galaxis-po/backend/app/schemas/screening.py
2026-05-24 21:08:03 +09:00

117 lines
2.9 KiB
Python

from datetime import date, datetime
from decimal import Decimal
from typing import List, Optional
from pydantic import BaseModel
from app.schemas.portfolio import FloatDecimal
class ScreeningSignalResponse(BaseModel):
id: int
screen_date: date
ticker: str
name: Optional[str] = None
sector: Optional[str] = None
market_cap: Optional[int] = None
trading_value: Optional[int] = None
is_limit_up: bool = False
daily_return: Optional[FloatDecimal] = None
trigger_low: Optional[FloatDecimal] = None
market_state: Optional[str] = None
status: str
entry_date: Optional[date] = None
entry_price: Optional[FloatDecimal] = None
exit_date: Optional[date] = None
exit_price: Optional[FloatDecimal] = None
created_at: datetime
class Config:
from_attributes = True
class AutoOrderResponse(BaseModel):
id: int
order_date: datetime
ticker: str
order_type: Optional[str] = None
qty: Optional[int] = None
price: Optional[FloatDecimal] = None
order_no: Optional[str] = None
status: Optional[str] = None
screening_signal_id: Optional[int] = None
created_at: datetime
class Config:
from_attributes = True
class WatchlistItem(BaseModel):
ticker: str
name: Optional[str] = None
sector: Optional[str] = None
screen_date: date
trading_value: Optional[int] = None
is_limit_up: bool = False
daily_return: Optional[FloatDecimal] = None
trigger_low: Optional[FloatDecimal] = None
market_state: Optional[str] = None
status: str
class Config:
from_attributes = True
class SectorStrongSignalResponse(BaseModel):
sector: str
signal_count: int
id: int
screen_date: date
ticker: str
name: Optional[str] = None
trading_value: Optional[int] = None
is_limit_up: bool = False
daily_return: Optional[FloatDecimal] = None
signal_strength: FloatDecimal
status: str
class SectorCandidateSignal(BaseModel):
ticker: str
name: Optional[str] = None
sector: str
latest_date: date
close_price: FloatDecimal
daily_return: FloatDecimal
one_month_return: FloatDecimal
relative_strength: FloatDecimal
trading_value: int
avg_trading_value_20: int
trading_value_ratio: FloatDecimal
ma5_support: bool
breakout: bool
score: FloatDecimal
is_stronger_than_source: bool
class RecentSectorCandidateResponse(BaseModel):
signal_id: int
screen_date: date
ticker: str
name: Optional[str] = None
sector: str
source_score: FloatDecimal
source_one_month_return: FloatDecimal
source_relative_strength: FloatDecimal
stronger_count: int
candidates: List[SectorCandidateSignal]
class ScreeningSummary(BaseModel):
date: date
market_state: str
total_screened: int
limit_up_count: int
watchlist_count: int
signals: List[ScreeningSignalResponse]