53 lines
2.1 KiB
Python
53 lines
2.1 KiB
Python
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"""Backtest models (백테스트)."""
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from sqlalchemy import Column, String, Numeric, Date, DateTime, ForeignKey
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from sqlalchemy.dialects.postgresql import UUID, JSONB
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from sqlalchemy.orm import relationship
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import uuid
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from datetime import datetime
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from app.database import Base
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class BacktestRun(Base):
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"""Backtest run model (백테스트 실행 기록)."""
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__tablename__ = "backtest_runs"
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id = Column(UUID(as_uuid=True), primary_key=True, default=uuid.uuid4)
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name = Column(String(100), nullable=False)
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strategy_name = Column(String(50), nullable=False)
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start_date = Column(Date, nullable=False)
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end_date = Column(Date, nullable=False)
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initial_capital = Column(Numeric(15, 2), nullable=False)
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status = Column(String(20), default='running') # running, completed, failed
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config = Column(JSONB) # 전략 설정 (JSON)
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results = Column(JSONB) # 백테스트 결과 (JSON)
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created_at = Column(DateTime, default=datetime.utcnow)
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# Relationship
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trades = relationship("BacktestTrade", back_populates="backtest_run", cascade="all, delete-orphan")
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def __repr__(self):
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return f"<BacktestRun(id={self.id}, name={self.name}, strategy={self.strategy_name})>"
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class BacktestTrade(Base):
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"""Backtest trade model (백테스트 거래 기록)."""
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__tablename__ = "backtest_trades"
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id = Column(UUID(as_uuid=True), primary_key=True, default=uuid.uuid4)
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backtest_run_id = Column(UUID(as_uuid=True), ForeignKey("backtest_runs.id"), nullable=False)
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ticker = Column(String(20), nullable=False)
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trade_date = Column(DateTime, nullable=False)
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action = Column(String(10), nullable=False) # buy, sell
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quantity = Column(Numeric(15, 4), nullable=False)
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price = Column(Numeric(15, 2), nullable=False)
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commission = Column(Numeric(10, 2), default=0)
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pnl = Column(Numeric(15, 2)) # Profit/Loss
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# Relationship
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backtest_run = relationship("BacktestRun", back_populates="trades")
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def __repr__(self):
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return f"<BacktestTrade(ticker={self.ticker}, action={self.action}, quantity={self.quantity})>"
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