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@@ -1,8 +1,17 @@
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from datetime import date, datetime # noqa: TC003
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from enum import Enum
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from sqlalchemy import Date, Text, UniqueConstraint
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from sqlmodel import Column, DateTime, Field, Relationship, SQLModel
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from sqlmodel import (
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Column,
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Date,
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DateTime,
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Field,
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Integer,
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Relationship,
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SQLModel,
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Text,
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UniqueConstraint,
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)
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class TradeType(str, Enum):
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@@ -36,6 +45,18 @@ class CycleStatus(str, Enum):
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CLOSED = "CLOSED"
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class UnderlyingCurrency(str, Enum):
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EUR = "EUR"
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USD = "USD"
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GBP = "GBP"
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JPY = "JPY"
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AUD = "AUD"
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CAD = "CAD"
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CHF = "CHF"
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NZD = "NZD"
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CNY = "CNY"
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class FundingSource(str, Enum):
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CASH = "CASH"
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MARGIN = "MARGIN"
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@@ -57,19 +78,22 @@ class Trades(SQLModel, table=True):
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default=None, sa_column=Column(Text, nullable=True)
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)
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symbol: str = Field(sa_column=Column(Text, nullable=False))
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underlying_currency: str = Field(sa_column=Column(Text, nullable=False))
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underlying_currency: UnderlyingCurrency = Field(
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sa_column=Column(Text, nullable=False)
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)
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trade_type: TradeType = Field(sa_column=Column(Text, nullable=False))
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trade_strategy: TradeStrategy = Field(sa_column=Column(Text, nullable=False))
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trade_date: date = Field(sa_column=Column(Date, nullable=False))
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trade_time_utc: datetime = Field(
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sa_column=Column(DateTime(timezone=True), nullable=False)
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)
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expiry_date: date | None = Field(default=None, nullable=True)
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strike_price_cents: int | None = Field(default=None, nullable=True)
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quantity: int
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price_cents: int
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gross_cash_flow_cents: int
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commission_cents: int
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net_cash_flow_cents: int
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quantity: int = Field(sa_column=Column(Integer, nullable=False))
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price_cents: int = Field(sa_column=Column(Integer, nullable=False))
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gross_cash_flow_cents: int = Field(sa_column=Column(Integer, nullable=False))
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commission_cents: int = Field(sa_column=Column(Integer, nullable=False))
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net_cash_flow_cents: int = Field(sa_column=Column(Integer, nullable=False))
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cycle_id: int | None = Field(
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default=None, foreign_key="cycles.id", nullable=True, index=True
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)
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@@ -90,7 +114,9 @@ class Cycles(SQLModel, table=True):
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default=None, sa_column=Column(Text, nullable=True)
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)
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symbol: str = Field(sa_column=Column(Text, nullable=False))
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underlying_currency: str = Field(sa_column=Column(Text, nullable=False))
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underlying_currency: UnderlyingCurrency = Field(
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sa_column=Column(Text, nullable=False)
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)
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status: CycleStatus = Field(sa_column=Column(Text, nullable=False))
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funding_source: FundingSource = Field(sa_column=Column(Text, nullable=True))
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capital_exposure_cents: int | None = Field(default=None, nullable=True)
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