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