150 lines
4.1 KiB
Python
150 lines
4.1 KiB
Python
"""Initialize portfolio database tables."""
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from __future__ import annotations
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from typing import Any
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from .logging import get_logger
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from .config import get_config
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LOGGER = get_logger(__name__)
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LOG_EXTRA = {"stage": "portfolio_init"}
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def get_portfolio_config() -> dict[str, Any]:
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"""获取投资组合配置.
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Returns:
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包含以下字段的字典:
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- initial_capital: 初始投资金额
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- currency: 货币类型
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- position_limits: 仓位限制
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"""
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config = get_config()
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settings = config.portfolio if hasattr(config, "portfolio") else None
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if not settings:
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from .config import PortfolioSettings
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settings = PortfolioSettings()
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return {
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"initial_capital": settings.initial_capital,
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"currency": settings.currency,
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"position_limits": {
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"max_position": settings.max_position,
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"min_position": settings.min_position,
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"max_total_positions": settings.max_total_positions,
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"max_sector_exposure": settings.max_sector_exposure
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}
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}
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def update_portfolio_config(updates: dict[str, Any]) -> None:
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"""更新投资组合配置.
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Args:
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updates: 要更新的配置项字典
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"""
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from .config import get_config, save_config, PortfolioSettings
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# 获取当前配置
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config = get_config()
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# 创建新的投资组合设置
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portfolio = PortfolioSettings(
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initial_capital=updates["initial_capital"],
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currency=updates["currency"],
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max_position=updates["position_limits"]["max_position"],
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min_position=updates["position_limits"]["min_position"],
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max_total_positions=updates["position_limits"]["max_total_positions"],
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max_sector_exposure=updates["position_limits"]["max_sector_exposure"]
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)
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# 更新配置
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config.portfolio = portfolio
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save_config(config)
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SCHEMA_STATEMENTS = [
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# 投资池表
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"""
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CREATE TABLE IF NOT EXISTS investment_pool (
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trade_date TEXT,
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ts_code TEXT,
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score REAL,
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status TEXT,
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rationale TEXT,
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tags TEXT, -- JSON array
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metadata TEXT, -- JSON object
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name TEXT,
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industry TEXT,
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PRIMARY KEY (trade_date, ts_code)
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);
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""",
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# 数据获取任务表
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"""
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CREATE TABLE IF NOT EXISTS fetch_jobs (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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job_type TEXT NOT NULL,
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status TEXT NOT NULL,
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created_at TIMESTAMP NOT NULL DEFAULT CURRENT_TIMESTAMP,
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updated_at TIMESTAMP NOT NULL DEFAULT CURRENT_TIMESTAMP,
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error_msg TEXT,
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metadata TEXT -- JSON object for additional info
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);
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""",
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# 持仓表
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"""
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CREATE TABLE IF NOT EXISTS portfolio_positions (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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ts_code TEXT NOT NULL,
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opened_date TEXT NOT NULL,
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closed_date TEXT,
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quantity REAL NOT NULL,
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cost_price REAL NOT NULL,
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market_price REAL,
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market_value REAL,
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realized_pnl REAL DEFAULT 0,
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unrealized_pnl REAL DEFAULT 0,
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target_weight REAL,
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status TEXT NOT NULL DEFAULT 'open',
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notes TEXT,
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metadata TEXT -- JSON object
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);
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""",
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# 投资组合快照表
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"""
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CREATE TABLE IF NOT EXISTS portfolio_snapshots (
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trade_date TEXT PRIMARY KEY,
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total_value REAL,
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cash REAL,
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invested_value REAL,
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unrealized_pnl REAL,
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realized_pnl REAL,
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net_flow REAL,
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exposure REAL,
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notes TEXT,
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metadata TEXT -- JSON object
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);
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""",
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]
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def initialize_database_schema() -> None:
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"""Create database tables if they don't exist."""
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from .db import db_session
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with db_session() as conn:
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for statement in SCHEMA_STATEMENTS:
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try:
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conn.execute(statement)
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except Exception: # noqa: BLE001
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LOGGER.exception(
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"执行 schema 语句失败",
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extra={"sql": statement, **LOG_EXTRA}
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)
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raise
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