125 lines
4.8 KiB
Python
125 lines
4.8 KiB
Python
from sqlalchemy import Column, String, Float, Text, DateTime, Integer
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from sqlalchemy.ext.declarative import declarative_base
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from datetime import datetime
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Base = declarative_base()
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class FundBasicInfo(Base):
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__tablename__ = 'fund_basic_info'
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id = Column(Integer, primary_key=True, autoincrement=True)
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fund_code = Column(String(6), unique=True, nullable=False)
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fund_name = Column(String(100), nullable=False)
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fund_type = Column(String(50))
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original_rate = Column(Float)
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current_rate = Column(Float)
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min_subscription_amount = Column(String(50))
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is_hb = Column(String(10))
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basic_json = Column(Text)
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performance_json = Column(Text)
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created_time = Column(DateTime, default=datetime.now)
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updated_time = Column(DateTime, default=datetime.now, onupdate=datetime.now)
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class FundTrend(Base):
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__tablename__ = 'fund_trend'
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id = Column(Integer, primary_key=True, autoincrement=True)
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fund_code = Column(String(6), unique=True, nullable=False)
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net_worth_trend_json = Column(Text)
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accumulated_net_worth_json = Column(Text)
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position_trend_json = Column(Text)
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total_return_trend_json = Column(Text)
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ranking_trend_json = Column(Text)
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ranking_percentage_json = Column(Text)
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scale_fluctuation_json = Column(Text)
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updated_time = Column(DateTime, default=datetime.now, onupdate=datetime.now)
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class FundEstimate(Base):
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__tablename__ = 'fund_estimate'
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id = Column(Integer, primary_key=True, autoincrement=True)
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fund_code = Column(String(6), unique=True, nullable=False)
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name = Column(String(100))
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net_worth = Column(String(50))
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net_worth_date = Column(String(50))
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estimate_value = Column(String(50))
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estimate_change = Column(String(50))
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estimate_time = Column(String(50))
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updated_time = Column(DateTime, default=datetime.now, onupdate=datetime.now)
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class FundPortfolio(Base):
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__tablename__ = 'fund_portfolio'
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id = Column(Integer, primary_key=True, autoincrement=True)
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fund_code = Column(String(6), unique=True, nullable=False)
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stock_codes_json = Column(Text)
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bond_codes_json = Column(Text)
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stock_codes_new_json = Column(Text)
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bond_codes_new_json = Column(Text)
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updated_time = Column(DateTime, default=datetime.now, onupdate=datetime.now)
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class FundExtraData(Base):
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__tablename__ = 'fund_extra_data'
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id = Column(Integer, primary_key=True, autoincrement=True)
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fund_code = Column(String(6), unique=True, nullable=False)
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holder_structure_json = Column(Text)
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asset_allocation_json = Column(Text)
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performance_evaluation_json = Column(Text)
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fund_managers_json = Column(Text)
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subscription_redemption_json = Column(Text)
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same_type_funds_json = Column(Text)
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updated_time = Column(DateTime, default=datetime.now, onupdate=datetime.now)
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class FundWatchlistGroup(Base):
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"""自选分组表"""
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__tablename__ = 'fund_watchlist_group'
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id = Column(Integer, primary_key=True, autoincrement=True)
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name = Column(String(50), nullable=False)
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sort_order = Column(Integer, default=0) # 分组排序
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created_time = Column(DateTime, default=datetime.now)
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updated_time = Column(DateTime, default=datetime.now, onupdate=datetime.now)
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class FundWatchlist(Base):
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"""基金自选表 - 存储用户自选的基金列表"""
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__tablename__ = 'fund_watchlist'
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id = Column(Integer, primary_key=True, autoincrement=True)
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fund_code = Column(String(6), unique=True, nullable=False)
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fund_name = Column(String(100), nullable=False)
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fund_type = Column(String(50))
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group_id = Column(Integer, default=None) # 所属分组ID，None表示未分组
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sort_order = Column(Integer, default=0) # 排序顺序，数字越小越靠前
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created_time = Column(DateTime, default=datetime.now)
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updated_time = Column(DateTime, default=datetime.now, onupdate=datetime.now)
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class FundRiskMetrics(Base):
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"""基金风险指标表 - 存储计算的夏普比率、最大回撤等"""
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__tablename__ = 'fund_risk_metrics'
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id = Column(Integer, primary_key=True, autoincrement=True)
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fund_code = Column(String(6), unique=True, nullable=False)
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# 最大回撤（百分比）
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max_drawdown_3m = Column(Float) # 近3月
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max_drawdown_6m = Column(Float) # 近6月
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max_drawdown_1y = Column(Float) # 近1年
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max_drawdown_3y = Column(Float) # 近3年
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max_drawdown_all = Column(Float) # 成立来
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# 夏普比率（年化）
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sharpe_ratio_1y = Column(Float) # 近1年
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sharpe_ratio_3y = Column(Float) # 近3年
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# 年化波动率
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volatility_1y = Column(Float) # 近1年
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volatility_3y = Column(Float) # 近3年
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# 年化收益率
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annual_return_1y = Column(Float) # 近1年
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annual_return_3y = Column(Float) # 近3年
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updated_time = Column(DateTime, default=datetime.now, onupdate=datetime.now) |