simonandClaude Opus 4.7
271a9343a5
7 Sprints 全部完成: Sprint 0: 基础设施 (DataManager + MariaDB) Sprint 1: 因子引擎 (34因子/12分类) Sprint 2: VectorBT 回测 (5策略+截面) Sprint 3: Optuna 优化 (+Walk-Forward) Sprint 4: ML 模型 (LightGBM+CatBoost) Sprint 5: Qwen 情绪因子 (三源新闻+日期对齐) Sprint 6: Agent 系统 (4Agent+日报.md/.html) 生产加固 (15项): Tushare双源fallback, SSH自动恢复, pool_pre_ping, save_daily先删后插, load_dotenv绝对路径, 日报5d/20d修复, RiskAgent改上证指数, 昨日对比+数据截止, mac_report utf8mb4, CLAUDE-*.md 9条已知Bug, demo全参数化, djapi数据源归一化, indexDatas API修正 Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
101 lines
4.0 KiB
Python
101 lines
4.0 KiB
Python
"""
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ORM 模型定义。
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所有表使用 mac_ 前缀，与现有表隔离。
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"""
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from sqlalchemy import Column, String, Date, DateTime, Float, BigInteger, Index, PrimaryKeyConstraint, Text
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from sqlalchemy.orm import DeclarativeBase
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from config.settings import TABLE_STOCK_BASIC, TABLE_STOCK_DAILY, TABLE_STOCK_FINANCIAL, TABLE_REPORT
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class Base(DeclarativeBase):
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pass
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class StockBasic(Base):
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"""股票基本信息表。"""
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__tablename__ = TABLE_STOCK_BASIC
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ts_code = Column(String(16), primary_key=True, comment="股票代码（如 000001.SZ）")
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name = Column(String(32), comment="股票名称")
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area = Column(String(16), comment="地区")
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industry = Column(String(32), comment="行业")
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market = Column(String(8), comment="市场（主板/创业板/科创板）")
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list_date = Column(String(8), comment="上市日期")
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is_hs = Column(String(1), comment="是否沪深港通")
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class StockDaily(Base):
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"""日线行情表。"""
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__tablename__ = TABLE_STOCK_DAILY
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__table_args__ = (
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PrimaryKeyConstraint("ts_code", "trade_date"),
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Index("idx_mac_daily_ts_code", "ts_code"),
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Index("idx_mac_daily_trade_date", "trade_date"),
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)
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ts_code = Column(String(16), comment="股票代码")
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trade_date = Column(String(8), comment="交易日期")
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open = Column(Float, comment="开盘价")
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high = Column(Float, comment="最高价")
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low = Column(Float, comment="最低价")
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close = Column(Float, comment="收盘价")
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pre_close = Column(Float, comment="昨收价")
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change = Column(Float, comment="涨跌额")
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pct_chg = Column(Float, comment="涨跌幅(%)")
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vol = Column(Float, comment="成交量（手）")
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amount = Column(Float, comment="成交额（千元）")
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turnover_rate = Column(Float, comment="换手率(%)")
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class StockFinancial(Base):
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"""财务数据表（同花顺核心指标）。"""
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__tablename__ = TABLE_STOCK_FINANCIAL
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__table_args__ = (
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PrimaryKeyConstraint("ts_code", "end_date"),
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Index("idx_mac_fina_ts_code", "ts_code"),
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)
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ts_code = Column(String(16), comment="股票代码")
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end_date = Column(String(8), comment="报告期 YYYYMMDD")
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eps = Column(Float, comment="基本每股收益")
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bvps = Column(Float, comment="每股净资产")
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roe = Column(Float, comment="净资产收益率(%)")
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roe_diluted = Column(Float, comment="净资产收益率-摊薄(%)")
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net_profit_margin = Column(Float, comment="销售净利率(%)")
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debt_to_assets = Column(Float, comment="资产负债率(%)")
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current_ratio = Column(Float, comment="流动比率")
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quick_ratio = Column(Float, comment="速动比率")
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total_revenue = Column(Float, comment="营业总收入")
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total_revenue_yoy = Column(Float, comment="营业总收入同比增长率(%)")
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net_profit = Column(Float, comment="净利润")
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net_profit_yoy = Column(Float, comment="净利润同比增长率(%)")
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class Report(Base):
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"""报告存储表。"""
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__tablename__ = TABLE_REPORT
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__table_args__ = (
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Index("idx_mac_report_date", "report_date"),
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Index("idx_mac_report_subject", "subject_type", "subject_code"),
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Index("idx_mac_report_active", "is_active"),
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)
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id = Column(BigInteger, primary_key=True, autoincrement=True, comment="主键")
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report_date = Column(Date, nullable=False, comment="报告日期")
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title = Column(String(256), nullable=False, comment="报告标题")
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subject_type = Column(String(32), comment="研究对象类型: stock/index/sector/portfolio/daily")
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subject_code = Column(String(64), comment="研究对象代码")
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content = Column(Text, comment="报告内容 (markdown)")
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created_at = Column(DateTime, comment="报告生成时间")
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is_active = Column(Float, default=1.0, comment="1=有效, 0=已失效")
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def create_all_tables():
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"""创建所有 mac_ 开头的表。"""
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engine = __import__("database.connection", fromlist=["get_engine"]).get_engine()
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Base.metadata.create_all(engine)
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print("[OK] 所有表创建完成")
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