fish
118 lines
4.5 KiB
Python
118 lines
4.5 KiB
Python
"""Seed database from existing data files. Run once manually or on first start."""
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from datetime import date
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from app.database import engine, Base, SessionLocal
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from app.models import DailyBar, Product, Contract, User
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from app.engine.lock_strategy import compute_amp_5d
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# --- Seed OHLCV data ---
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SEED_CONTRACT = "FG2609"
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SEED_BARS: list[dict] = [
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{"date": "2026-07-01", "open": 972, "close": 961, "high": 972, "low": 956},
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{"date": "2026-07-02", "open": 960, "close": 966, "high": 972, "low": 957},
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{"date": "2026-07-03", "open": 965, "close": 973, "high": 979, "low": 962},
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{"date": "2026-07-06", "open": 977, "close": 967, "high": 982, "low": 964},
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{"date": "2026-07-07", "open": 966, "close": 952, "high": 966, "low": 951},
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{"date": "2026-07-08", "open": 954, "close": 962, "high": 966, "low": 951},
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{"date": "2026-07-09", "open": 963, "close": 957, "high": 964, "low": 949},
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{"date": "2026-07-10", "open": 956, "close": 965, "high": 974, "low": 952},
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{"date": "2026-07-13", "open": 965, "close": 952, "high": 967, "low": 950},
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{"date": "2026-07-14", "open": 954, "close": 951, "high": 956, "low": 944},
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{"date": "2026-07-15", "open": 950, "close": 949, "high": 958, "low": 944},
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{"date": "2026-07-16", "open": 949, "close": 929, "high": 952, "low": 927},
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{"date": "2026-07-17", "open": 931, "close": 900, "high": 931, "low": 899},
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{"date": "2026-07-20", "open": 902, "close": 890, "high": 908, "low": 889},
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{"date": "2026-07-21", "open": 891, "close": 904, "high": 910, "low": 891},
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{"date": "2026-07-22", "open": 908, "close": 913, "high": 918, "low": 900},
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{"date": "2026-07-23", "open": 914, "close": 899, "high": 917, "low": 892},
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{"date": "2026-07-24", "open": 900, "close": 908, "high": 912, "low": 891},
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]
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def _migrate(engine):
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"""Add missing columns to existing tables (SQLite doesn't auto-migrate)."""
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import sqlite3
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conn = engine.raw_connection()
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try:
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cur = conn.cursor()
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cur.execute("PRAGMA table_info(rounds)")
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cols = {row[1] for row in cur.fetchall()}
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if "max_locks" not in cols:
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cur.execute("ALTER TABLE rounds ADD COLUMN max_locks INTEGER DEFAULT 3")
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conn.commit()
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finally:
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conn.close()
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def seed():
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Base.metadata.create_all(bind=engine)
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_migrate(engine)
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db = SessionLocal()
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try:
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# --- Seed default user ---
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if not db.query(User).first():
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admin = User(
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username="admin",
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password_hash=User.hash_password("admin123"),
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role="admin",
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)
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db.add(admin)
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db.flush()
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# --- Seed products and contracts ---
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if not db.query(Product).first():
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fg = Product(code="FG", name="玻璃", exchange="CZCE")
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db.add(fg)
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db.flush()
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db.add_all([
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Contract(product_id=fg.id, code="FG2609", name="玻璃2609", is_active=True),
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Contract(product_id=fg.id, code="FG2610", name="玻璃2610", is_active=True),
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Contract(product_id=fg.id, code="FG2611", name="玻璃2611", is_active=True),
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Contract(product_id=fg.id, code="FG2701", name="玻璃2701", is_active=True),
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])
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# --- Seed daily bars ---
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existing_dates = {
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(r.contract, r.date)
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for r in db.query(DailyBar.contract, DailyBar.date).all()
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}
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bars_to_insert = []
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for bar in SEED_BARS:
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d = date.fromisoformat(bar["date"])
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if (SEED_CONTRACT, d) not in existing_dates:
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bars_to_insert.append(
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DailyBar(
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contract=SEED_CONTRACT,
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date=d,
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open=bar["open"],
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close=bar["close"],
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high=bar["high"],
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low=bar["low"],
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)
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)
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if bars_to_insert:
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db.add_all(bars_to_insert)
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db.flush()
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# Compute amp_5d
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seed_bars = (
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db.query(DailyBar)
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.filter(DailyBar.contract == SEED_CONTRACT)
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.order_by(DailyBar.date)
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.all()
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)
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for i, bar in enumerate(seed_bars):
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if i >= 5:
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bar.amp_5d = compute_amp_5d([b.diff for b in seed_bars[i - 5 : i]])
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db.commit()
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print(f"Seeded {len(bars_to_insert)} bars")
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finally:
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db.close()
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if __name__ == "__main__":
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seed()
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