class Source(db.Model):
__tablename__ = "sources"
id = db.Column(db.Integer(), primary_key=True)
name = db.Column(db.Unicode(), default="Unnamed")
typename = db.Column(db.Unicode(), nullable=False)
config_json = db.Column(db.Unicode(), default="{}")
class LiveSessionModel(db.Model):
__tablename__ = "live_sessions"
id = db.Column(db.Integer(), primary_key=True)
start_datetime = db.Column(db.DateTime(), nullable=True)
end_datetime = db.Column(db.DateTime(), nullable=True)
# Used for logging only. Model config is copied
config_json = db.Column(db.Unicode(), default="{}")
class StrategyModel(db.Model):
__tablename__ = "strategies"
id = db.Column(db.Integer(), primary_key=True)
name = db.Column(db.Unicode(), default="Unnamed")
typename = db.Column(
db.Enum(StrategyTypesEnum, values_callable=lambda x: [e.value for e in x])
)
live_session_id = db.Column(
db.Integer, db.ForeignKey("live_sessions.id"), nullable=True
)
resource_id = db.Column(db.Integer, db.ForeignKey("resources.id"), nullable=True)
config_json = db.Column(db.Unicode(), default="{}")
class BacktestSessionModel(db.Model):
__tablename__ = "backtest_sessions"
id = db.Column(db.Integer(), primary_key=True)
strategy_id = db.Column(db.Integer, db.ForeignKey("strategies.id"))
start_datetime = db.Column(db.DateTime(), nullable=True)
end_datetime = db.Column(db.DateTime(), nullable=True)
config_json = db.Column(db.Unicode(), default="{}")
backtest_type = db.Column(db.Unicode(), default="")
finished_datetime = db.Column(db.DateTime(), nullable=True)
cached_session_id = db.Column(db.Integer(),
db.ForeignKey("backtest_sessions.id"),
nullable=True)
def __init__(self, **kw):
super().__init__(**kw)
self._sources = set()
@property
def backtest_sources(self):
return self._sources
def add_source(self, source):
self._sources.add(source)
class ResourceModel(db.Model):
__tablename__ = "resources"
id = db.Column(db.Integer(), primary_key=True)
name = db.Column(db.Unicode(), default="Unnamed")
is_always_on = db.Column(db.Boolean, default=False)
primary_live_source_id = db.Column(
db.Integer, db.ForeignKey("sources.id"), nullable=True
)
secondary_live_source_id = db.Column(
db.Integer, db.ForeignKey("sources.id"), nullable=True
)
primary_backtest_source_id = db.Column(
db.Integer, db.ForeignKey("sources.id"), nullable=True
)
secondary_backtest_source_id = db.Column(
db.Integer, db.ForeignKey("sources.id"), nullable=True
)