128 lines
4.2 KiB
Python
128 lines
4.2 KiB
Python
from datetime import date, datetime # noqa: TC003
|
|
from enum import Enum
|
|
|
|
from sqlalchemy import Date, Text, UniqueConstraint
|
|
from sqlmodel import Column, DateTime, Field, Relationship, SQLModel
|
|
|
|
|
|
class TradeType(str, Enum):
|
|
SELL_PUT = "SELL_PUT"
|
|
ASSIGNMENT = "ASSIGNMENT"
|
|
SELL_CALL = "SELL_CALL"
|
|
EXERCISE_CALL = "EXERCISE_CALL"
|
|
LONG_SPOT = "LONG_SPOT"
|
|
CLOSE_LONG_SPOT = "CLOSE_LONG_SPOT"
|
|
SHORT_SPOT = "SHORT_SPOT"
|
|
CLOSE_SHORT_SPOT = "CLOSE_SHORT_SPOT"
|
|
LONG_CFD = "LONG_CFD"
|
|
CLOSE_LONG_CFD = "CLOSE_LONG_CFD"
|
|
SHORT_CFD = "SHORT_CFD"
|
|
CLOSE_SHORT_CFD = "CLOSE_SHORT_CFD"
|
|
LONG_OTHER = "LONG_OTHER"
|
|
CLOSE_LONG_OTHER = "CLOSE_LONG_OTHER"
|
|
SHORT_OTHER = "SHORT_OTHER"
|
|
CLOSE_SHORT_OTHER = "CLOSE_SHORT_OTHER"
|
|
|
|
|
|
class TradeStrategy(str, Enum):
|
|
WHEELS = "WHEEL"
|
|
FX = "FX"
|
|
SPOT = "SPOT"
|
|
OTHER = "OTHER"
|
|
|
|
|
|
class CycleStatus(str, Enum):
|
|
OPEN = "OPEN"
|
|
CLOSED = "CLOSED"
|
|
|
|
|
|
class UnderlyingCurrency(str, Enum):
|
|
EUR = "EUR"
|
|
USD = "USD"
|
|
GBP = "GBP"
|
|
JPY = "JPY"
|
|
AUD = "AUD"
|
|
CAD = "CAD"
|
|
CHF = "CHF"
|
|
NZD = "NZD"
|
|
CNY = "CNY"
|
|
|
|
|
|
class FundingSource(str, Enum):
|
|
CASH = "CASH"
|
|
MARGIN = "MARGIN"
|
|
MIXED = "MIXED"
|
|
|
|
|
|
class Trades(SQLModel, table=True):
|
|
__tablename__ = "trades"
|
|
__table_args__ = (
|
|
UniqueConstraint(
|
|
"user_id", "friendly_name", name="uq_trades_user_friendly_name"
|
|
),
|
|
)
|
|
|
|
id: int | None = Field(default=None, primary_key=True)
|
|
user_id: int = Field(foreign_key="users.id", nullable=False, index=True)
|
|
# allow null while user may omit friendly_name; uniqueness enforced per-user by constraint
|
|
friendly_name: str | None = Field(
|
|
default=None, sa_column=Column(Text, nullable=True)
|
|
)
|
|
symbol: str = Field(sa_column=Column(Text, nullable=False))
|
|
underlying_currency: UnderlyingCurrency = Field(
|
|
sa_column=Column(Text, nullable=False)
|
|
)
|
|
trade_type: TradeType = Field(sa_column=Column(Text, nullable=False))
|
|
trade_strategy: TradeStrategy = Field(sa_column=Column(Text, nullable=False))
|
|
trade_date: date = Field(sa_column=Column(Date, nullable=False))
|
|
trade_time_utc: datetime = Field(
|
|
sa_column=Column(DateTime(timezone=True), nullable=False)
|
|
)
|
|
expiry_date: date | None = Field(default=None, nullable=True)
|
|
strike_price_cents: int | None = Field(default=None, nullable=True)
|
|
quantity: int
|
|
price_cents: int
|
|
gross_cash_flow_cents: int
|
|
commission_cents: int
|
|
net_cash_flow_cents: int
|
|
cycle_id: int | None = Field(
|
|
default=None, foreign_key="cycles.id", nullable=True, index=True
|
|
)
|
|
cycle: "Cycles" = Relationship(back_populates="trades")
|
|
|
|
|
|
class Cycles(SQLModel, table=True):
|
|
__tablename__ = "cycles"
|
|
__table_args__ = (
|
|
UniqueConstraint(
|
|
"user_id", "friendly_name", name="uq_cycles_user_friendly_name"
|
|
),
|
|
)
|
|
|
|
id: int | None = Field(default=None, primary_key=True)
|
|
user_id: int = Field(foreign_key="users.id", nullable=False, index=True)
|
|
friendly_name: str | None = Field(
|
|
default=None, sa_column=Column(Text, nullable=True)
|
|
)
|
|
symbol: str = Field(sa_column=Column(Text, nullable=False))
|
|
underlying_currency: UnderlyingCurrency = Field(
|
|
sa_column=Column(Text, nullable=False)
|
|
)
|
|
status: CycleStatus = Field(sa_column=Column(Text, nullable=False))
|
|
funding_source: FundingSource = Field(sa_column=Column(Text, nullable=True))
|
|
capital_exposure_cents: int | None = Field(default=None, nullable=True)
|
|
loan_amount_cents: int | None = Field(default=None, nullable=True)
|
|
loan_interest_rate_bps: int | None = Field(default=None, nullable=True)
|
|
start_date: date = Field(sa_column=Column(Date, nullable=False))
|
|
end_date: date | None = Field(default=None, sa_column=Column(Date, nullable=True))
|
|
trades: list["Trades"] = Relationship(back_populates="cycle")
|
|
|
|
|
|
class Users(SQLModel, table=True):
|
|
__tablename__ = "users"
|
|
id: int | None = Field(default=None, primary_key=True)
|
|
# unique=True already creates an index; no need to also set index=True
|
|
username: str = Field(sa_column=Column(Text, nullable=False, unique=True))
|
|
password_hash: str = Field(sa_column=Column(Text, nullable=False))
|
|
is_active: bool = Field(default=True, nullable=False)
|