feat(db): flow_link, metric_cash_flow_broker и price_coverage

Три таблицы одной миграцией, а не тремя: автогенерация из трёх параллельных веток дала бы три ревизии с общим down_revision, то есть ручную разборку ветвления вместо экономии. price_coverage засевается прямо в миграции из price_daily: она отвечает на вопрос «с какой даты мы УЖЕ спрашивали ISS», и без засева первый же прогон moex перекачал бы историю всех 77 бумаг целиком. flow_link_kind снимается на откате явно. DROP TABLE оставляет тип в базе, и следующий upgrade упал бы на CREATE TYPE — то же, что уже сделано для остальных енумов домена.
2026-09-18 15:05:36 +03:00
parent 400d9922bb
commit e974ea9ffa
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+"""связь потоков, брокерский cash flow и покрытие истории цен
+
+Revision ID: 3e2977b9e577
+Revises: a99f438e0010
+Create Date: 2026-09-18 14:53:12.692145
+"""
+
+from __future__ import annotations
+
+from collections.abc import Sequence
+
+import sqlalchemy as sa
+from alembic import op
+
+revision: str = "3e2977b9e577"
+down_revision: str | None = "a99f438e0010"
+branch_labels: str | Sequence[str] | None = None
+depends_on: str | Sequence[str] | None = None
+
+
+def upgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    op.create_table(
+        "metric_cash_flow_broker",
+        sa.Column("scope", sa.String(length=32), nullable=False),
+        sa.Column("month", sa.Date(), nullable=False),
+        sa.Column("deposits_rub", sa.Numeric(precision=24, scale=10), nullable=False),
+        sa.Column("withdrawals_rub", sa.Numeric(precision=24, scale=10), nullable=False),
+        sa.Column("net_rub", sa.Numeric(precision=24, scale=10), nullable=False),
+        sa.Column("event_count", sa.Integer(), nullable=False),
+        sa.Column(
+            "computed_at",
+            sa.DateTime(timezone=True),
+            server_default=sa.text("now()"),
+            nullable=False,
+        ),
+        sa.PrimaryKeyConstraint("scope", "month", name=op.f("pk_metric_cash_flow_broker")),
+    )
+    op.create_table(
+        "price_coverage",
+        sa.Column("instrument_id", sa.Integer(), nullable=False),
+        sa.Column("source", sa.String(length=16), nullable=False),
+        sa.Column("history_from", sa.Date(), nullable=False),
+        sa.Column(
+            "updated_at",
+            sa.DateTime(timezone=True),
+            server_default=sa.text("now()"),
+            nullable=False,
+        ),
+        sa.ForeignKeyConstraint(
+            ["instrument_id"],
+            ["instrument.id"],
+            name=op.f("fk_price_coverage_instrument_id_instrument"),
+            ondelete="CASCADE",
+        ),
+        sa.PrimaryKeyConstraint("instrument_id", "source", name=op.f("pk_price_coverage")),
+    )
+    # Seed from what is already stored: an instrument whose history already starts at the day it
+    # was first held needs no backfill, and seeding spares the next run a full re-read of every
+    # paper we have ever priced.
+    op.execute(
+        """
+        INSERT INTO price_coverage (instrument_id, source, history_from)
+        SELECT instrument_id, source, MIN(d) FROM price_daily GROUP BY instrument_id, source
+        """
+    )
+    op.create_table(
+        "flow_link",
+        sa.Column("id", sa.Integer(), nullable=False),
+        sa.Column("cash_txn_id", sa.Integer(), nullable=False),
+        sa.Column("event_id", sa.Integer(), nullable=False),
+        sa.Column("kind", sa.Enum("auto", "manual", name="flow_link_kind"), nullable=False),
+        sa.Column("confidence", sa.Numeric(precision=24, scale=10), nullable=False),
+        sa.Column("amount_delta", sa.Numeric(precision=24, scale=10), nullable=False),
+        sa.Column("currency", sa.String(length=3), nullable=False),
+        sa.Column("day_gap", sa.Integer(), nullable=False),
+        sa.Column("note", sa.Text(), nullable=True),
+        sa.Column(
+            "created_at",
+            sa.DateTime(timezone=True),
+            server_default=sa.text("now()"),
+            nullable=False,
+        ),
+        sa.Column(
+            "updated_at",
+            sa.DateTime(timezone=True),
+            server_default=sa.text("now()"),
+            nullable=False,
+        ),
+        sa.ForeignKeyConstraint(
+            ["cash_txn_id"],
+            ["cash_txn.id"],
+            name=op.f("fk_flow_link_cash_txn_id_cash_txn"),
+            ondelete="CASCADE",
+        ),
+        sa.ForeignKeyConstraint(
+            ["event_id"], ["event.id"], name=op.f("fk_flow_link_event_id_event"), ondelete="CASCADE"
+        ),
+        sa.PrimaryKeyConstraint("id", name=op.f("pk_flow_link")),
+        sa.UniqueConstraint("cash_txn_id", name=op.f("uq_flow_link_cash_txn_id")),
+        sa.UniqueConstraint("event_id", name=op.f("uq_flow_link_event_id")),
+    )
+    # ### end Alembic commands ###
+
+
+def downgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    op.drop_table("flow_link")
+    # the table's DROP leaves the type behind, and a later upgrade would fail on CREATE TYPE
+    sa.Enum(name="flow_link_kind").drop(op.get_bind())
+    op.drop_table("price_coverage")
+    op.drop_table("metric_cash_flow_broker")
+    # ### end Alembic commands ###