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65 lines
2.4 KiB
Python
65 lines
2.4 KiB
Python
"""
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Universe Snapshot models for historical stock screening (backtesting universe)
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"""
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from sqlalchemy import Column, String, Float, Index, UniqueConstraint, Boolean
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from sqlalchemy.dialects.postgresql import UUID, TIMESTAMP
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from datetime import datetime, timezone
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import uuid
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from app.core.database import Base
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class UniverseTickerRegistry(Base):
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__tablename__ = "universe_ticker_registry"
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id = Column(UUID(as_uuid=True), primary_key=True, default=uuid.uuid4)
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ticker = Column(String(10), nullable=False)
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name = Column(String(255), nullable=True)
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cik = Column(String(20), nullable=True)
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sector = Column(String(100), nullable=True)
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industry = Column(String(200), nullable=True)
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exchange = Column(String(20), nullable=True)
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is_active = Column(Boolean, default=True, nullable=False)
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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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updated_at = Column(
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TIMESTAMP(timezone=True),
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default=lambda: datetime.now(timezone.utc),
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onupdate=lambda: datetime.now(timezone.utc),
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)
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__table_args__ = (
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UniqueConstraint("ticker", name="uq_universe_ticker_registry"),
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Index("idx_registry_ticker", "ticker"),
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Index("idx_registry_sector", "sector"),
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Index("idx_registry_exchange", "exchange"),
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Index("idx_registry_active", "is_active"),
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)
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class UniverseSnapshot(Base):
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__tablename__ = "universe_snapshot"
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id = Column(UUID(as_uuid=True), primary_key=True, default=uuid.uuid4)
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ticker = Column(String(10), nullable=False, index=True)
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snapshot_date = Column(TIMESTAMP(timezone=True), nullable=False)
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close_price = Column(Float, nullable=True)
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shares_outstanding = Column(Float, nullable=True)
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market_cap = Column(Float, nullable=True)
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sector = Column(String(100), nullable=True)
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industry = Column(String(200), nullable=True)
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exchange = Column(String(20), 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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UniqueConstraint("ticker", "snapshot_date", name="uq_universe_snapshot"),
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Index("idx_snapshot_ticker_date", "ticker", "snapshot_date"),
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Index("idx_snapshot_date_mcap", "snapshot_date", "market_cap"),
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Index("idx_snapshot_sector", "sector"),
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Index("idx_snapshot_date", "snapshot_date"),
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)
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