110 lines
5.0 KiB
Python
110 lines
5.0 KiB
Python
"""
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实盘交易数据模型
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与模拟交易使用相同的订单状态和方向枚举
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"""
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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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from app.models.paper_trading import OrderStatus, OrderSide, SignalGrade, EntryType
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class RealOrder(Base):
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"""实盘交易订单表"""
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__tablename__ = "real_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) # 本地订单ID
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exchange_order_id = Column(String(64), nullable=True, index=True) # 交易所订单ID
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client_order_id = Column(String(64), nullable=True, index=True) # 自定义订单ID
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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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leverage = Column(Integer, default=10) # 杠杆倍数
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size = Column(Float, nullable=True) # 合约数量（张数）
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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)
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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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fee_amount = Column(Float, default=0) # 手续费
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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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# 移动止损相关
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breakeven_triggered = Column(Integer, default=0) # 保本止损是否已触发
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trailing_stop_triggered = Column(Integer, default=0) # 移动止损是否已触发
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trailing_stop_base_profit = Column(Float, default=0) # 移动止损基准盈利
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# 时间戳
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created_at = Column(DateTime, default=datetime.now, index=True)
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updated_at = Column(DateTime, default=datetime.now, onupdate=datetime.now)
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filled_at = Column(DateTime, nullable=True) # 成交时间
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closed_at = Column(DateTime, nullable=True) # 平仓时间
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# 额外数据
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extra_data = Column(JSON, nullable=True) # 存储额外信息（metadata是保留字）
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notes = Column(Text, nullable=True) # 备注
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def to_dict(self) -> dict:
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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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'exchange_order_id': self.exchange_order_id,
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'client_order_id': self.client_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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'leverage': self.leverage,
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'size': self.size,
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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 None,
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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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'fee_amount': self.fee_amount,
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'max_drawdown': self.max_drawdown,
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'max_profit': self.max_profit,
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'breakeven_triggered': bool(self.breakeven_triggered),
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'trailing_stop_triggered': bool(self.trailing_stop_triggered),
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'created_at': self.created_at.isoformat() if self.created_at else None,
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'updated_at': self.updated_at.isoformat() if self.updated_at else None,
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'filled_at': self.filled_at.isoformat() if self.filled_at else None,
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'closed_at': self.closed_at.isoformat() if self.closed_at else None,
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'extra_data': self.extra_data,
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'notes': self.notes
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}
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