113 lines
4.3 KiB
Python
113 lines
4.3 KiB
Python
|
"""Create persisted selection run and signal result tables."""
|
||
|
|
|
||
|
|
from collections.abc import Sequence
|
||
|
|
|
||
|
|
import sqlalchemy as sa
|
||
|
|
from alembic import op
|
||
|
|
from sqlalchemy.dialects.postgresql import JSONB
|
||
|
|
|
||
|
|
revision: str = "0002_selection_results"
|
||
|
|
down_revision: str | None = "0001_market_data"
|
||
|
|
branch_labels: str | Sequence[str] | None = None
|
||
|
|
depends_on: str | Sequence[str] | None = None
|
||
|
|
|
||
|
|
|
||
|
|
def upgrade() -> None:
|
||
|
|
"""Create the current selection-run result model."""
|
||
|
|
|
||
|
|
op.create_table(
|
||
|
|
"selection_run",
|
||
|
|
sa.Column("id", sa.String(36), primary_key=True),
|
||
|
|
sa.Column("strategy", sa.String(64), nullable=False),
|
||
|
|
sa.Column("target_trade_date", sa.Date(), nullable=False),
|
||
|
|
sa.Column("market_sync_batch_id", sa.String(36), nullable=False),
|
||
|
|
sa.Column("status", sa.String(24), nullable=False),
|
||
|
|
sa.Column("target_count", sa.Integer(), nullable=False),
|
||
|
|
sa.Column("eligible_count", sa.Integer(), nullable=False, server_default="0"),
|
||
|
|
sa.Column("evaluated_count", sa.Integer(), nullable=False, server_default="0"),
|
||
|
|
sa.Column("selected_stock_count", sa.Integer(), nullable=False, server_default="0"),
|
||
|
|
sa.Column("signal_count", sa.Integer(), nullable=False, server_default="0"),
|
||
|
|
sa.Column("failed_count", sa.Integer(), nullable=False, server_default="0"),
|
||
|
|
sa.Column("coverage", sa.Numeric(8, 6), nullable=False, server_default="0"),
|
||
|
|
sa.Column("error_type", sa.String(64)),
|
||
|
|
sa.Column("error_message", sa.Text()),
|
||
|
|
sa.Column(
|
||
|
|
"created_at",
|
||
|
|
sa.DateTime(timezone=True),
|
||
|
|
nullable=False,
|
||
|
|
server_default=sa.text("now()"),
|
||
|
|
),
|
||
|
|
sa.Column("finished_at", sa.DateTime(timezone=True)),
|
||
|
|
sa.UniqueConstraint(
|
||
|
|
"strategy",
|
||
|
|
"target_trade_date",
|
||
|
|
name="uq_selection_run_strategy_date",
|
||
|
|
),
|
||
|
|
)
|
||
|
|
op.create_index(
|
||
|
|
"ix_selection_run_status_date",
|
||
|
|
"selection_run",
|
||
|
|
["strategy", "status", "target_trade_date"],
|
||
|
|
)
|
||
|
|
op.create_table(
|
||
|
|
"selection_run_item",
|
||
|
|
sa.Column(
|
||
|
|
"run_id",
|
||
|
|
sa.String(36),
|
||
|
|
sa.ForeignKey("selection_run.id", ondelete="CASCADE"),
|
||
|
|
nullable=False,
|
||
|
|
),
|
||
|
|
sa.Column("ts_code", sa.String(12), nullable=False),
|
||
|
|
sa.Column("name", sa.String(128), nullable=False),
|
||
|
|
sa.Column("status", sa.String(32), nullable=False),
|
||
|
|
sa.Column("signal_count", sa.Integer(), nullable=False, server_default="0"),
|
||
|
|
sa.Column("reason", sa.Text()),
|
||
|
|
sa.Column(
|
||
|
|
"created_at",
|
||
|
|
sa.DateTime(timezone=True),
|
||
|
|
nullable=False,
|
||
|
|
server_default=sa.text("now()"),
|
||
|
|
),
|
||
|
|
sa.PrimaryKeyConstraint("run_id", "ts_code"),
|
||
|
|
)
|
||
|
|
op.create_index("ix_selection_run_item_status", "selection_run_item", ["run_id", "status"])
|
||
|
|
op.create_table(
|
||
|
|
"selection_signal",
|
||
|
|
sa.Column(
|
||
|
|
"run_id",
|
||
|
|
sa.String(36),
|
||
|
|
sa.ForeignKey("selection_run.id", ondelete="CASCADE"),
|
||
|
|
nullable=False,
|
||
|
|
),
|
||
|
|
sa.Column("ts_code", sa.String(12), nullable=False),
|
||
|
|
sa.Column("name", sa.String(128), nullable=False),
|
||
|
|
sa.Column("target_trade_date", sa.Date(), nullable=False),
|
||
|
|
sa.Column("strategy", sa.String(64), nullable=False),
|
||
|
|
sa.Column("category", sa.String(64), nullable=False),
|
||
|
|
sa.Column("close", sa.Numeric(20, 6), nullable=False),
|
||
|
|
sa.Column("details", JSONB, nullable=False),
|
||
|
|
sa.Column(
|
||
|
|
"created_at",
|
||
|
|
sa.DateTime(timezone=True),
|
||
|
|
nullable=False,
|
||
|
|
server_default=sa.text("now()"),
|
||
|
|
),
|
||
|
|
sa.PrimaryKeyConstraint("run_id", "ts_code", "category"),
|
||
|
|
)
|
||
|
|
op.create_index(
|
||
|
|
"ix_selection_signal_strategy_date",
|
||
|
|
"selection_signal",
|
||
|
|
["strategy", "target_trade_date", "ts_code"],
|
||
|
|
)
|
||
|
|
|
||
|
|
|
||
|
|
def downgrade() -> None:
|
||
|
|
"""Drop selection result tables in dependency-safe order."""
|
||
|
|
|
||
|
|
op.drop_index("ix_selection_signal_strategy_date", table_name="selection_signal")
|
||
|
|
op.drop_table("selection_signal")
|
||
|
|
op.drop_index("ix_selection_run_item_status", table_name="selection_run_item")
|
||
|
|
op.drop_table("selection_run_item")
|
||
|
|
op.drop_index("ix_selection_run_status_date", table_name="selection_run")
|
||
|
|
op.drop_table("selection_run")
|