feat: add backtest SQLAlchemy models

- Backtest, BacktestResult, BacktestEquityCurve
- BacktestHolding, BacktestTransaction

Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>

backend/app/models/__init__.py

@@ -22,6 +22,15 @@ from app.models.stock import (
     AssetClass,
     JobLog,
 )
+from app.models.backtest import (
+    Backtest,
+    BacktestStatus,
+    RebalancePeriod,
+    BacktestResult,
+    BacktestEquityCurve,
+    BacktestHolding,
+    BacktestTransaction,
+)
 
 __all__ = [
     "User",
@@ -44,4 +53,11 @@ __all__ = [
     "ETFPrice",
     "AssetClass",
     "JobLog",
+    "Backtest",
+    "BacktestStatus",
+    "RebalancePeriod",
+    "BacktestResult",
+    "BacktestEquityCurve",
+    "BacktestHolding",
+    "BacktestTransaction",
 ]

backend/app/models/backtest.py

@@ -0,0 +1,109 @@
+"""
+Backtest related models.
+"""
+from datetime import datetime
+from sqlalchemy import (
+    Column, Integer, String, Numeric, DateTime, Date,
+    Text, ForeignKey, JSON, Enum as SQLEnum
+)
+from sqlalchemy.orm import relationship
+import enum
+
+from app.core.database import Base
+
+
+class BacktestStatus(str, enum.Enum):
+    PENDING = "pending"
+    RUNNING = "running"
+    COMPLETED = "completed"
+    FAILED = "failed"
+
+
+class RebalancePeriod(str, enum.Enum):
+    MONTHLY = "monthly"
+    QUARTERLY = "quarterly"
+    SEMI_ANNUAL = "semi_annual"
+    ANNUAL = "annual"
+
+
+class Backtest(Base):
+    __tablename__ = "backtests"
+
+    id = Column(Integer, primary_key=True, index=True)
+    user_id = Column(Integer, ForeignKey("users.id"), nullable=False)
+    strategy_type = Column(String(50), nullable=False)
+    strategy_params = Column(JSON, default={})
+    start_date = Column(Date, nullable=False)
+    end_date = Column(Date, nullable=False)
+    rebalance_period = Column(SQLEnum(RebalancePeriod), default=RebalancePeriod.QUARTERLY)
+    initial_capital = Column(Numeric(20, 2), nullable=False)
+    commission_rate = Column(Numeric(10, 6), default=0.00015)
+    slippage_rate = Column(Numeric(10, 6), default=0.001)
+    benchmark = Column(String(20), default="KOSPI")
+    top_n = Column(Integer, default=30)
+    status = Column(SQLEnum(BacktestStatus), default=BacktestStatus.PENDING)
+    created_at = Column(DateTime, default=datetime.utcnow)
+    completed_at = Column(DateTime, nullable=True)
+    error_message = Column(Text, nullable=True)
+
+    # Relationships
+    result = relationship("BacktestResult", back_populates="backtest", uselist=False)
+    equity_curve = relationship("BacktestEquityCurve", back_populates="backtest")
+    holdings = relationship("BacktestHolding", back_populates="backtest")
+    transactions = relationship("BacktestTransaction", back_populates="backtest")
+
+
+class BacktestResult(Base):
+    __tablename__ = "backtest_results"
+
+    backtest_id = Column(Integer, ForeignKey("backtests.id"), primary_key=True)
+    total_return = Column(Numeric(10, 4))
+    cagr = Column(Numeric(10, 4))
+    mdd = Column(Numeric(10, 4))
+    sharpe_ratio = Column(Numeric(10, 4))
+    volatility = Column(Numeric(10, 4))
+    benchmark_return = Column(Numeric(10, 4))
+    excess_return = Column(Numeric(10, 4))
+
+    backtest = relationship("Backtest", back_populates="result")
+
+
+class BacktestEquityCurve(Base):
+    __tablename__ = "backtest_equity_curve"
+
+    backtest_id = Column(Integer, ForeignKey("backtests.id"), primary_key=True)
+    date = Column(Date, primary_key=True)
+    portfolio_value = Column(Numeric(20, 2))
+    benchmark_value = Column(Numeric(20, 2))
+    drawdown = Column(Numeric(10, 4))
+
+    backtest = relationship("Backtest", back_populates="equity_curve")
+
+
+class BacktestHolding(Base):
+    __tablename__ = "backtest_holdings"
+
+    backtest_id = Column(Integer, ForeignKey("backtests.id"), primary_key=True)
+    rebalance_date = Column(Date, primary_key=True)
+    ticker = Column(String(20), primary_key=True)
+    name = Column(String(100))
+    weight = Column(Numeric(10, 4))
+    shares = Column(Integer)
+    price = Column(Numeric(12, 2))
+
+    backtest = relationship("Backtest", back_populates="holdings")
+
+
+class BacktestTransaction(Base):
+    __tablename__ = "backtest_transactions"
+
+    id = Column(Integer, primary_key=True, index=True)
+    backtest_id = Column(Integer, ForeignKey("backtests.id"), nullable=False)
+    date = Column(Date, nullable=False)
+    ticker = Column(String(20), nullable=False)
+    action = Column(String(10), nullable=False)  # buy/sell
+    shares = Column(Integer, nullable=False)
+    price = Column(Numeric(12, 2), nullable=False)
+    commission = Column(Numeric(12, 2), nullable=False)
+
+    backtest = relationship("Backtest", back_populates="transactions")