claude
b119b9abae
- Replace db/schema.sql + raw sqlite3 with SQLAlchemy ORM (db/models.py) - Filing, Signal, PriceCache models with proper indexes - db/db.py uses SQLAlchemy sessions throughout; no raw SQL strings - Add PriceCache table: stores daily close prices per ticker - backtest._fetch_prices checks DB first; skips yfinance for completed ranges - New data persisted via upsert_prices() - get_cached_prices() / upsert_prices() added to db.py - EDGAR poller incremental fetch: get_latest_filed_date() returns newest filed_date in DB; fetch_and_store_new_filings skips entries older than that cutoff before even checking accession_exists - Add get_signals_for_backtest() to db.py; backtest no longer opens its own sqlite3 connection - requirements.txt: add sqlalchemy>=2.0.0 Co-authored-by: dodox <dodox@users.noreply.local>
82 lines
2.2 KiB
Python
82 lines
2.2 KiB
Python
from datetime import datetime
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from sqlalchemy import (
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Boolean,
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Column,
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DateTime,
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Float,
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Index,
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Integer,
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String,
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Text,
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UniqueConstraint,
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)
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from sqlalchemy.orm import DeclarativeBase
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class Base(DeclarativeBase):
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pass
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class Filing(Base):
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__tablename__ = "filings"
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id = Column(Integer, primary_key=True, autoincrement=True)
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accession_number = Column(String, unique=True, nullable=False)
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ticker = Column(String)
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cik = Column(String)
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insider_name = Column(String)
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role = Column(String)
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transaction_date = Column(String)
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filed_date = Column(String)
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shares = Column(Float)
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price = Column(Float)
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total_value = Column(Float)
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flag = Column(String)
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is_10b51 = Column(Boolean, default=False)
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post_tx_shares = Column(Float)
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created_at = Column(DateTime, default=datetime.utcnow)
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__table_args__ = (
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Index("idx_filings_ticker", "ticker"),
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Index("idx_filings_transaction_date", "transaction_date"),
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Index("idx_filings_filed_date", "filed_date"),
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)
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class Signal(Base):
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__tablename__ = "signals"
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id = Column(Integer, primary_key=True, autoincrement=True)
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ticker = Column(String)
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trigger_date = Column(String)
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cluster_size = Column(Integer)
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total_cluster_value = Column(Float)
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score = Column(Float)
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alerted = Column(Boolean, default=False)
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executed = Column(Boolean, default=False)
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executed_at = Column(DateTime)
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closed = Column(Boolean, default=False)
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created_at = Column(DateTime, default=datetime.utcnow)
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__table_args__ = (
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Index("idx_signals_ticker", "ticker"),
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Index("idx_signals_alerted", "alerted"),
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Index("idx_signals_executed", "executed"),
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)
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class PriceCache(Base):
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__tablename__ = "price_cache"
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id = Column(Integer, primary_key=True, autoincrement=True)
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ticker = Column(String, nullable=False)
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date = Column(String, nullable=False)
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close = Column(Float, nullable=False)
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fetched_at = Column(DateTime, default=datetime.utcnow)
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__table_args__ = (
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UniqueConstraint("ticker", "date", name="uq_price_cache_ticker_date"),
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Index("idx_price_cache_ticker_date", "ticker", "date"),
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)
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