搭建期货量化管理后台 MVP，支持行情查看、博弈分析、持仓录入、品种合约管理

ft-app/app/models.py

@@ -0,0 +1,62 @@
+from datetime import date
+from sqlalchemy import String, Integer, Float, Date, ForeignKey, Boolean, UniqueConstraint
+from sqlalchemy.orm import Mapped, mapped_column, relationship
+from app.database import Base
+
+
+class Product(Base):
+    __tablename__ = "products"
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    code: Mapped[str] = mapped_column(String(10), unique=True, index=True)
+    name: Mapped[str] = mapped_column(String(20))
+    exchange: Mapped[str] = mapped_column(String(10), default="CZCE")
+
+    contracts: Mapped[list["Contract"]] = relationship(
+        back_populates="product", cascade="all, delete-orphan"
+    )
+
+
+class Contract(Base):
+    __tablename__ = "contracts"
+    __table_args__ = (UniqueConstraint("code"),)
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    product_id: Mapped[int] = mapped_column(ForeignKey("products.id"), index=True)
+    code: Mapped[str] = mapped_column(String(10), unique=True, index=True)
+    name: Mapped[str] = mapped_column(String(30))
+    is_active: Mapped[bool] = mapped_column(Boolean, default=True)
+
+    product: Mapped["Product"] = relationship(back_populates="contracts")
+
+
+class DailyBar(Base):
+    __tablename__ = "daily_bars"
+    __table_args__ = (UniqueConstraint("contract", "date"),)
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    contract: Mapped[str] = mapped_column(String(10), index=True)
+    date: Mapped[date] = mapped_column(Date, index=True)
+    open: Mapped[float] = mapped_column(Float)
+    close: Mapped[float] = mapped_column(Float)
+    high: Mapped[float] = mapped_column(Float)
+    low: Mapped[float] = mapped_column(Float)
+    amp_5d: Mapped[float | None] = mapped_column(Float, nullable=True)
+
+    @property
+    def diff(self) -> float:
+        """最高-最低价差"""
+        return self.high - self.low
+
+
+class PositionSnapshot(Base):
+    __tablename__ = "position_snapshots"
+    __table_args__ = (UniqueConstraint("institution", "direction", "date"),)
+
+    id: Mapped[int] = mapped_column(primary_key=True)
+    institution: Mapped[str] = mapped_column(String(20), index=True)
+    direction: Mapped[str] = mapped_column(String(10))  # "long" or "short"
+    date: Mapped[date] = mapped_column(Date, index=True)
+    position: Mapped[int] = mapped_column(Integer)
+    delta: Mapped[int] = mapped_column(Integer, default=0)
+    avg_cost: Mapped[float] = mapped_column(Float)