c1c73e96f5
- funding_rate table and "Фондирование" page: rate from date, history, rate on date (D27)
- positions by issue: BUY - SELL per portfolio, "Остатки" page (D29)
- quotes are loaded only for securities with an open position (D10)
- business calendar from xmlcalendar.ru: yearly file upload, report date
and update job use previous working day (D30)
- xlsx download for positions, quotes and funding rate history
- manual operation type as radio buttons
- QUIK instruments with purchase marks ("МТС 2Р-18_1") match the issue,
file name kept in operation.instrument (D17)
- migrations d3a6f8b1c254, e7b2c9d4a813, f1c4a7e9b352
- project.md: decisions and questions after customer meetings
80 lines
2.2 KiB
Python
80 lines
2.2 KiB
Python
"""ставки фондирования
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Revision ID: d3a6f8b1c254
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Revises: a4e81c6f2b97
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Create Date: 2026-10-23 00:00:00
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funding_rate (D27).
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"""
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from typing import Sequence, Union
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import sqlalchemy as sa
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from alembic import op
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from app.core.config import settings
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# revision identifiers, used by Alembic.
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revision: str = "d3a6f8b1c254"
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down_revision: Union[str, None] = "a4e81c6f2b97"
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branch_labels: Union[str, Sequence[str], None] = None
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depends_on: Union[str, Sequence[str], None] = None
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_schema = settings.DATABASE_SCHEMA or None
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# Типы зафиксированы в ревизии, как и в начальной миграции.
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_BIGINT_PK = sa.BigInteger().with_variant(sa.Integer(), "sqlite")
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_PERCENT = sa.Numeric(12, 6)
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def _fk(table_column: str) -> str:
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return f"{_schema}.{table_column}" if _schema else table_column
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def upgrade() -> None:
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"""Upgrade schema."""
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op.create_table(
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"funding_rate",
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sa.Column("id", _BIGINT_PK, sa.Identity(), primary_key=True),
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sa.Column(
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"portfolio_id",
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sa.BigInteger(),
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sa.ForeignKey(_fk("portfolio.id")),
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nullable=False,
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),
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sa.Column(
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"currency_id",
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sa.BigInteger(),
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sa.ForeignKey(_fk("currency.id")),
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nullable=False,
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),
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sa.Column("effective_from", sa.Date(), nullable=False),
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sa.Column("rate", _PERCENT, nullable=False),
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sa.Column(
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"created_at",
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sa.DateTime(timezone=True),
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server_default=sa.func.now(),
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nullable=False,
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),
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sa.Column("created_by", sa.String(255), nullable=False),
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sa.Column(
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"updated_at",
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sa.DateTime(timezone=True),
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server_default=sa.func.now(),
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nullable=False,
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),
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sa.Column("updated_by", sa.String(255), nullable=False),
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sa.UniqueConstraint(
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"portfolio_id",
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"currency_id",
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"effective_from",
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name="uq_funding_rate_portfolio_currency_date",
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),
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schema=_schema,
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)
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def downgrade() -> None:
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"""Downgrade schema."""
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op.drop_table("funding_rate", schema=_schema)
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