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
72 lines
2.4 KiB
Python
72 lines
2.4 KiB
Python
from __future__ import annotations
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from collections.abc import Sequence
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from datetime import date
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from decimal import Decimal
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from sqlalchemy import func, select
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from sqlalchemy.ext.asyncio import AsyncSession
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from app.db.models import Currency, FundingRate
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from app.repositories._upsert import insert_for
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class FundingRateRepository:
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def __init__(self, session: AsyncSession) -> None:
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self.session = session
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async def effective_on(
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self, portfolio_id: int, currency_id: int, on_date: date
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) -> FundingRate | None:
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"""Ставка, действующая на дату: последняя запись с effective_from <= даты."""
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result = await self.session.execute(
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select(FundingRate)
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.where(
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FundingRate.portfolio_id == portfolio_id,
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FundingRate.currency_id == currency_id,
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FundingRate.effective_from <= on_date,
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)
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.order_by(FundingRate.effective_from.desc())
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.limit(1)
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)
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return result.scalar_one_or_none()
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async def upsert(
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self,
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*,
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portfolio_id: int,
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currency_id: int,
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effective_from: date,
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rate: Decimal,
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user: str,
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) -> None:
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stmt = insert_for(self.session, FundingRate.__table__).values(
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portfolio_id=portfolio_id,
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currency_id=currency_id,
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effective_from=effective_from,
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rate=rate,
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created_by=user,
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updated_by=user,
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)
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stmt = stmt.on_conflict_do_update(
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index_elements=["portfolio_id", "currency_id", "effective_from"],
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set_={
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"rate": stmt.excluded.rate,
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"updated_at": func.now(),
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"updated_by": user,
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},
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)
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await self.session.execute(stmt)
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async def list_for_portfolio(
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self, portfolio_id: int
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) -> Sequence[tuple[FundingRate, str]]:
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"""(ставка, код валюты), новые сверху."""
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result = await self.session.execute(
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select(FundingRate, Currency.code)
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.join(Currency, Currency.id == FundingRate.currency_id)
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.where(FundingRate.portfolio_id == portfolio_id)
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.order_by(FundingRate.effective_from.desc(), Currency.code)
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)
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return result.tuples().all()
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