Dmitry
295438914d
SQLAlchemy 2 async на asyncpg, Alembic, pydantic-settings. Деньги везде NUMERIC(24,10) с колонкой валюты рядом (db/base.py), postgres-enum'ы хранят значения, а не имена, чтобы база читалась так же, как API. Первая миграция: app_user, account, portfolio, instrument, sync_run, sync_job. metrics/refresh.py задаёт порядок пересборки metric_* и сериализует параллельные пересчёты advisory-локом на отдельном соединении: каждый шаг заменяет свою таблицу целиком, два одновременных прогона затёрли бы друг друга.
86 lines
3.0 KiB
Python
86 lines
3.0 KiB
Python
"""Instrument master (plan §1.3).
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Identity resolution order: ISIN -> FIGI -> tinvest_uid -> (ticker, board) -> alias.
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"""
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from __future__ import annotations
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import enum
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from datetime import date
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from decimal import Decimal
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from typing import Any
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from sqlalchemy import Boolean, ForeignKey, Index, Integer, String, UniqueConstraint, text
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from sqlalchemy.orm import Mapped, mapped_column
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from fintracker.db.base import Base, TimestampMixin, db_enum
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class AssetClass(enum.StrEnum):
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share = "share"
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bond = "bond"
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etf = "etf"
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fund = "fund"
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currency = "currency"
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market_index = "index"
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deposit = "deposit"
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real_estate = "real_estate"
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crypto = "crypto"
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custom = "custom"
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class Instrument(TimestampMixin, Base):
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__tablename__ = "instrument"
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__table_args__ = (
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Index("uq_instrument_isin", "isin", unique=True, postgresql_where=text("isin IS NOT NULL")),
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Index("uq_instrument_figi", "figi", unique=True, postgresql_where=text("figi IS NOT NULL")),
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Index(
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"uq_instrument_tinvest_uid",
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"tinvest_uid",
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unique=True,
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postgresql_where=text("tinvest_uid IS NOT NULL"),
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),
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Index(
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"uq_instrument_ticker_board",
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"ticker",
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"board",
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unique=True,
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postgresql_where=text("ticker IS NOT NULL AND board IS NOT NULL"),
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),
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)
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id: Mapped[int] = mapped_column(primary_key=True)
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asset_class: Mapped[AssetClass] = mapped_column(db_enum(AssetClass, "asset_class"))
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isin: Mapped[str | None] = mapped_column(String(12))
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figi: Mapped[str | None] = mapped_column(String(12))
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tinvest_uid: Mapped[str | None] = mapped_column(String(64))
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ticker: Mapped[str | None] = mapped_column(String(32))
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board: Mapped[str | None] = mapped_column(String(16))
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"""MOEX board / T-Invest class_code, e.g. TQBR, TQOB."""
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exchange: Mapped[str | None] = mapped_column(String(32))
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name: Mapped[str] = mapped_column(String(256))
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issuer: Mapped[str | None] = mapped_column(String(256))
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currency: Mapped[str] = mapped_column(String(3))
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lot: Mapped[int] = mapped_column(Integer, default=1)
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nominal: Mapped[Decimal | None]
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nominal_currency: Mapped[str | None] = mapped_column(String(3))
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maturity_date: Mapped[date | None]
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sector: Mapped[str | None] = mapped_column(String(64))
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country: Mapped[str | None] = mapped_column(String(2))
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is_active: Mapped[bool] = mapped_column(Boolean, default=True)
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meta: Mapped[dict[str, Any] | None]
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class InstrumentAlias(Base):
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"""Source-specific keys resolving to an instrument, e.g. ('report_vtb', 'NAME:Газпром ао')."""
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__tablename__ = "instrument_alias"
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__table_args__ = (UniqueConstraint("source", "source_key"),)
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id: Mapped[int] = mapped_column(primary_key=True)
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instrument_id: Mapped[int] = mapped_column(
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ForeignKey("instrument.id", ondelete="CASCADE"), index=True
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)
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source: Mapped[str] = mapped_column(String(32))
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source_key: Mapped[str] = mapped_column(String(256))
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