122 lines
4.6 KiB
Python
122 lines
4.6 KiB
Python
"""
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模拟交易数据模型
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"""
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from enum import Enum
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from datetime import datetime
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from sqlalchemy import Column, Integer, String, Float, DateTime, JSON, Text, Enum as SQLEnum
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from app.models.database import Base
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class OrderStatus(str, Enum):
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"""订单状态"""
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PENDING = "pending" # 等待入场
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OPEN = "open" # 持仓中
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CLOSED_TP = "closed_tp" # 止盈平仓
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CLOSED_SL = "closed_sl" # 止损平仓
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CLOSED_BE = "closed_be" # 保本止损平仓
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CLOSED_MANUAL = "closed_manual" # 手动平仓
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CANCELLED = "cancelled" # 已取消
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class OrderSide(str, Enum):
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"""订单方向"""
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LONG = "long" # 做多
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SHORT = "short" # 做空
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class SignalGrade(str, Enum):
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"""信号等级"""
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A = "A"
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B = "B"
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C = "C"
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D = "D"
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class EntryType(str, Enum):
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"""入场类型"""
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MARKET = "market" # 现价入场
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LIMIT = "limit" # 挂单入场
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class PaperOrder(Base):
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"""模拟交易订单表"""
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__tablename__ = "paper_orders"
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id = Column(Integer, primary_key=True, index=True)
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# 订单标识
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order_id = Column(String(64), unique=True, nullable=False, index=True)
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# 交易对信息
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symbol = Column(String(20), nullable=False, index=True)
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side = Column(SQLEnum(OrderSide), nullable=False)
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# 价格信息
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entry_price = Column(Float, nullable=False) # 目标入场价
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stop_loss = Column(Float, nullable=False) # 止损价
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take_profit = Column(Float, nullable=False) # 止盈价
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filled_price = Column(Float, nullable=True) # 实际成交价
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exit_price = Column(Float, nullable=True) # 出场价
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# 仓位信息
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quantity = Column(Float, default=1000) # 仓位大小 (USDT)
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# 信号信息
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signal_grade = Column(SQLEnum(SignalGrade), default=SignalGrade.D)
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signal_type = Column(String(20), default="swing") # swing / short_term
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confidence = Column(Float, default=0) # 置信度 (0-100)
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trend = Column(String(20), nullable=True) # 趋势方向
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entry_type = Column(SQLEnum(EntryType, values_callable=lambda x: [e.value for e in x]), default=EntryType.MARKET) # 入场类型
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# 订单状态
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status = Column(SQLEnum(OrderStatus), default=OrderStatus.PENDING, index=True)
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# 盈亏信息
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pnl_amount = Column(Float, default=0) # 盈亏金额 (USDT)
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pnl_percent = Column(Float, default=0) # 盈亏百分比
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# 风险指标
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max_drawdown = Column(Float, default=0) # 持仓期间最大回撤
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max_profit = Column(Float, default=0) # 持仓期间最大盈利
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breakeven_triggered = Column(Integer, default=0) # 是否触发过保本止损（0=否，1=是）
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# 时间戳
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created_at = Column(DateTime, default=datetime.utcnow)
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opened_at = Column(DateTime, nullable=True) # 开仓时间
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closed_at = Column(DateTime, nullable=True) # 平仓时间
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# 附加数据
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entry_reasons = Column(JSON, nullable=True) # 入场原因
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indicators = Column(JSON, nullable=True) # 技术指标快照
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notes = Column(Text, nullable=True) # 备注
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def to_dict(self):
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"""转换为字典"""
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return {
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'id': self.id,
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'order_id': self.order_id,
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'symbol': self.symbol,
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'side': self.side.value if self.side else None,
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'entry_price': self.entry_price,
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'stop_loss': self.stop_loss,
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'take_profit': self.take_profit,
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'filled_price': self.filled_price,
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'exit_price': self.exit_price,
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'quantity': self.quantity,
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'signal_grade': self.signal_grade.value if self.signal_grade else None,
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'signal_type': self.signal_type,
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'confidence': self.confidence,
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'trend': self.trend,
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'entry_type': self.entry_type.value if self.entry_type else 'market',
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'status': self.status.value if self.status else None,
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'pnl_amount': self.pnl_amount,
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'pnl_percent': self.pnl_percent,
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'max_drawdown': self.max_drawdown,
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'max_profit': self.max_profit,
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'breakeven_triggered': self.breakeven_triggered,
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'created_at': self.created_at.isoformat() if self.created_at else None,
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'opened_at': self.opened_at.isoformat() if self.opened_at else None,
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'closed_at': self.closed_at.isoformat() if self.closed_at else None,
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'entry_reasons': self.entry_reasons,
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}
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