class MarketDataSummery(db.Model):
id = db.Column(db.Integer, primary_key=True)
symbol = db.Column(db.String(30), unique=True, nullable=False)
fromdate = db.Column(db.String(20))
todate = db.Column(db.String(20))
details = db.relationship('MarketData', backref='summery', lazy=True)
def __repr__(self):
return f"MarketDataSummery('{self.symbol}', '{self.fromdate}', '{self.todate}')"
class TestSummery(db.Model):
id = db.Column(db.Integer, primary_key=True)
date_tested = db.Column(db.DateTime,
nullable=False,
default=datetime.utcnow)
name = db.Column(db.String(20), nullable=False)
start = db.Column(db.String(20), nullable=False)
end = db.Column(db.String(20), nullable=False)
indicators = db.Column(db.String(50))
returns = db.Column(db.String(10))
status = db.Column(db.String(10))
hongkongmarket = db.Column(db.Integer, default=0)
statistics = db.relationship('TestStatistics',
backref='summery',
lazy=True)
activity = db.relationship('TradeActivity', backref='summery', lazy=True)
dailyresults = db.relationship('DailyResults',
backref='summery',
lazy=True)
dailypositions = db.relationship('DailyPositions',
backref='summery',
lazy=True)
failedtrades = db.relationship('FailedTrades',
backref='summery',
lazy=True)
def __repr__(self):
return f"TestSummery('{self.name}', '{self.start}', '{self.end}', '{self.returns}', '{self.status}')"
class SellInfo(db.Model):
id = db.Column(db.Integer, primary_key=True)
selldate = db.Column(db.String(20), nullable=False)
symbol = db.Column(db.String(30), nullable=False)
sellprice = db.Column(db.Float, nullable=False, default=0)
indicator_id = db.Column(db.Integer,
db.ForeignKey('indicator.id'),
nullable=False)
def __repr__(self):
return f"SellInfo('{self.selldate}', '{self.symbol}', '{self.sellprice}')"
class Indicator(db.Model):
id = db.Column(db.Integer, primary_key=True)
name = db.Column(db.String(30), unique=True, nullable=False)
buyinputs = db.relationship('BuyInfo', backref='indicator', lazy=True)
sellinputs = db.relationship('SellInfo', backref='indicator', lazy=True)
variables = db.relationship('IndicatorVariables',
backref='indicator',
lazy=True)
def __repr__(self):
return f"GlobalVariable('{self.name}')"
class FailedTrades(db.Model):
id = db.Column(db.Integer, primary_key=True)
date = db.Column(db.String(20), nullable=False)
symbol = db.Column(db.String(30), nullable=False)
reason = db.Column(db.String(20), nullable=False)
summery_id = db.Column(db.Integer,
db.ForeignKey('test_summery.id'),
nullable=False)
def __repr__(self):
return f"TradeFailures({self.date}, '{self.symbol}', '{self.type}')"
class MarketData(db.Model):
id = db.Column(db.Integer, primary_key=True)
symbol = db.Column(db.String(30), nullable=False)
date = db.Column(db.String(20), nullable=False)
openprice = db.Column(db.Float, nullable=False)
highprice = db.Column(db.Float, nullable=False)
lowprice = db.Column(db.Float, nullable=False)
closeprice = db.Column(db.Float, nullable=False)
volumn = db.Column(db.Integer, nullable=False)
summery_id = db.Column(db.Integer,
db.ForeignKey('market_data_summery.id'),
nullable=False)
def __repr__(self):
return f"MarketData('{self.symbol}', '{self.date}', '{self.openprice}', '{self.highprice}', '{self.lowprice}', '{self.closeprice}', '{self.volumn}')"
class BuyInfo(db.Model):
id = db.Column(db.Integer, primary_key=True)
buydate = db.Column(db.String(20), nullable=False)
symbol = db.Column(db.String(30), nullable=False)
buyprice = db.Column(db.Float, nullable=False, default=0)
openprice = db.Column(db.Float)
highprice = db.Column(db.Float)
lowprice = db.Column(db.Float)
closeprice = db.Column(db.Float)
indicator_id = db.Column(db.Integer,
db.ForeignKey('indicator.id'),
nullable=False)
def __repr__(self):
return f"BuyInfo('{self.buydate}', '{self.symbol}', '{self.buyprice}')"
class DailyPositions(db.Model):
id = db.Column(db.Integer, primary_key=True)
date = db.Column(db.String(20), nullable=False)
symbol = db.Column(db.String(30), nullable=False)
period = db.Column(db.Integer, nullable=False)
unitprice = db.Column(db.Float, nullable=False)
quantity = db.Column(db.Integer, nullable=False)
position = db.Column(db.Float, nullable=False)
gainloss = db.Column(db.Float, nullable=False)
summery_id = db.Column(db.Integer,
db.ForeignKey('test_summery.id'),
nullable=False)
def __repr__(self):
return f"DailyPositions({self.date}, {self.symbol}, {self.unitprice}, {self.quantity}, {self.position}, {self.period}, {self.gainloss})"
class TradeActivity(db.Model):
id = db.Column(db.Integer, primary_key=True)
position = db.Column(db.String(20), nullable=False)
symbol = db.Column(db.String(30), nullable=False)
tranaction = db.Column(db.String(10), nullable=False)
unitprice = db.Column(db.Float, nullable=False)
quantity = db.Column(db.Integer, nullable=False)
summery_id = db.Column(db.Integer,
db.ForeignKey('test_summery.id'),
nullable=False)
def __repr__(self):
return f"TradeActivity('{self.position}', '{self.symbol}', '{self.tranaction}', '{self.unitprice}', '{self.quantity}')"
class GlobalVariables(db.Model):
id = db.Column(db.Integer, primary_key=True)
capital = db.Column(db.Integer, nullable=False)
leverage = db.Column(db.Integer, nullable=False, default=0)
long_leverage = db.Column(db.Integer, nullable=False, default=0)
short_leverage = db.Column(db.Integer, nullable=False, default=0)
friction = db.Column(db.Integer, nullable=False, default=0)
def __repr__(self):
return f"GlobalVariable('{self.capital}', '{self.leverage}', '{self.friction}')"
class DailyResults(db.Model):
id = db.Column(db.Integer, primary_key=True)
date = db.Column(db.String(20), nullable=False)
cash = db.Column(db.Integer, nullable=False)
holding = db.Column(db.Integer, nullable=False)
actualportfolio = db.Column(db.Integer, nullable=False)
portfolio = db.Column(db.Integer, nullable=False)
leverage = db.Column(db.Float, nullable=False)
drawdown = db.Column(db.Float, nullable=False)
boughtstocks = db.Column(db.Integer, default=0)
returns = db.Column(db.Float, nullable=False)
summery_id = db.Column(db.Integer,
db.ForeignKey('test_summery.id'),
nullable=False)
def __repr__(self):
return f"TestDailyResults({self.tradingdate}, {self.returns}, {self.cash}, {self.holding}, '{self.acutalportfolio}', {self.portfolio}, {self.leverage}, {self.drawdown})"
class IndicatorVariables(db.Model):
id = db.Column(db.Integer, primary_key=True)
maxstocks = db.Column(db.Integer, nullable=False)
maxdays = db.Column(db.Integer, nullable=False)
target1 = db.Column(db.Integer, nullable=False)
target2 = db.Column(db.Integer, nullable=False)
cutloss = db.Column(db.Integer, nullable=False)
minvolume = db.Column(db.Integer, nullable=False)
minbuy = db.Column(db.Integer, nullable=False)
tradingfee = db.Column(db.Float, nullable=False)
maxtradingfee = db.Column(db.Float, nullable=False)
hongkongmarket = db.Column(db.Integer, default=0)
indicator_id = db.Column(db.Integer,
db.ForeignKey('indicator.id'),
nullable=False)
def __repr__(self):
return f"IndicatorVariables({self.maxstocks}, {self.maxdays}, {self.target1}, {self.target2}, {self.cutloss}, {self.minvolume}, {self.minbuy}, {self.tradingfee}, {self.maxtradingfee})"
class TestStatistics(db.Model):
id = db.Column(db.Integer, primary_key=True)
returns = db.Column(db.String(10))
beta = db.Column(db.String(10))
alpha = db.Column(db.String(10))
sharpe = db.Column(db.String(10))
trades = db.Column(db.String(10))
notradesforvolume = db.Column(db.String(10))
notradesforcash = db.Column(db.String(10))
potentialtrades = db.Column(db.String(10))
lostsale = db.Column(db.String(20))
wins = db.Column(db.String(10))
loss = db.Column(db.String(10))
coverage = db.Column(db.String(10))
drawdown = db.Column(db.String(10))
lowestpoint = db.Column(db.String(20))
turnover = db.Column(db.String(10))
leverage = db.Column(db.String(20))
cashused = db.Column(db.String(20))
holdings = db.Column(db.String(10))
period = db.Column(db.String(10))
volatility = db.Column(db.String(10))
summery_id = db.Column(db.Integer,
db.ForeignKey('test_summery.id'),
nullable=False)
def __repr__(self):
return f"TestStatistics('{self.returns}','{self.beta}','{self.alpha}','{self.sharpe}','{self.trades}'," \
f"'{self.notradesforvolume}','{self.notradesforcash}','{self.potentialtrades}','{self.lostsale}'," \
f"'{self.wins}','{self.loss}','{self.coverage}', '{self.drawdown}','{self.lowestpoint}','{self.turnover}'," \
f"'{self.leverage}','{self.cashused}','{self.holdings}','{self.period}','{self.volatility}')"
