277 lines
10 KiB
Python
277 lines
10 KiB
Python
from datetime import date, datetime
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from enum import Enum
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from typing import Optional
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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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ForeignKey,
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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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SELL_PUT = "SELL_PUT"
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CLOSE_SELL_PUT = "CLOSE_SELL_PUT"
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ASSIGNMENT = "ASSIGNMENT"
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SELL_CALL = "SELL_CALL"
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CLOSE_SELL_CALL = "CLOSE_SELL_CALL"
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EXERCISE_CALL = "EXERCISE_CALL"
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LONG_SPOT = "LONG_SPOT"
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CLOSE_LONG_SPOT = "CLOSE_LONG_SPOT"
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SHORT_SPOT = "SHORT_SPOT"
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CLOSE_SHORT_SPOT = "CLOSE_SHORT_SPOT"
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LONG_CFD = "LONG_CFD"
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CLOSE_LONG_CFD = "CLOSE_LONG_CFD"
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SHORT_CFD = "SHORT_CFD"
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CLOSE_SHORT_CFD = "CLOSE_SHORT_CFD"
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LONG_OTHER = "LONG_OTHER"
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CLOSE_LONG_OTHER = "CLOSE_LONG_OTHER"
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SHORT_OTHER = "SHORT_OTHER"
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CLOSE_SHORT_OTHER = "CLOSE_SHORT_OTHER"
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class TradeStrategy(str, Enum):
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WHEEL = "WHEEL"
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FX = "FX"
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SPOT = "SPOT"
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OTHER = "OTHER"
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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 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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MIXED = "MIXED"
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class Trades(SQLModel, table=True):
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__tablename__ = "trades" # type: ignore[attr-defined]
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__table_args__ = (
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UniqueConstraint(
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"user_id", "friendly_name", name="uq_trades_user_friendly_name"
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),
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)
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id: int | None = Field(default=None, primary_key=True)
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user_id: int = Field(foreign_key="users.id", nullable=False, index=True)
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# allow null while user may omit friendly_name; uniqueness enforced per-user by constraint
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friendly_name: str | None = Field(
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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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exchange_id: int = Field(foreign_key="exchanges.id", nullable=False, index=True)
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exchange: "Exchanges" = Relationship(back_populates="trades")
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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 = Field(sa_column=Column(Integer, nullable=False))
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quantity_multiplier: int = Field(
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sa_column=Column(Integer, nullable=False), default=1
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)
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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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is_invalidated: bool = Field(default=False, nullable=False)
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invalidated_at: datetime | None = Field(
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default=None, sa_column=Column(DateTime(timezone=True), nullable=True)
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)
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replaced_by_trade_id: int | None = Field(
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default=None, foreign_key="trades.id", nullable=True
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)
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notes: str | None = Field(default=None, sa_column=Column(Text, nullable=True))
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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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cycle: "Cycles" = Relationship(back_populates="trades")
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related_loan_change_event: Optional["CycleLoanChangeEvents"] = Relationship(
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back_populates="trade",
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sa_relationship_kwargs={"uselist": False},
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)
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class Cycles(SQLModel, table=True):
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__tablename__ = "cycles" # type: ignore[attr-defined]
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__table_args__ = (
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UniqueConstraint(
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"user_id", "friendly_name", name="uq_cycles_user_friendly_name"
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),
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)
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id: int | None = Field(default=None, primary_key=True)
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user_id: int = Field(foreign_key="users.id", nullable=False, index=True)
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friendly_name: str | None = Field(
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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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exchange_id: int = Field(foreign_key="exchanges.id", nullable=False, index=True)
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exchange: "Exchanges" = Relationship(back_populates="cycles")
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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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start_date: date = Field(sa_column=Column(Date, nullable=False))
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end_date: date | None = Field(default=None, sa_column=Column(Date, nullable=True))
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trades: list["Trades"] = Relationship(back_populates="cycle")
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loan_amount_cents: int | None = Field(default=None, nullable=True)
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loan_interest_rate_tenth_bps: int | None = Field(default=None, nullable=True)
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latest_interest_accrued_date: date | None = Field(
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default=None, sa_column=Column(Date, nullable=True)
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)
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total_accrued_amount_cents: int = Field(
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default=0, sa_column=Column(Integer, nullable=False)
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)
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loan_change_events: list["CycleLoanChangeEvents"] = Relationship(
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back_populates="cycle"
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)
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daily_accruals: list["CycleDailyAccrual"] = Relationship(back_populates="cycle")
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class CycleLoanChangeEvents(SQLModel, table=True):
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__tablename__ = "cycle_loan_change_events" # type: ignore[attr-defined]
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__table_args__ = (
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UniqueConstraint(
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"cycle_id", "effective_date", name="uq_cycle_loan_change_cycle_date"
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),
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)
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id: int | None = Field(default=None, primary_key=True)
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cycle_id: int = Field(
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sa_column=Column(
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Integer,
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ForeignKey("cycles.id", ondelete="CASCADE"),
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nullable=False,
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index=True,
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)
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)
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effective_date: date = Field(sa_column=Column(Date, nullable=False))
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loan_amount_cents: int | None = Field(
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default=None, sa_column=Column(Integer, nullable=True)
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)
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loan_interest_rate_tenth_bps: int | None = Field(
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default=None, sa_column=Column(Integer, nullable=True)
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)
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related_trade_id: int | None = Field(
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default=None,
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sa_column=Column(Integer, ForeignKey("trades.id"), nullable=True, unique=True),
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) # Not used for now.
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notes: str | None = Field(default=None, sa_column=Column(Text, nullable=True))
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created_at: datetime = Field(
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sa_column=Column(DateTime(timezone=True), nullable=False)
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)
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cycle: "Cycles" = Relationship(back_populates="loan_change_events")
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trade: Optional["Trades"] = Relationship(back_populates="related_loan_change_event")
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class CycleDailyAccrual(SQLModel, table=True):
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__tablename__ = "cycle_daily_accrual" # type: ignore[attr-defined]
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__table_args__ = (
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UniqueConstraint(
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"cycle_id", "accrual_date", name="uq_cycle_daily_accruals_cycle_date"
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),
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)
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id: int | None = Field(default=None, primary_key=True)
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cycle_id: int = Field(
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sa_column=Column(
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Integer,
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ForeignKey("cycles.id", ondelete="CASCADE"),
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nullable=False,
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index=True,
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)
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)
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accrual_date: date = Field(sa_column=Column(Date, nullable=False))
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accrual_amount_cents: int = Field(sa_column=Column(Integer, nullable=False))
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created_at: datetime = Field(
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sa_column=Column(DateTime(timezone=True), nullable=False)
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)
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cycle: "Cycles" = Relationship(back_populates="daily_accruals")
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class Exchanges(SQLModel, table=True):
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__tablename__ = "exchanges" # type: ignore[attr-defined]
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__table_args__ = (
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UniqueConstraint("user_id", "name", name="uq_exchanges_user_name"),
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)
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id: int | None = Field(default=None, primary_key=True)
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user_id: int = Field(foreign_key="users.id", nullable=False, index=True)
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name: str = Field(sa_column=Column(Text, nullable=False))
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notes: str | None = Field(default=None, sa_column=Column(Text, nullable=True))
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trades: list["Trades"] = Relationship(back_populates="exchange")
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cycles: list["Cycles"] = Relationship(back_populates="exchange")
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user: "Users" = Relationship(back_populates="exchanges")
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class Users(SQLModel, table=True):
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__tablename__ = "users" # type: ignore[attr-defined]
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id: int | None = Field(default=None, primary_key=True)
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# unique=True already creates an index; no need to also set index=True
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username: str = Field(sa_column=Column(Text, nullable=False, unique=True))
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password_hash: str = Field(sa_column=Column(Text, nullable=False))
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is_active: bool = Field(default=True, nullable=False)
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sessions: list["Sessions"] = Relationship(back_populates="user")
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exchanges: list["Exchanges"] = Relationship(back_populates="user")
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class Sessions(SQLModel, table=True):
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__tablename__ = "sessions" # type: ignore[attr-defined]
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id: int | None = Field(default=None, primary_key=True)
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user_id: int = Field(foreign_key="users.id", nullable=False, index=True)
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session_token_hash: str = Field(sa_column=Column(Text, nullable=False, unique=True))
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created_at: datetime = Field(
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sa_column=Column(DateTime(timezone=True), nullable=False)
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)
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expires_at: datetime = Field(
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sa_column=Column(DateTime(timezone=True), nullable=False, index=True)
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)
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last_seen_at: datetime | None = Field(
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sa_column=Column(DateTime(timezone=True), nullable=True)
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)
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last_used_ip: str | None = Field(
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default=None, sa_column=Column(Text, nullable=True)
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)
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user_agent: str | None = Field(default=None, sa_column=Column(Text, nullable=True))
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device_name: str | None = Field(default=None, sa_column=Column(Text, nullable=True))
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user: "Users" = Relationship(back_populates="sessions")
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