96 lines
3.7 KiB
Python
96 lines
3.7 KiB
Python
from __future__ import annotations
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from datetime import date, datetime
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from decimal import Decimal
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from typing import Any
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from sqlalchemy import (
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BigInteger,
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Date,
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DateTime,
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ForeignKey,
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Index,
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String,
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UniqueConstraint,
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func,
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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 (
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AuditMixin,
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IdMixin,
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JsonType,
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Percent,
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Price,
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Quantity,
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qualified,
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)
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class MarketData(IdMixin, AuditMixin, Base):
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"""Котировка бумаги за дату (строка истории MOEX ISS по выбранному борду).
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Повторная загрузка за ту же дату — upsert по (security_id, market_date).
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"""
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__tablename__ = "market_data"
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__table_args__ = (
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UniqueConstraint(
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"security_id", "market_date", name="uq_market_data_security_date"
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),
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Index("ix_market_data_market_date", "market_date"),
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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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market_date: Mapped[date] = mapped_column(Date, nullable=False)
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board: Mapped[str] = mapped_column(String(12), nullable=False)
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clean_price: Mapped[Decimal | None] = mapped_column(Price)
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clean_price_source: Mapped[str | None] = mapped_column(String(20))
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yield_value: Mapped[Decimal | None] = mapped_column(Percent)
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yield_source: Mapped[str | None] = mapped_column(String(20))
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# В днях, как отдаёт MOEX; в годы переводит расчёт.
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duration_days: Mapped[Decimal | None] = mapped_column(Quantity)
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accrued_interest: Mapped[Decimal | None] = mapped_column(Price)
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# Текущий номинал: у амортизируемых бумаг меняется.
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face_value: Mapped[Decimal | None] = mapped_column(Price)
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coupon_rate: Mapped[Decimal | None] = mapped_column(Percent)
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num_trades: Mapped[int | None] = mapped_column(BigInteger)
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volume: Mapped[Decimal | None] = mapped_column(Quantity)
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# Исходная строка истории ISS — для разборов «откуда цифра».
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raw: Mapped[dict[str, Any] | None] = mapped_column(JsonType)
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loaded_at: Mapped[datetime] = mapped_column(
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DateTime(timezone=True), server_default=func.now(), nullable=False
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)
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class MarketDataManual(IdMixin, AuditMixin, Base):
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"""Ручные цена, доходность, дюрация бумаги на дату (D6).
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Отдельно от market_data: загрузка MOEX сюда не пишет, значение MOEX
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остаётся в market_data. Пустое поле — действует значение MOEX. Повторная
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правка на ту же дату перезаписывает строку: updated_* — кто и когда,
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reason — почему.
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"""
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__tablename__ = "market_data_manual"
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__table_args__ = (
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UniqueConstraint(
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"security_id", "market_date", name="uq_market_data_manual_security_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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market_date: Mapped[date] = mapped_column(Date, nullable=False)
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clean_price: Mapped[Decimal | None] = mapped_column(Price)
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yield_value: Mapped[Decimal | None] = mapped_column(Percent)
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duration_days: Mapped[Decimal | None] = mapped_column(Quantity)
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reason: Mapped[str] = mapped_column(String(500), nullable=False)
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