zhixing-system/zhixing-server/migrations/versions/0001_market_data.py

"""Create the market-data bounded-context schema."""

from collections.abc import Sequence

import sqlalchemy as sa
from alembic import op

revision: str = "0001_market_data"
down_revision: str | None = None
branch_labels: str | Sequence[str] | None = None
depends_on: str | Sequence[str] | None = None


def upgrade() -> None:
    """Create market master, facts, and auditable synchronization tables."""

    op.create_table(
        "market_stock",
        sa.Column("ts_code", sa.String(12), primary_key=True),
        sa.Column("name", sa.String(128), nullable=False),
        sa.Column("market", sa.String(32), nullable=False),
        sa.Column("exchange", sa.String(16), nullable=False),
        sa.Column("list_status", sa.String(2), nullable=False),
        sa.Column("list_date", sa.Date()),
        sa.Column("is_active", sa.Boolean(), nullable=False, server_default=sa.text("true")),
        sa.Column(
            "updated_at",
            sa.DateTime(timezone=True),
            nullable=False,
            server_default=sa.text("now()"),
        ),
    )
    op.create_table(
        "market_daily_bar",
        sa.Column("ts_code", sa.String(12), nullable=False),
        sa.Column("trade_date", sa.Date(), nullable=False),
        *[
            sa.Column(field, sa.Numeric(20, 6))
            for field in ("open", "high", "low", "close", "pre_close", "change", "pct_chg")
        ],
        sa.Column("vol", sa.Numeric(24, 6)),
        sa.Column("amount", sa.Numeric(24, 6)),
        sa.Column("source_adj", sa.String(8), nullable=False, server_default="qfq"),
        sa.Column(
            "updated_at",
            sa.DateTime(timezone=True),
            nullable=False,
            server_default=sa.text("now()"),
        ),
        sa.PrimaryKeyConstraint("ts_code", "trade_date"),
    )
    op.create_index("ix_market_daily_bar_trade_date", "market_daily_bar", ["trade_date"])
    op.create_table(
        "market_daily_basic",
        sa.Column("ts_code", sa.String(12), nullable=False),
        sa.Column("trade_date", sa.Date(), nullable=False),
        *[
            sa.Column(field, sa.Numeric(24, 6))
            for field in (
                "close",
                "turnover_rate",
                "turnover_rate_f",
                "volume_ratio",
                "pe",
                "pe_ttm",
                "pb",
                "ps",
                "ps_ttm",
                "dv_ratio",
                "dv_ttm",
                "total_share",
                "float_share",
                "free_share",
                "total_mv",
                "circ_mv",
            )
        ],
        sa.Column(
            "updated_at",
            sa.DateTime(timezone=True),
            nullable=False,
            server_default=sa.text("now()"),
        ),
        sa.PrimaryKeyConstraint("ts_code", "trade_date"),
    )
    op.create_index("ix_market_daily_basic_trade_date", "market_daily_basic", ["trade_date"])
    op.create_table(
        "market_sync_batch",
        sa.Column("id", sa.String(36), primary_key=True),
        sa.Column("target_trade_date", sa.Date(), nullable=False),
        sa.Column("window_start", sa.Date(), nullable=False),
        sa.Column("mode", sa.String(16), nullable=False),
        sa.Column("status", sa.String(24), nullable=False),
        sa.Column("target_count", sa.Integer(), nullable=False),
        sa.Column("valid_count", sa.Integer(), nullable=False, server_default="0"),
        sa.Column("coverage", sa.Numeric(8, 6), nullable=False, server_default="0"),
        sa.Column("strategy_eligible", sa.Boolean(), nullable=False, server_default="false"),
        sa.Column("parent_batch_id", sa.String(36)),
        sa.Column(
            "created_at",
            sa.DateTime(timezone=True),
            nullable=False,
            server_default=sa.text("now()"),
        ),
        sa.Column("finished_at", sa.DateTime(timezone=True)),
    )
    op.create_table(
        "market_sync_item",
        sa.Column("batch_id", sa.String(36), nullable=False),
        sa.Column("item_kind", sa.String(24), nullable=False),
        sa.Column("item_key", sa.String(64), nullable=False),
        sa.Column("status", sa.String(24), nullable=False),
        sa.Column("inserted_count", sa.Integer(), nullable=False, server_default="0"),
        sa.Column("updated_count", sa.Integer(), nullable=False, server_default="0"),
        sa.Column("unchanged_count", sa.Integer(), nullable=False, server_default="0"),
        sa.Column("fingerprint", sa.String(64)),
        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.PrimaryKeyConstraint("batch_id", "item_kind", "item_key"),
    )
    op.create_index("ix_market_sync_item_status", "market_sync_item", ["batch_id", "status"])


def downgrade() -> None:
    """Drop market-data tables in dependency-safe order."""

    op.drop_index("ix_market_sync_item_status", table_name="market_sync_item")
    op.drop_table("market_sync_item")
    op.drop_table("market_sync_batch")
    op.drop_index("ix_market_daily_basic_trade_date", table_name="market_daily_basic")
    op.drop_table("market_daily_basic")
    op.drop_index("ix_market_daily_bar_trade_date", table_name="market_daily_bar")
    op.drop_table("market_daily_bar")
    op.drop_table("market_stock")