================================
# 向后兼容的模型别名
# ============================================

# 股票表别名
StockKLine1D = StockKLine1DBase

# 期货表别名（兼容旧代码）
FuturesKLine1M = FuturesKLine1MBase
FuturesKLine5M = FuturesKLine5MBase
FuturesKLine1D = FuturesKLine1DBase
'''

def main():
    models_path = Path(__file__).parent.parent / "app" / "repositories" / "models.py"
    
    with open(models_path, 'r', encoding='utf-8') as f:
        original = f.read()
    
    # 移除旧的向后兼容别名（如果存在）
    marker = '\n\n\n# ============================================\n# 向后兼容的模型别名\n# ============================================\n\n# 旧代码可能引用的模型，现在映射到新表\nStockKLine1D = StockKLine1DBase\n# 注意: 1M/5M/15M/30M/60M/1W/1Month 表命名未加Base后缀，已在原始定义中'
    if marker in original:
        original = original[:original.find(marker)]
    
    # 保存新内容
    with open(models_path, 'w', encoding='utf-8') as f:
        f.write(original + futures_split_tables)
    
    print('Futures split tables appended successfully!')

if __name__ == "__main__":
    main()