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1e68437 76ccd90 1e68437 712805f 1e68437 9b1765d 712805f 76ccd90 1e68437 712805f 1e68437 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 | from datetime import datetime, timezone
from sqlalchemy import Column, Integer, String, Float, DateTime, Text
from sqlalchemy.orm import declarative_base
Base = declarative_base()
class Alpha(Base):
"""
SQLAlchemy model representing a WorldQuant BRAIN Alpha candidate in QuantForge v2.0.
Stores alpha metadata, simulation configuration parameters, and backtest results.
"""
__tablename__ = "alphas"
id = Column(Integer, primary_key=True, autoincrement=True)
expression = Column(String, unique=True, nullable=False, index=True)
language = Column(String, default="FASTEXPR", nullable=False)
region = Column(String, nullable=False)
universe = Column(String, nullable=False)
delay = Column(Integer, nullable=False)
decay = Column(Integer, nullable=False)
truncation = Column(Float, nullable=False)
neutralization = Column(String, nullable=False)
pasteurization = Column(String, default="On", nullable=False)
# Advanced settings (nullable for versatility or auto-detection)
nan_handling = Column(String, nullable=True)
unit_handling = Column(String, nullable=True)
lookback = Column(Integer, nullable=True)
test_period = Column(String, nullable=True)
max_trade = Column(Float, nullable=True)
max_position = Column(Float, nullable=True)
# Backtest Metrics
sharpe = Column(Float, nullable=True)
fitness = Column(Float, nullable=True)
turnover = Column(Float, nullable=True)
returns = Column(Float, nullable=True)
# Mining Orchestration State
# Expected States: PENDING_GEN, SIMULATING, REFINING, PENDING_CORR, TRASHED, SUBMITTED
status = Column(String, default="PENDING_GEN", nullable=False)
retry_count = Column(Integer, default=0, nullable=False)
error_log = Column(String, nullable=True)
trash_reason = Column(String, nullable=True) # Category: Syntax/Schema, Low Performance, High Correlation, No Trades
alpha_id = Column(String, nullable=True)
raw_result_json = Column(Text, nullable=True)
date_created = Column(DateTime, default=lambda: datetime.now(timezone.utc), nullable=False)
date_submitted = Column(DateTime, nullable=True)
created_at = Column(DateTime, default=lambda: datetime.now(timezone.utc), nullable=False)
def __repr__(self) -> str:
return (
f"<Alpha(id={self.id}, expression={self.expression[:40]}..., "
f"region={self.region}, universe={self.universe}, status={self.status})>"
)
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