python_market_data_service/app/repositories/models.py

"""数据库模型定义"""
from datetime import datetime
from typing import Optional

from sqlalchemy import (
    Column, Integer, String, Float, DateTime, 
    Boolean, Numeric, BigInteger, Index, Text
)

from app.repositories.database import Base


# ============================================
# 股票相关表
# ============================================

class StockSymbol(Base):
    """股票标的表"""
    __tablename__ = "stock_symbols"
    
    symbol_id = Column(String(20), primary_key=True, index=True, comment="标的代码")
    symbol_type = Column(String(20), nullable=False, comment="标的类型")
    exchange = Column(String(10), nullable=False, index=True, comment="交易所")
    name = Column(String(100), nullable=False, comment="名称")
    name_en = Column(String(100), nullable=True, comment="英文名称")
    list_date = Column(DateTime, nullable=True, comment="上市日期")
    delist_date = Column(DateTime, nullable=True, comment="退市日期")
    industry = Column(String(50), nullable=True, comment="行业分类")
    status = Column(String(20), nullable=False, default="active", comment="状态")
    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 StockTradingCalendar(Base):
    """股票交易日历表"""
    __tablename__ = "stock_trading_calendar"
    
    trade_date = Column(String(8), primary_key=True, comment="交易日期")
    is_trading_day = Column(Boolean, nullable=False, comment="是否交易日")
    week_day = Column(Integer, nullable=True, comment="星期几")
    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 StockKLine1M(Base):
    """股票1分钟K线"""
    __tablename__ = "stock_klines_1m"
    __table_args__ = (
        Index("idx_stock_1m_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    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")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")


class StockKLine5M(Base):
    """股票5分钟K线"""
    __tablename__ = "stock_klines_5m"
    __table_args__ = (
        Index("idx_stock_5m_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    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")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")


class StockKLine1D(Base):
    """股票日线K线"""
    __tablename__ = "stock_klines_1d"
    __table_args__ = (
        Index("idx_stock_1d_symbol_ts", "symbol_id", "ts"),
    )
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    ts = Column(DateTime, nullable=False, comment="时间戳")
    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")
    
    # 新增字段
    trade_date = Column(String(10), nullable=True, index=True, comment="交易日 (YYYY-MM-DD)")
    is_limit_up = Column(Boolean, nullable=True, comment="是否涨停")
    is_limit_down = Column(Boolean, nullable=True, comment="是否跌停")
    total_market_cap = Column(Numeric(20, 2), nullable=True, comment="总市值（元）")
    float_market_cap = Column(Numeric(20, 2), nullable=True, comment="流通市值（元）")
    inst_holding_ratio = Column(Numeric(8, 4), nullable=True, comment="机构持仓占比（%）")
    trading_days = Column(Integer, nullable=True, comment="可交易日数（从上市至今）")
    
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")


# ============================================
# 期货相关表
# ============================================

class FuturesSymbol(Base):
    """期货合约表"""
    __tablename__ = "futures_symbols"
    
    symbol_id = Column(String(20), primary_key=True, index=True, comment="合约代码")
    symbol_type = Column(String(20), nullable=False, comment="标的类型")
    exchange = Column(String(10), nullable=False, index=True, comment="交易所")
    name = Column(String(100), nullable=False, comment="名称")
    underlying = Column(String(10), nullable=False, index=True, comment="品种代码")
    contract_month = Column(String(6), nullable=False, comment="合约月份")
    list_date = Column(DateTime, nullable=True, comment="上市日期")
    delist_date = Column(DateTime, nullable=True, comment="退市日期")
    status = Column(String(20), nullable=False, default="active", comment="状态")
    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 FuturesTradingCalendar(Base):
    """期货交易日历表"""
    __tablename__ = "futures_trading_calendar"
    
    trade_date = Column(String(8), primary_key=True, comment="交易日期")
    is_trading_day = Column(Boolean, nullable=False, comment="是否交易日")
    has_night_session = Column(Boolean, default=False, comment="是否有夜盘")
    week_day = Column(Integer, nullable=True, comment="星期几")
    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 FuturesKLine1M(Base):
    """期货1分钟K线"""
    __tablename__ = "futures_klines_1m"
    __table_args__ = (
        Index("idx_futures_1m_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")
    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")


class FuturesKLine1D(Base):
    """期货日线K线"""
    __tablename__ = "futures_klines_1d"
    __table_args__ = (
        Index("idx_futures_1d_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")
    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")


# ============================================
# 公共表
# ============================================

class DataSourceConfig(Base):
    """数据源配置表"""
    __tablename__ = "data_source_config"
    
    asset_class = Column(String(20), primary_key=True, comment="资产类别")
    active_source = Column(String(50), nullable=False, comment="当前激活源")
    standby_sources = Column(Text, nullable=True, comment="待命源列表(JSON)")
    updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now, comment="更新时间")


class DataQualityCheck(Base):
    """数据质量检查表"""
    __tablename__ = "data_quality_checks"
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    check_date = Column(String(8), nullable=False, index=True, comment="检查日期")
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    freq = Column(String(10), nullable=False, comment="周期")
    check_type = Column(String(20), nullable=False, comment="检查类型")
    status = Column(String(10), nullable=False, comment="状态 pass/fail")
    expect_count = Column(Integer, nullable=True, comment="期望数量")
    actual_count = Column(Integer, nullable=True, comment="实际数量")
    detail = Column(String(500), nullable=True, comment="详情")
    created_at = Column(DateTime, default=datetime.now, comment="创建时间")


class StockAdjustFactor(Base):
    """股票复权系数表"""
    __tablename__ = "stock_adjust_factors"
    
    id = Column(BigInteger, primary_key=True, autoincrement=True)
    symbol_id = Column(String(20), nullable=False, index=True, comment="标的代码")
    trade_date = Column(String(10), nullable=False, index=True, comment="交易日期 YYYY-MM-DD")
    qfq_factor = Column(Numeric(18, 8), nullable=False, default=1.0, comment="前复权系数")
    hfq_factor = Column(Numeric(18, 8), nullable=False, default=1.0, comment="后复权系数")
    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")
    
    __table_args__ = (
        Index("idx_adj_factor_symbol_date", "symbol_id", "trade_date"),
    )