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
37 lines
1.3 KiB
Python
37 lines
1.3 KiB
Python
from __future__ import annotations
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from datetime import date
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from decimal import Decimal
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from sqlalchemy import BigInteger, Date, ForeignKey, UniqueConstraint
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from sqlalchemy.orm import Mapped, mapped_column
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from app.core.config import settings
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from app.db.base import Base
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from app.db.types import AuditMixin, IdMixin, Percent, qualified
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class FundingRate(IdMixin, AuditMixin, Base):
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"""Ставка фондирования портфеля в валюте, % годовых, с даты effective_from
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до следующей записи (D27)."""
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__tablename__ = "funding_rate"
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__table_args__ = (
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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": settings.DATABASE_SCHEMA} if settings.DATABASE_SCHEMA else {},
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)
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portfolio_id: Mapped[int] = mapped_column(
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BigInteger, ForeignKey(qualified("portfolio.id")), nullable=False
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)
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currency_id: Mapped[int] = mapped_column(
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BigInteger, ForeignKey(qualified("currency.id")), nullable=False
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)
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effective_from: Mapped[date] = mapped_column(Date, nullable=False)
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rate: Mapped[Decimal] = mapped_column(Percent, nullable=False)
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