"""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") 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")