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buffer_platform/app/analysis_models.py

274 lines
14 KiB

"""
期货智析数据模型
"""
from datetime import datetime
from sqlalchemy import Column, String, Integer, Float, Text, DateTime, Boolean, Index, UniqueConstraint, JSON
from app.analysis_db import AnalysisBase
class FuturesAnalysis(AnalysisBase):
"""期货分析报告表"""
__tablename__ = "futures_analysis"
id = Column(Integer, primary_key=True, autoincrement=True)
symbol = Column(String(32), nullable=False, index=True, comment="品种合约代码")
analysis_time = Column(DateTime, nullable=False, default=datetime.now, index=True, comment="分析时间")
period = Column(String(16), nullable=False, default="15min", comment="分析周期")
# 分析结果
suggestion = Column(String(32), nullable=True, comment="交易建议: 逢低做多/逢高做空/观望等待")
suggestion_type = Column(String(16), nullable=True, comment="建议类型: up/down/neutral")
entry_price = Column(Float, nullable=True, comment="建议入场价")
target_price = Column(Float, nullable=True, comment="目标价位")
stop_loss = Column(Float, nullable=True, comment="止损价位")
risk_level = Column(String(16), nullable=True, comment="风险等级: 低/中/高")
# 技术指标
macd_signal = Column(String(16), nullable=True, comment="MACD信号")
rsi_value = Column(Float, nullable=True, comment="RSI值")
boll_signal = Column(String(16), nullable=True, comment="布林带信号")
kdj_signal = Column(String(16), nullable=True, comment="KDJ信号")
# 趋势评分
trend_score = Column(Integer, nullable=True, comment="趋势评分 0-100")
success_rate = Column(Float, nullable=True, comment="交易成功率")
# 关键点位
resistance_levels = Column(JSON, nullable=True, comment="压力位列表")
support_levels = Column(JSON, nullable=True, comment="支撑位列表")
# 多周期趋势
period_trends = Column(JSON, nullable=True, comment="各周期趋势")
def __repr__(self):
return f"<FuturesAnalysis {self.symbol} {self.analysis_time}>"
class WatchedSymbol(AnalysisBase):
"""用户关注品种表"""
__tablename__ = "watched_symbols"
id = Column(Integer, primary_key=True, autoincrement=True)
symbol = Column(String(32), nullable=False, unique=True, comment="品种合约代码")
name = Column(String(64), nullable=True, comment="品种名称")
note = Column(Text, nullable=True, comment="备注")
created_at = Column(DateTime, nullable=False, default=datetime.now)
updated_at = Column(DateTime, nullable=False, default=datetime.now, onupdate=datetime.now)
def __repr__(self):
return f"<WatchedSymbol {self.symbol}>"
class AIModelConfig(AnalysisBase):
"""AI模型配置表"""
__tablename__ = "ai_model_configs"
id = Column(Integer, primary_key=True, autoincrement=True)
provider = Column(String(32), nullable=False, comment="AI提供商: openai/anthropic/google等")
model_name = Column(String(64), nullable=False, comment="模型名称")
api_key = Column(String(256), nullable=False, comment="API密钥")
api_base = Column(String(256), nullable=True, comment="API基础URL")
model_id = Column(String(64), nullable=True, comment="模型ID")
temperature = Column(Float, nullable=True, default=0.7, comment="温度参数")
max_tokens = Column(Integer, nullable=True, default=2000, comment="最大输出token")
enabled = Column(Boolean, nullable=False, default=True, comment="是否启用")
is_active = Column(Boolean, nullable=False, default=False, comment="是否为当前活跃模型")
created_at = Column(DateTime, nullable=False, default=datetime.now)
updated_at = Column(DateTime, nullable=False, default=datetime.now, onupdate=datetime.now)
def __repr__(self):
return f"<AIModelConfig {self.provider} {self.model_name}>"
class AnalysisSettings(AnalysisBase):
"""分析设置表(单例配置)"""
__tablename__ = "analysis_settings"
id = Column(Integer, primary_key=True, autoincrement=True)
key = Column(String(64), nullable=False, unique=True, comment="配置键")
value = Column(JSON, nullable=False, comment="配置值")
updated_at = Column(DateTime, nullable=False, default=datetime.now, onupdate=datetime.now)
def __repr__(self):
return f"<AnalysisSettings {self.key}>"
class AIAnalysisCache(AnalysisBase):
"""AI分析缓存表"""
__tablename__ = "ai_analysis_cache"
id = Column(Integer, primary_key=True, autoincrement=True)
symbol = Column(String(32), nullable=False, index=True, comment="品种合约代码")
analysis_data = Column(JSON, nullable=False, comment="AI分析结果数据")
kline_timestamp = Column(DateTime, nullable=True, comment="分析时K线数据的时间戳")
created_at = Column(DateTime, nullable=False, default=datetime.now, index=True, comment="分析时间")
def __repr__(self):
return f"<AIAnalysisCache {self.symbol} {self.created_at}>"
class ReviewDate(AnalysisBase):
"""复盘日期表"""
__tablename__ = "review_dates"
id = Column(Integer, primary_key=True, autoincrement=True)
review_date = Column(String(16), nullable=False, unique=True, index=True, comment="复盘日期 YYYY-MM-DD")
week_day = Column(String(8), nullable=True, comment="星期")
created_at = Column(DateTime, nullable=False, default=datetime.now)
def __repr__(self):
return f"<ReviewDate {self.review_date}>"
class SymbolRanking(AnalysisBase):
"""品种排名表"""
__tablename__ = "symbol_rankings"
id = Column(Integer, primary_key=True, autoincrement=True)
review_date_id = Column(Integer, nullable=False, index=True, comment="关联复盘日期ID")
symbol = Column(String(32), nullable=False, comment="品种合约代码")
name = Column(String(64), nullable=True, comment="品种名称")
rank_type = Column(String(32), nullable=False, comment="排名类型: volume/amplitude/change/open_interest")
rank = Column(Integer, nullable=False, comment="排名")
value = Column(String(64), nullable=True, comment="数值(如成交量、振幅等)")
price = Column(String(32), nullable=True, comment="价格")
change_pct = Column(String(16), nullable=True, comment="涨跌幅")
def __repr__(self):
return f"<SymbolRanking {self.symbol} {self.rank_type} rank={self.rank}>"
class TradingPlan(AnalysisBase):
"""交易计划表"""
__tablename__ = "trading_plans"
id = Column(Integer, primary_key=True, autoincrement=True)
review_date_id = Column(Integer, nullable=False, index=True, comment="关联复盘日期ID")
symbol = Column(String(32), nullable=False, comment="品种合约代码")
name = Column(String(64), nullable=True, comment="品种名称")
plan_type = Column(String(16), nullable=False, comment="计划类型: long/short")
score = Column(Integer, nullable=False, comment="评分 0-100")
logic = Column(Text, nullable=True, comment="多空逻辑")
reason = Column(Text, nullable=True, comment="入选理由")
entry_price = Column(String(64), nullable=True, comment="入场价位")
stop_loss = Column(String(32), nullable=True, comment="止损价位")
take_profit = Column(String(64), nullable=True, comment="止盈价位")
confidence = Column(String(16), nullable=True, comment="置信度: 高/中高/中/低")
position_suggestion = Column(String(32), nullable=True, comment="仓位建议")
created_at = Column(DateTime, nullable=False, default=datetime.now)
def __repr__(self):
return f"<TradingPlan {self.symbol} {self.plan_type} score={self.score}>"
# ==================== V2 复盘计划模型 ====================
class SymbolScoreV2(AnalysisBase):
"""V2 品种多维度评分表"""
__tablename__ = "symbol_scores_v2"
id = Column(Integer, primary_key=True, autoincrement=True)
review_date_id = Column(Integer, nullable=False, index=True, comment="关联复盘日期ID")
symbol = Column(String(32), nullable=False, comment="品种合约代码")
name = Column(String(64), nullable=True, comment="品种名称")
close_price = Column(Float, nullable=True, comment="收盘价")
prev_close = Column(Float, nullable=True, comment="昨收价")
high_price = Column(Float, nullable=True, comment="当日最高")
low_price = Column(Float, nullable=True, comment="当日最低")
volume = Column(Float, nullable=True, comment="当日成交量")
avg_volume_5 = Column(Float, nullable=True, comment="近5日均量")
# 5维度评分
amplitude_score = Column(Float, nullable=True, comment="振幅得分 0-100")
volume_score = Column(Float, nullable=True, comment="量能得分 0-100")
change_score = Column(Float, nullable=True, comment="涨跌幅得分 0-100")
trend_score = Column(Float, nullable=True, comment="趋势得分 -100~100")
activity_score = Column(Float, nullable=True, comment="活跃度得分 0-100")
# 综合
composite_score = Column(Float, nullable=True, comment="综合评分 0-100")
# 原始数据
amplitude_pct = Column(Float, nullable=True, comment="振幅百分比")
change_pct = Column(Float, nullable=True, comment="涨跌幅百分比")
volume_ratio = Column(Float, nullable=True, comment="量比")
# 趋势明细
trend_60m = Column(Float, nullable=True, comment="60分钟趋势分")
trend_15m = Column(Float, nullable=True, comment="15分钟趋势分")
trend_5m = Column(Float, nullable=True, comment="5分钟趋势分")
# 方向标签
direction = Column(String(32), nullable=True, comment="方向标签: 多头共振/空头共振/偏多震荡/偏空震荡/多空交织")
direction_tag = Column(String(16), nullable=True, comment="方向标签简写: 强多/偏多/震荡/偏空/强空")
category = Column(String(16), nullable=True, comment="分类: green(交易机会)/yellow(重点关注)/red(规避)")
# 关键点位
pivot = Column(Float, nullable=True, comment="枢轴点")
r1 = Column(Float, nullable=True, comment="阻力位1")
r2 = Column(Float, nullable=True, comment="阻力位2")
s1 = Column(Float, nullable=True, comment="支撑位1")
s2 = Column(Float, nullable=True, comment="支撑位2")
# 排名
rank = Column(Integer, nullable=True, comment="综合排名")
def __repr__(self):
return f"<SymbolScoreV2 {self.symbol} score={self.composite_score}>"
class TradingPlanV2(AnalysisBase):
"""V2 交易计划表"""
__tablename__ = "trading_plans_v2"
id = Column(Integer, primary_key=True, autoincrement=True)
review_date_id = Column(Integer, nullable=False, index=True, comment="关联复盘日期ID")
symbol = Column(String(32), nullable=False, comment="品种合约代码")
name = Column(String(64), nullable=True, comment="品种名称")
direction = Column(String(16), nullable=False, comment="方向: long/short")
composite_score = Column(Float, nullable=True, comment="综合评分")
# 交易计划
entry_low = Column(Float, nullable=True, comment="入场区间下限")
entry_high = Column(Float, nullable=True, comment="入场区间上限")
stop_loss = Column(Float, nullable=True, comment="止损位")
target1 = Column(Float, nullable=True, comment="目标位1")
target2 = Column(Float, nullable=True, comment="目标位2")
trigger = Column(String(128), nullable=True, comment="触发条件")
# 评分明细
amplitude_score = Column(Float, nullable=True, comment="振幅得分")
volume_score = Column(Float, nullable=True, comment="量能得分")
trend_score = Column(Float, nullable=True, comment="趋势得分")
activity_score = Column(Float, nullable=True, comment="活跃度得分")
# 分类
category = Column(String(16), nullable=True, comment="分类: green/yellow/red")
def __repr__(self):
return f"<TradingPlanV2 {self.symbol} {self.direction} score={self.composite_score}>"
class SectorHeat(AnalysisBase):
"""板块热度表"""
__tablename__ = "sector_heat"
id = Column(Integer, primary_key=True, autoincrement=True)
review_date_id = Column(Integer, nullable=False, index=True, comment="关联复盘日期ID")
sector_name = Column(String(32), nullable=False, comment="板块名称")
avg_score = Column(Float, nullable=True, comment="板块均分")
avg_trend = Column(Float, nullable=True, comment="平均趋势分")
direction = Column(String(16), nullable=True, comment="方向: 多头/空头/震荡")
heat_level = Column(Integer, nullable=True, comment="热度等级 0-3")
leader_symbol = Column(String(32), nullable=True, comment="龙头品种代码")
leader_score = Column(Float, nullable=True, comment="龙头品种评分")
members = Column(JSON, nullable=True, comment="板块成员 [{symbol, name, score}]")
def __repr__(self):
return f"<SectorHeat {self.sector_name} avg={self.avg_score}>"
class ReviewPlanV2(AnalysisBase):
"""V2 复盘计划总表 - 存储每次生成的完整报告元数据"""
__tablename__ = "review_plans_v2"
id = Column(Integer, primary_key=True, autoincrement=True)
review_date = Column(String(16), nullable=False, unique=True, index=True, comment="复盘日期 YYYY-MM-DD")
week_day = Column(String(8), nullable=True, comment="星期")
data_basis = Column(String(128), nullable=True, comment="数据基准说明")
core_conclusion = Column(String(128), nullable=True, comment="核心结论")
bull_count = Column(Integer, nullable=True, comment="多头品种数")
bear_count = Column(Integer, nullable=True, comment="空头品种数")
neutral_count = Column(Integer, nullable=True, comment="震荡品种数")
opportunity_count = Column(Integer, nullable=True, comment="交易机会数")
risk_warnings = Column(JSON, nullable=True, comment="风险提示列表")
created_at = Column(DateTime, nullable=False, default=datetime.now)
def __repr__(self):
return f"<ReviewPlanV2 {self.review_date}>"