62 lines
2.1 KiB
Python
62 lines
2.1 KiB
Python
from __future__ import annotations
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from datetime import date, datetime # noqa: TC003
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from enum import Enum
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from typing import TYPE_CHECKING
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from sqlmodel import Column, DateTime, Field, Relationship, SQLModel
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from sqlmodel import Enum as SQLEnum
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class TradeType(str, Enum):
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SELL_PUT = "SELL_PUT"
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ASSIGNMENT = "ASSIGNMENT"
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SELL_CALL = "SELL_CALL"
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EXERCISE_CALL = "EXERCISE_CALL"
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class CycleStatus(str, Enum):
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OPEN = "OPEN"
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CLOSED = "CLOSED"
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class FundingSource(str, Enum):
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CASH = "CASH"
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MARGIN = "MARGIN"
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MIXED = "MIXED"
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class Trades(SQLModel, table=True):
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__tablename__ = "trades"
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id: str | None = Field(default=None, primary_key=True)
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user_id: str
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symbol: str
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underlying_currency: str
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trade_type: TradeType = Field(sa_column=Column(SQLEnum(TradeType, name="trade_type_enum"), nullable=False))
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trade_time_utc: datetime = Field(sa_column=Column(DateTime(timezone=True), nullable=False))
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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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cycle_id: str | None = Field(default=None, foreign_key="cycles.id", nullable=True)
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cycle: Cycles | None = Relationship(back_populates="trades")
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class Cycles(SQLModel, table=True):
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__tablename__ = "cycles"
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id: str | None = Field(default=None, primary_key=True)
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user_id: str
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symbol: str
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underlying_currency: str
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start_date: date
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end_date: date | None = Field(default=None, nullable=True)
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status: CycleStatus = Field(sa_column=Column(SQLEnum(CycleStatus, name="cycle_status_enum"), nullable=False))
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funding_source: FundingSource = Field(sa_column=Column(SQLEnum(FundingSource, name="funding_source_enum"), nullable=False))
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capital_exposure_cents: int
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loan_amount_cents: int | None = Field(default=None, nullable=True)
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loan_interest_rate_bps: int | None = Field(default=None, nullable=True)
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trades: list[Trades] = Relationship(back_populates="cycle")
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