Add sql trade model

coding-kitties · Jan 15, 2025 · e7d0710 · e7d0710
1 parent f5c97ef
commit e7d0710
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Showing 10 changed files with 562 additions and 695 deletions.
diff --git a/investing_algorithm_framework/dependency_container.py b/investing_algorithm_framework/dependency_container.py
@@ -3,7 +3,7 @@
 from investing_algorithm_framework.app.algorithm import Algorithm
 from investing_algorithm_framework.infrastructure import SQLOrderRepository, \
     SQLPositionRepository, SQLPortfolioRepository, \
-    SQLPortfolioSnapshotRepository, \
+    SQLPortfolioSnapshotRepository, SQLTradeRepository, \
     SQLPositionSnapshotRepository, PerformanceService, CCXTMarketService
 from investing_algorithm_framework.services import OrderService, \
     PositionService, PortfolioService, StrategyOrchestratorService, \
@@ -40,6 +40,7 @@ class DependencyContainer(containers.DeclarativeContainer):
     portfolio_snapshot_repository = providers.Factory(
         SQLPortfolioSnapshotRepository
     )
+    trade_repository = providers.Factory(SQLTradeRepository)
     market_service = providers.Factory(
         CCXTMarketService,
         market_credential_service=market_credential_service,
@@ -65,6 +66,17 @@ class DependencyContainer(containers.DeclarativeContainer):
         portfolio_repository=portfolio_repository,
         position_repository=position_repository,
     )
+    position_service = providers.Factory(
+        PositionService,
+        repository=position_repository,
+        market_service=market_service,
+        market_credential_service=market_credential_service,
+        order_repository=order_repository,
+    )
+    trade_service = providers.Factory(
+        TradeService,
+        trade_repository=trade_repository,
+    )
     order_service = providers.Factory(
         OrderService,
         configuration_service=configuration_service,
@@ -74,14 +86,8 @@ class DependencyContainer(containers.DeclarativeContainer):
         market_service=market_service,
         market_credential_service=market_credential_service,
         portfolio_configuration_service=portfolio_configuration_service,
-        portfolio_snapshot_service=portfolio_snapshot_service
-    )
-    position_service = providers.Factory(
-        PositionService,
-        repository=position_repository,
-        market_service=market_service,
-        market_credential_service=market_credential_service,
-        order_repository=order_repository,
+        portfolio_snapshot_service=portfolio_snapshot_service,
+        trade_service=trade_service,
     )
     portfolio_service = providers.Factory(
         PortfolioService,
@@ -94,13 +100,6 @@ class DependencyContainer(containers.DeclarativeContainer):
         portfolio_configuration_service=portfolio_configuration_service,
         portfolio_snapshot_service=portfolio_snapshot_service,
     )
-    trade_service = providers.Factory(
-        TradeService,
-        portfolio_repository=portfolio_repository,
-        order_service=order_service,
-        market_data_source_service=market_data_source_service,
-        position_service=position_service,
-    )
     portfolio_sync_service = providers.Factory(
         PortfolioSyncService,
         trade_service=trade_service,

diff --git a/investing_algorithm_framework/infrastructure/__init__.py b/investing_algorithm_framework/infrastructure/__init__.py
@@ -1,12 +1,12 @@
 from .database import setup_sqlalchemy, Session, \
     create_all_tables
 from .models import SQLPortfolio, SQLOrder, SQLPosition, \
-    SQLPortfolioSnapshot, SQLPositionSnapshot, \
+    SQLPortfolioSnapshot, SQLPositionSnapshot, SQLTrade, \
     CCXTOHLCVBacktestMarketDataSource, CCXTOrderBookMarketDataSource, \
     CCXTTickerMarketDataSource, CCXTOHLCVMarketDataSource, \
     CSVOHLCVMarketDataSource, CSVTickerMarketDataSource
 from .repositories import SQLOrderRepository, SQLPositionRepository, \
-    SQLPortfolioRepository, \
+    SQLPortfolioRepository, SQLTradeRepository, \
     SQLPortfolioSnapshotRepository, SQLPositionSnapshotRepository
 from .services import PerformanceService, CCXTMarketService, \
     AzureBlobStorageStateHandler
@@ -21,6 +21,7 @@
     "setup_sqlalchemy",
     "Session",
     "SQLPortfolio",
+    "SQLTrade",
     "SQLOrder",
     "SQLPosition",
     "PerformanceService",
@@ -35,5 +36,6 @@
     "CSVTickerMarketDataSource",
     "CCXTOHLCVBacktestMarketDataSource",
     "CCXTOrderBookMarketDataSource",
-    "AzureBlobStorageStateHandler"
+    "AzureBlobStorageStateHandler",
+    "SQLTradeRepository"
 ]
diff --git a/investing_algorithm_framework/infrastructure/models/__init__.py b/investing_algorithm_framework/infrastructure/models/__init__.py
@@ -5,6 +5,7 @@
 from .order import SQLOrder
 from .portfolio import SQLPortfolio, SQLPortfolioSnapshot
 from .position import SQLPosition, SQLPositionSnapshot
+from .trade import SQLTrade
 
 __all__ = [
     "SQLOrder",
@@ -18,4 +19,5 @@
     "CCXTOHLCVMarketDataSource",
     "CSVTickerMarketDataSource",
     "CSVOHLCVMarketDataSource",
+    "SQLTrade"
 ]
diff --git a/investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py b/investing_algorithm_framework/infrastructure/models/portfolio/portfolio_snapshot.py
@@ -1,29 +1,29 @@
-# from sqlalchemy import Column, Integer, String, DateTime, Float
-# from sqlalchemy.orm import relationship
+from sqlalchemy import Column, Integer, String, DateTime, Float
+from sqlalchemy.orm import relationship
 
-# from investing_algorithm_framework.domain import PortfolioSnapshot
-# from investing_algorithm_framework.infrastructure.database import SQLBaseModel
-# from investing_algorithm_framework.infrastructure.models.model_extension \
-#     import SQLAlchemyModelExtension
+from investing_algorithm_framework.domain import PortfolioSnapshot
+from investing_algorithm_framework.infrastructure.database import SQLBaseModel
+from investing_algorithm_framework.infrastructure.models.model_extension \
+    import SQLAlchemyModelExtension
 
 
-# class SQLPortfolioSnapshot(
-#     PortfolioSnapshot, SQLBaseModel, SQLAlchemyModelExtension
-# ):
-#     __tablename__ = "portfolio_snapshots"
-#     id = Column(Integer, primary_key=True)
-#     portfolio_id = Column(String, nullable=False)
-#     trading_symbol = Column(String, nullable=False)
-#     pending_value = Column(Float, nullable=False, default=0)
-#     unallocated = Column(Float, nullable=False, default=0)
-#     total_net_gain = Column(Float, nullable=False, default=0)
-#     total_revenue = Column(Float, nullable=False, default=0)
-#     total_cost = Column(Float, nullable=False, default=0)
-#     cash_flow = Column(Float, nullable=False, default=0)
-#     created_at = Column(DateTime, nullable=False, default=0)
-#     position_snapshots = relationship(
-#         "SQLPositionSnapshot",
-#         back_populates="portfolio_snapshot",
-#         lazy="dynamic",
-#         cascade="all,delete",
-#     )
+class SQLPortfolioSnapshot(
+    PortfolioSnapshot, SQLBaseModel, SQLAlchemyModelExtension
+):
+    __tablename__ = "portfolio_snapshots"
+    id = Column(Integer, primary_key=True)
+    portfolio_id = Column(String, nullable=False)
+    trading_symbol = Column(String, nullable=False)
+    pending_value = Column(Float, nullable=False, default=0)
+    unallocated = Column(Float, nullable=False, default=0)
+    total_net_gain = Column(Float, nullable=False, default=0)
+    total_revenue = Column(Float, nullable=False, default=0)
+    total_cost = Column(Float, nullable=False, default=0)
+    cash_flow = Column(Float, nullable=False, default=0)
+    created_at = Column(DateTime, nullable=False, default=0)
+    position_snapshots = relationship(
+        "SQLPositionSnapshot",
+        back_populates="portfolio_snapshot",
+        lazy="dynamic",
+        cascade="all,delete",
+    )