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
103 lines
4.5 KiB
Python
103 lines
4.5 KiB
Python
from __future__ import annotations
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from datetime import date, time
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from decimal import Decimal
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from sqlalchemy import (
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BigInteger,
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Date,
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ForeignKey,
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Index,
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Integer,
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String,
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Text,
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Time,
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UniqueConstraint,
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text,
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)
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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 Amount, AuditMixin, IdMixin, Price, Quantity, qualified
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class Operation(IdMixin, AuditMixin, Base):
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"""Сделка/событие по бумаге в портфеле.
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BUY/SELL — только из выгрузки QUIK (import_batch_id + source_row — откуда
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строка). CPN, NOM, UWFEE, ADJ — ручной ввод (D21), import_batch_id пуст.
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Лотов нет: каждая покупка — отдельная операция BUY (D20). Метка покупки
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из файла («МТС 2Р-18_1») сохраняется в instrument (Q24).
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"""
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__tablename__ = "operation"
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__table_args__ = (
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# Номер сделки QUIK уникален в портфеле; у ручных операций (купон,
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# погашение номинала) его нет — поэтому индекс частичный.
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Index(
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"ux_operation_portfolio_trade_number",
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"portfolio_id",
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"trade_number",
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unique=True,
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postgresql_where=text("trade_number IS NOT NULL"),
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sqlite_where=text("trade_number IS NOT NULL"),
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),
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# Строка файла попадает в операции не больше одного раза (D19).
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UniqueConstraint(
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"import_batch_id", "source_row", name="uq_operation_batch_row"
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),
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Index(
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"ix_operation_portfolio_security_date",
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"portfolio_id",
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"security_id",
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"trade_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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security_id: Mapped[int] = mapped_column(
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BigInteger, ForeignKey(qualified("security.id")), nullable=False
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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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operation_type_id: Mapped[int] = mapped_column(
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BigInteger, ForeignKey(qualified("operation_type.id")), nullable=False
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)
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# Валюта расчётов: итоги по разным валютам не смешиваем.
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currency_id: Mapped[int] = mapped_column(
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BigInteger,
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ForeignKey(qualified("currency.id"), name="fk_operation_currency"),
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nullable=False,
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)
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trade_date: Mapped[date] = mapped_column(Date, nullable=False)
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trade_time: Mapped[time | None] = mapped_column(Time)
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settlement_date: Mapped[date | None] = mapped_column(Date)
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account: Mapped[str | None] = mapped_column(String(50))
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quantity: Mapped[Decimal | None] = mapped_column(Quantity)
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price: Mapped[Decimal | None] = mapped_column(Price)
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amount: Mapped[Decimal | None] = mapped_column(Amount)
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# TODO(BIQ-38115): какая сумма «с НКД» — Q17. Для строк QUIK пока пусто,
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# «Расчетная сумма» хранится как есть в settlement_amount.
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amount_with_accrued_interest: Mapped[Decimal | None] = mapped_column(Amount)
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settlement_amount: Mapped[Decimal | None] = mapped_column(Amount)
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comment: Mapped[str | None] = mapped_column(Text)
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settlement_code: Mapped[str | None] = mapped_column(String(20))
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order_number: Mapped[str | None] = mapped_column(String(50))
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trade_number: Mapped[str | None] = mapped_column(String(50))
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counterparty: Mapped[str | None] = mapped_column(String(255))
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# «Инструмент сокр.» из файла QUIK как есть, с меткой покупки (D17).
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instrument: Mapped[str | None] = mapped_column(String(255))
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commission_ts: Mapped[Decimal | None] = mapped_column(Amount)
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commission_clearing: Mapped[Decimal | None] = mapped_column(Amount)
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commission_exchange: Mapped[Decimal | None] = mapped_column(Amount)
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commission_tc: Mapped[Decimal | None] = mapped_column(Amount)
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commission_broker: Mapped[Decimal | None] = mapped_column(Amount)
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import_batch_id: Mapped[int | None] = mapped_column(
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BigInteger,
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ForeignKey(qualified("import_batch.id"), name="fk_operation_import_batch"),
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)
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# Порядковый номер строки в файле (QuikTrade.ordinal).
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source_row: Mapped[int | None] = mapped_column(Integer)
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