You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
39 lines
1.6 KiB
Python
39 lines
1.6 KiB
Python
"""
|
|
Alpaca-specific price data model — separate from Yahoo Finance PriceData
|
|
to avoid UniqueConstraint('ticker', 'date') conflicts.
|
|
"""
|
|
|
|
from sqlalchemy import Column, String, Float, Integer, UniqueConstraint, Index
|
|
from sqlalchemy.dialects.postgresql import UUID, TIMESTAMP
|
|
from datetime import datetime, timezone
|
|
import uuid
|
|
|
|
from app.core.database import Base
|
|
|
|
|
|
class AlpacaPriceData(Base):
|
|
__tablename__ = "alpaca_price_data"
|
|
|
|
id = Column(UUID(as_uuid=True), primary_key=True, default=uuid.uuid4)
|
|
ticker = Column(String(10), nullable=False, index=True)
|
|
date = Column(TIMESTAMP(timezone=True), nullable=False)
|
|
open = Column(Float, nullable=True)
|
|
high = Column(Float, nullable=True)
|
|
low = Column(Float, nullable=True)
|
|
close = Column(Float, nullable=False)
|
|
volume = Column(Float, nullable=True)
|
|
vwap = Column(Float, nullable=True) # Volume-weighted average price (Alpaca-specific)
|
|
trade_count = Column(Integer, nullable=True) # Number of trades (Alpaca-specific)
|
|
|
|
interval = Column(String(10), nullable=False, default='1d') # e.g. "1d", "5m", "1h"
|
|
|
|
# Metadata
|
|
data_source = Column(String(50), default='ALPACA')
|
|
created_at = Column(TIMESTAMP(timezone=True), default=lambda: datetime.now(timezone.utc))
|
|
updated_at = Column(TIMESTAMP(timezone=True), default=lambda: datetime.now(timezone.utc), onupdate=lambda: datetime.now(timezone.utc))
|
|
|
|
__table_args__ = (
|
|
UniqueConstraint('ticker', 'date', 'interval', name='uq_alpaca_price_data'),
|
|
Index('idx_alpaca_price_ticker_date', 'ticker', 'date', 'interval'),
|
|
)
|