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65a8bf3 | 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 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 | from datetime import datetime
from sqlalchemy import (
Column, Integer, String, Float, DateTime, Text, Boolean,
ForeignKey, Index, UniqueConstraint
)
from sqlalchemy.orm import relationship
from .db import Base
class HistoricalPrice(Base):
__tablename__ = "historical_prices"
id = Column(Integer, primary_key=True, index=True)
symbol = Column(String(10), nullable=False)
timestamp = Column(DateTime, nullable=False)
open = Column(Float, nullable=False)
high = Column(Float, nullable=False)
low = Column(Float, nullable=False)
close = Column(Float, nullable=False)
adjusted_close = Column(Float)
volume = Column(Integer, default=0)
dividend_amount = Column(Float, default=0.0)
split_coefficient = Column(Float, default=1.0)
ma20 = Column(Float)
ma50 = Column(Float)
rsi = Column(Float)
created_at = Column(DateTime, default=datetime.utcnow)
__table_args__ = (
UniqueConstraint("symbol", "timestamp", name="uq_hist_symbol_ts"),
Index("ix_hist_symbol", "symbol"),
Index("ix_hist_timestamp", "timestamp"),
Index("ix_hist_symbol_ts", "symbol", "timestamp"),
)
class LiveMarketData(Base):
__tablename__ = "live_market_data"
id = Column(Integer, primary_key=True, index=True)
symbol = Column(String(10), nullable=False)
timestamp = Column(DateTime, nullable=False)
open = Column(Float, nullable=False)
high = Column(Float, nullable=False)
low = Column(Float, nullable=False)
close = Column(Float, nullable=False)
volume = Column(Integer, default=0)
vwap = Column(Float)
created_at = Column(DateTime, default=datetime.utcnow)
__table_args__ = (
UniqueConstraint("symbol", "timestamp", name="uq_live_symbol_ts"),
Index("ix_live_symbol", "symbol"),
Index("ix_live_timestamp", "timestamp"),
Index("ix_live_symbol_ts", "symbol", "timestamp"),
)
class MarketNews(Base):
__tablename__ = "market_news"
id = Column(Integer, primary_key=True, index=True)
news_id = Column(String(64), unique=True, nullable=False)
headline = Column(Text, nullable=False)
summary = Column(Text)
source = Column(String(128))
url = Column(Text)
published_at = Column(DateTime, nullable=False)
sentiment = Column(String(20)) # bullish | bearish | neutral
confidence_score = Column(Float) # 0.0 – 1.0
overall_sentiment_score = Column(Float)
importance_score = Column(Float, default=0.5)
is_breaking = Column(Boolean, default=False)
created_at = Column(DateTime, default=datetime.utcnow)
topics = relationship("NewsTopic", back_populates="news", cascade="all, delete-orphan")
ticker_sentiments = relationship("TickerSentiment", back_populates="news", cascade="all, delete-orphan")
__table_args__ = (
Index("ix_news_published_at", "published_at"),
Index("ix_news_sentiment", "sentiment"),
Index("ix_news_source", "source"),
)
class NewsTopic(Base):
__tablename__ = "news_topics"
id = Column(Integer, primary_key=True, index=True)
news_id_fk = Column(Integer, ForeignKey("market_news.id", ondelete="CASCADE"), nullable=False)
topic = Column(String(128), nullable=False)
relevance_score = Column(Float, default=0.0)
news = relationship("MarketNews", back_populates="topics")
__table_args__ = (
Index("ix_topic_topic", "topic"),
Index("ix_topic_news_id", "news_id_fk"),
)
class TickerSentiment(Base):
__tablename__ = "ticker_sentiment"
id = Column(Integer, primary_key=True, index=True)
news_id_fk = Column(Integer, ForeignKey("market_news.id", ondelete="CASCADE"), nullable=False)
ticker = Column(String(10), nullable=False)
relevance_score = Column(Float, default=0.0)
sentiment_score = Column(Float, default=0.0)
sentiment_label = Column(String(32))
news = relationship("MarketNews", back_populates="ticker_sentiments")
__table_args__ = (
Index("ix_ts_ticker", "ticker"),
Index("ix_ts_news_id", "news_id_fk"),
)
class TechnicalIndicator(Base):
__tablename__ = "technical_indicators"
id = Column(Integer, primary_key=True, index=True)
symbol = Column(String(10), nullable=False)
timestamp = Column(DateTime, nullable=False)
indicator_type = Column(String(32), nullable=False) # SMA20, EMA50, RSI14, BB_UPPER, BB_LOWER, VWAP
value = Column(Float, nullable=False)
created_at = Column(DateTime, default=datetime.utcnow)
__table_args__ = (
UniqueConstraint("symbol", "timestamp", "indicator_type", name="uq_ti_symbol_ts_type"),
Index("ix_ti_symbol", "symbol"),
Index("ix_ti_timestamp", "timestamp"),
Index("ix_ti_ticker_ts", "symbol", "timestamp"),
)
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