Simon
ba52edc2d6
- SignalRules（买入 rank 阈值/趋势 MA/动量 + 卖出区间/破位警示）+ SignalEvent （BUY/WATCH/SELL，score/price/trigger_reason 可解释）+ SignalResult/Meta - quant/signal.generate_signals：与选股同一评分引擎取全市场 rank，按规则分类输出 - signal_snapshot/signal_event 表（migration d8e0b2f3c4d5，MySQL 已应用）+ Repo - SignalService + POST /api/signals（同步+落库）、GET 详情/列表 - tests/test_signals.py（引擎分类/排序/破位不 BUY、service、API 提交读回）；全量 pytest 通过
42 lines
1.6 KiB
Python
42 lines
1.6 KiB
Python
"""交易信号表（M8.1）。
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signal_snapshot：一次信号运行的查询/规则/统计快照
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signal_event：逐信号（signal_type + score/price + trigger_reason JSON）
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"""
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from __future__ import annotations
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from datetime import date, datetime
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from sqlalchemy import BigInteger, Date, DateTime, Integer, Numeric, String, Text
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from sqlalchemy.orm import Mapped, mapped_column
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from app.infrastructure.persistence.sqlalchemy.base import Base
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PK_INT = BigInteger().with_variant(Integer, "sqlite")
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class SignalSnapshotModel(Base):
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__tablename__ = "signal_snapshot"
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id: Mapped[str] = mapped_column(String(32), primary_key=True)
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as_of: Mapped[date] = mapped_column(Date, index=True)
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query_json: Mapped[str] = mapped_column(Text)
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rules_json: Mapped[str] = mapped_column(Text)
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statistics_json: Mapped[str] = mapped_column(Text)
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created_at: Mapped[datetime] = mapped_column(DateTime, index=True)
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class SignalEventModel(Base):
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__tablename__ = "signal_event"
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id: Mapped[int] = mapped_column(PK_INT, primary_key=True, autoincrement=True)
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signal_id: Mapped[str] = mapped_column(String(32), index=True)
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symbol: Mapped[str] = mapped_column(String(12))
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signal_date: Mapped[date] = mapped_column(Date)
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signal_type: Mapped[str] = mapped_column(String(8))
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score: Mapped[float | None] = mapped_column(Numeric(14, 6), nullable=True)
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price: Mapped[float | None] = mapped_column(Numeric(14, 4), nullable=True)
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reason_json: Mapped[str | None] = mapped_column(Text, nullable=True)
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created_at: Mapped[datetime] = mapped_column(DateTime)
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