backend/app/models/market.py

"""
Market Data ORM Models.

Models for exchanges, assets, historical price data, and news articles.
Supports multi-exchange, multi-currency global market data.
"""

from __future__ import annotations

from datetime import date, datetime

from sqlalchemy import (
    Boolean,
    Date,
    DateTime,
    Float,
    ForeignKey,
    Integer,
    String,
    Text,
    BigInteger,
    func,
)
from sqlalchemy.orm import Mapped, mapped_column, relationship

from app.database import Base


class Exchange(Base):
    """Global exchange metadata (NYSE, NSE, LSE, etc.)."""

    __tablename__ = "exchanges"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    code: Mapped[str] = mapped_column(String(20), unique=True, nullable=False, index=True)
    name: Mapped[str] = mapped_column(String(255), nullable=False)
    country: Mapped[str] = mapped_column(String(100), nullable=False)
    currency: Mapped[str] = mapped_column(String(10), nullable=False)
    timezone: Mapped[str] = mapped_column(String(50), nullable=False)
    mic_code: Mapped[str] = mapped_column(String(10), nullable=True)
    suffix: Mapped[str] = mapped_column(String(10), nullable=True, default="")
    is_active: Mapped[bool] = mapped_column(Boolean, default=True, nullable=False)
    created_at: Mapped[datetime] = mapped_column(
        DateTime(timezone=True), server_default=func.now()
    )

    assets = relationship("Asset", back_populates="exchange", lazy="selectin")

    def __repr__(self) -> str:
        return f"<Exchange(code='{self.code}', country='{self.country}')>"


class Asset(Base):
    """Financial instrument (stock, ETF, index, etc.)."""

    __tablename__ = "assets"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    ticker: Mapped[str] = mapped_column(String(20), nullable=False, index=True)
    name: Mapped[str] = mapped_column(String(500), nullable=True)
    exchange_id: Mapped[int] = mapped_column(
        Integer, ForeignKey("exchanges.id"), nullable=True, index=True
    )
    asset_type: Mapped[str] = mapped_column(
        String(50), nullable=False, default="equity"
    )  # equity, etf, index, bond, commodity
    sector: Mapped[str] = mapped_column(String(100), nullable=True)
    industry: Mapped[str] = mapped_column(String(200), nullable=True)
    market_cap: Mapped[float] = mapped_column(Float, nullable=True)
    currency: Mapped[str] = mapped_column(String(10), nullable=True)
    country: Mapped[str] = mapped_column(String(100), nullable=True)
    is_active: Mapped[bool] = mapped_column(Boolean, default=True, nullable=False)
    metadata_json: Mapped[str] = mapped_column(Text, nullable=True)
    created_at: Mapped[datetime] = mapped_column(
        DateTime(timezone=True), server_default=func.now()
    )
    updated_at: Mapped[datetime] = mapped_column(
        DateTime(timezone=True), server_default=func.now(), onupdate=func.now()
    )

    exchange = relationship("Exchange", back_populates="assets", lazy="selectin")
    price_data = relationship("PriceData", back_populates="asset", lazy="noload")
    features = relationship("FeatureData", back_populates="asset", lazy="noload")
    factor_exposures = relationship("FactorExposure", back_populates="asset", lazy="noload")
    signals = relationship("Signal", back_populates="asset", lazy="noload")

    def __repr__(self) -> str:
        return f"<Asset(ticker='{self.ticker}', type='{self.asset_type}')>"


class PriceData(Base):
    """OHLCV price data for an asset on a specific date."""

    __tablename__ = "price_data"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    asset_id: Mapped[int] = mapped_column(
        Integer, ForeignKey("assets.id"), nullable=False, index=True
    )
    date: Mapped[date] = mapped_column(Date, nullable=False, index=True)
    open: Mapped[float] = mapped_column(Float, nullable=True)
    high: Mapped[float] = mapped_column(Float, nullable=True)
    low: Mapped[float] = mapped_column(Float, nullable=True)
    close: Mapped[float] = mapped_column(Float, nullable=False)
    adj_close: Mapped[float] = mapped_column(Float, nullable=True)
    volume: Mapped[int] = mapped_column(BigInteger, nullable=True)
    source: Mapped[str] = mapped_column(String(50), default="yahoo", nullable=False)
    created_at: Mapped[datetime] = mapped_column(
        DateTime(timezone=True), server_default=func.now()
    )

    asset = relationship("Asset", back_populates="price_data")

    def __repr__(self) -> str:
        return f"<PriceData(asset_id={self.asset_id}, date={self.date}, close={self.close})>"


class NewsArticle(Base):
    """News article with optional sentiment scoring."""

    __tablename__ = "news_articles"

    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
    title: Mapped[str] = mapped_column(String(1000), nullable=False)
    source: Mapped[str] = mapped_column(String(200), nullable=True)
    author: Mapped[str] = mapped_column(String(300), nullable=True)
    url: Mapped[str] = mapped_column(String(2000), nullable=True)
    published_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), nullable=True)
    content: Mapped[str] = mapped_column(Text, nullable=True)
    description: Mapped[str] = mapped_column(Text, nullable=True)
    sentiment_score: Mapped[float] = mapped_column(Float, nullable=True)
    tickers_json: Mapped[str] = mapped_column(Text, nullable=True)
    category: Mapped[str] = mapped_column(String(100), nullable=True)
    created_at: Mapped[datetime] = mapped_column(
        DateTime(timezone=True), server_default=func.now()
    )

    def __repr__(self) -> str:
        return f"<NewsArticle(title='{self.title[:50]}...')>"