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44 lines
1.7 KiB
Python
44 lines
1.7 KiB
Python
"""
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GainerSnapshot — 5-min snapshots of Yahoo Finance day_gainers during market hours.
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Stored for backtesting: who was a top gainer at each intraday checkpoint.
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"""
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from datetime import datetime, timezone
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import uuid
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from sqlalchemy import Column, String, Float, Integer, BigInteger, Text, Index, UniqueConstraint
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from sqlalchemy.dialects.postgresql import UUID, TIMESTAMP
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from app.core.database import Base
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class GainerSnapshot(Base):
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__tablename__ = "gainer_snapshots"
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id = Column(UUID(as_uuid=True), primary_key=True, default=uuid.uuid4)
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snapshot_at = Column(TIMESTAMP(timezone=True), nullable=False)
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rank = Column(Integer, nullable=False)
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symbol = Column(String(10), nullable=False)
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name = Column(Text, nullable=True)
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exchange = Column(String(20), nullable=True)
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price = Column(Float, nullable=True)
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change_percent = Column(Float, nullable=True)
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volume = Column(BigInteger, nullable=True)
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avg_volume_3m = Column(BigInteger, nullable=True)
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market_cap = Column(BigInteger, nullable=True)
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pe_ratio = Column(Float, nullable=True)
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forward_pe = Column(Float, nullable=True)
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eps_ttm = Column(Float, nullable=True)
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dividend_yield = Column(Float, nullable=True)
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fifty_two_week_high = Column(Float, nullable=True)
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fifty_two_week_low = Column(Float, nullable=True)
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created_at = Column(
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TIMESTAMP(timezone=True), default=lambda: datetime.now(timezone.utc)
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)
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__table_args__ = (
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# One symbol per snapshot timestamp (dedup on retry)
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UniqueConstraint("snapshot_at", "symbol", name="uq_gainer_snapshot_symbol"),
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Index("idx_gainer_snapshot_at", "snapshot_at"),
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Index("idx_gainer_symbol_snapshot", "symbol", "snapshot_at"),
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)
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