174 lines
6.8 KiB
Python
174 lines
6.8 KiB
Python
import hashlib
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import os
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from datetime import date
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from sqlalchemy import String, Integer, Float, Date, ForeignKey, Boolean, UniqueConstraint
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from sqlalchemy.orm import Mapped, mapped_column, relationship
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from app.database import Base
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class Product(Base):
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__tablename__ = "products"
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id: Mapped[int] = mapped_column(primary_key=True)
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code: Mapped[str] = mapped_column(String(10), unique=True, index=True)
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name: Mapped[str] = mapped_column(String(20))
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exchange: Mapped[str] = mapped_column(String(10), default="CZCE")
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contracts: Mapped[list["Contract"]] = relationship(
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back_populates="product", cascade="all, delete-orphan"
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)
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class Contract(Base):
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__tablename__ = "contracts"
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__table_args__ = (UniqueConstraint("code"),)
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id: Mapped[int] = mapped_column(primary_key=True)
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product_id: Mapped[int] = mapped_column(ForeignKey("products.id"), index=True)
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code: Mapped[str] = mapped_column(String(10), unique=True, index=True)
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name: Mapped[str] = mapped_column(String(30))
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is_active: Mapped[bool] = mapped_column(Boolean, default=True)
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product: Mapped["Product"] = relationship(back_populates="contracts")
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class DailyBar(Base):
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__tablename__ = "daily_bars"
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__table_args__ = (UniqueConstraint("contract", "date"),)
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id: Mapped[int] = mapped_column(primary_key=True)
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contract: Mapped[str] = mapped_column(String(10), index=True)
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date: Mapped[date] = mapped_column(Date, index=True)
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open: Mapped[float] = mapped_column(Float)
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close: Mapped[float] = mapped_column(Float)
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high: Mapped[float] = mapped_column(Float)
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low: Mapped[float] = mapped_column(Float)
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amp_5d: Mapped[float | None] = mapped_column(Float, nullable=True)
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@property
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def diff(self) -> float:
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"""最高-最低价差"""
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return self.high - self.low
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class PositionRanking(Base):
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__tablename__ = "position_rankings"
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__table_args__ = (UniqueConstraint("contract_code", "institution", "data_type", "date"),)
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id: Mapped[int] = mapped_column(primary_key=True)
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contract_code: Mapped[str] = mapped_column(String(10), index=True)
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institution: Mapped[str] = mapped_column(String(30), index=True)
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data_type: Mapped[str] = mapped_column(String(10), index=True)
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date: Mapped[date] = mapped_column(Date, index=True)
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rank: Mapped[int] = mapped_column(Integer)
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value: Mapped[int] = mapped_column(Integer)
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change: Mapped[int] = mapped_column(Integer)
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class User(Base):
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__tablename__ = "users"
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id: Mapped[int] = mapped_column(primary_key=True)
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username: Mapped[str] = mapped_column(String(50), unique=True)
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password_hash: Mapped[str] = mapped_column(String(128))
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role: Mapped[str] = mapped_column(String(20), default="user")
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@staticmethod
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def hash_password(password: str) -> str:
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salt = os.urandom(16)
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dk = hashlib.pbkdf2_hmac("sha256", password.encode(), salt, 100000)
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return salt.hex() + ":" + dk.hex()
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def check_password(self, password: str) -> bool:
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try:
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salt_hex, dk_hex = self.password_hash.split(":")
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salt = bytes.fromhex(salt_hex)
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dk = hashlib.pbkdf2_hmac("sha256", password.encode(), salt, 100000)
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return dk.hex() == dk_hex
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except (ValueError, AttributeError):
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return False
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class Round(Base):
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__tablename__ = "rounds"
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id: Mapped[int] = mapped_column(primary_key=True)
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contract_code: Mapped[str] = mapped_column(String(10), index=True)
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daily_hands: Mapped[int] = mapped_column(Integer, default=1)
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status: Mapped[str] = mapped_column(String(20), default="active")
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started_at: Mapped[date] = mapped_column(Date)
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positions: Mapped[list["Position"]] = relationship(
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back_populates="round", cascade="all, delete-orphan"
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)
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@property
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def total_locks(self) -> int:
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return sum(p.locked_count for p in self.positions)
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class Position(Base):
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__tablename__ = "positions"
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id: Mapped[int] = mapped_column(primary_key=True)
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round_id: Mapped[int] = mapped_column(ForeignKey("rounds.id"), index=True)
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open_price: Mapped[int] = mapped_column(Integer)
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amp_threshold: Mapped[int] = mapped_column(Integer)
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lock_price: Mapped[int] = mapped_column(Integer)
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hands: Mapped[int] = mapped_column(Integer, default=1)
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locked_count: Mapped[int] = mapped_column(Integer, default=0)
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opened_at: Mapped[date] = mapped_column(Date)
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round: Mapped["Round"] = relationship(back_populates="positions")
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class Trade(Base):
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__tablename__ = "trades"
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id: Mapped[int] = mapped_column(primary_key=True)
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product_code: Mapped[str] = mapped_column(String(10))
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contract_code: Mapped[str] = mapped_column(String(10), index=True)
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direction: Mapped[str] = mapped_column(String(4))
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open_date: Mapped[date] = mapped_column(Date)
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open_price: Mapped[float] = mapped_column(Float)
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open_fee: Mapped[float | None] = mapped_column(Float, nullable=True, default=0)
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close_date: Mapped[date | None] = mapped_column(Date, nullable=True)
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close_price: Mapped[float | None] = mapped_column(Float, nullable=True)
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close_fee: Mapped[float | None] = mapped_column(Float, nullable=True, default=0)
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status: Mapped[str] = mapped_column(String(10), default="open")
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@property
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def pnl(self) -> float | None:
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if self.close_price is None:
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return None
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mul = 20 # glass futures point value
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if self.direction == "long":
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result = (self.close_price - self.open_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
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else:
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result = (self.open_price - self.close_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
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return round(result, 2)
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class OptionTrade(Base):
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__tablename__ = "option_trades"
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id: Mapped[int] = mapped_column(primary_key=True)
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product_code: Mapped[str] = mapped_column(String(10))
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contract_code: Mapped[str] = mapped_column(String(10), index=True)
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option_type: Mapped[str] = mapped_column(String(4))
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strike_price: Mapped[float] = mapped_column(Float)
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open_date: Mapped[date] = mapped_column(Date)
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open_price: Mapped[float] = mapped_column(Float)
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open_fee: Mapped[float | None] = mapped_column(Float, nullable=True, default=0)
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close_date: Mapped[date | None] = mapped_column(Date, nullable=True)
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close_price: Mapped[float | None] = mapped_column(Float, nullable=True)
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close_fee: Mapped[float | None] = mapped_column(Float, nullable=True, default=0)
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status: Mapped[str] = mapped_column(String(10), default="open")
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@property
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def pnl(self) -> float | None:
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if self.close_price is None:
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return None
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mul = 20 # glass futures point value
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result = (self.close_price - self.open_price) * mul - (self.open_fee or 0) - (self.close_fee or 0)
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return round(result, 2) |