165 lines
9.1 KiB
Python
165 lines
9.1 KiB
Python
import os
|
||
from datetime import date, datetime
|
||
from decimal import Decimal
|
||
from typing import Any
|
||
|
||
from sqlalchemy import JSON, TIMESTAMP, Date, Integer, Numeric, String, func, text
|
||
from sqlalchemy.dialects.postgresql import JSONB
|
||
from sqlalchemy.ext.asyncio import AsyncEngine, async_sessionmaker, create_async_engine
|
||
from sqlalchemy.orm import DeclarativeBase, Mapped, mapped_column
|
||
|
||
SCHEMA_NAME = "fire_planner"
|
||
|
||
|
||
class Base(DeclarativeBase):
|
||
pass
|
||
|
||
|
||
# JSONB on Postgres, plain JSON on SQLite — tests use SQLite, prod uses Postgres.
|
||
JSON_TYPE = JSONB().with_variant(JSON(), "sqlite")
|
||
|
||
|
||
class AccountSnapshot(Base):
|
||
"""Daily NW per account from Wealthfolio (filled by ingest).
|
||
|
||
`external_id` is `wealthfolio:{account_id}:{date}` so re-runs on the same
|
||
day are idempotent — Wealthfolio keeps one snapshot per account per day.
|
||
"""
|
||
__tablename__ = "account_snapshot"
|
||
__table_args__ = {"schema": SCHEMA_NAME} # noqa: RUF012
|
||
|
||
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
|
||
external_id: Mapped[str] = mapped_column(String, unique=True, nullable=False)
|
||
snapshot_date: Mapped[date] = mapped_column(Date, nullable=False, index=True)
|
||
account_id: Mapped[str] = mapped_column(String, nullable=False, index=True)
|
||
account_name: Mapped[str] = mapped_column(String, nullable=False)
|
||
account_type: Mapped[str] = mapped_column(String, nullable=False)
|
||
currency: Mapped[str] = mapped_column(String(3), nullable=False, server_default="GBP")
|
||
market_value: Mapped[Decimal] = mapped_column(Numeric(14, 2), nullable=False)
|
||
market_value_gbp: Mapped[Decimal] = mapped_column(Numeric(14, 2), nullable=False)
|
||
cost_basis_gbp: Mapped[Decimal | None] = mapped_column(Numeric(14, 2), nullable=True)
|
||
raw_extraction: Mapped[dict[str, Any] | None] = mapped_column(JSON_TYPE, nullable=True)
|
||
created_at: Mapped[datetime] = mapped_column(TIMESTAMP(timezone=True),
|
||
nullable=False,
|
||
server_default=func.now())
|
||
|
||
|
||
class Scenario(Base):
|
||
"""A simulation scenario — Cartesian point in (jurisdiction × strategy ×
|
||
leave_year × glide × spending) space. The Cartesian product is rebuilt
|
||
from `scenarios.py` every recompute; rows are upserted on `external_id`.
|
||
"""
|
||
__tablename__ = "scenario"
|
||
__table_args__ = {"schema": SCHEMA_NAME} # noqa: RUF012
|
||
|
||
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
|
||
external_id: Mapped[str] = mapped_column(String, unique=True, nullable=False)
|
||
jurisdiction: Mapped[str] = mapped_column(String(32), nullable=False, index=True)
|
||
strategy: Mapped[str] = mapped_column(String(32), nullable=False, index=True)
|
||
leave_uk_year: Mapped[int] = mapped_column(Integer, nullable=False)
|
||
glide_path: Mapped[str] = mapped_column(String(32), nullable=False)
|
||
spending_gbp: Mapped[Decimal] = mapped_column(Numeric(12, 2), nullable=False)
|
||
horizon_years: Mapped[int] = mapped_column(Integer, nullable=False, server_default=text("60"))
|
||
nw_seed_gbp: Mapped[Decimal] = mapped_column(Numeric(14, 2), nullable=False)
|
||
savings_per_year_gbp: Mapped[Decimal] = mapped_column(Numeric(12, 2),
|
||
nullable=False,
|
||
server_default=text("0"))
|
||
config_json: Mapped[dict[str, Any]] = mapped_column(JSON_TYPE, nullable=False)
|
||
created_at: Mapped[datetime] = mapped_column(TIMESTAMP(timezone=True),
|
||
nullable=False,
|
||
server_default=func.now())
|
||
|
||
|
||
class McRun(Base):
|
||
"""One MC execution per (scenario, run_at). Stores execution metadata +
|
||
summary statistics — enough to populate a Grafana cell without touching
|
||
the per-path tables."""
|
||
__tablename__ = "mc_run"
|
||
__table_args__ = {"schema": SCHEMA_NAME} # noqa: RUF012
|
||
|
||
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
|
||
scenario_id: Mapped[int] = mapped_column(Integer, nullable=False, index=True)
|
||
run_at: Mapped[datetime] = mapped_column(TIMESTAMP(timezone=True),
|
||
nullable=False,
|
||
server_default=func.now())
|
||
n_paths: Mapped[int] = mapped_column(Integer, nullable=False)
|
||
seed: Mapped[int] = mapped_column(Integer, nullable=False)
|
||
success_rate: Mapped[Decimal] = mapped_column(Numeric(6, 4), nullable=False)
|
||
p10_ending_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
p50_ending_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
p90_ending_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
median_lifetime_tax_gbp: Mapped[Decimal] = mapped_column(Numeric(14, 2), nullable=False)
|
||
median_years_to_ruin: Mapped[Decimal | None] = mapped_column(Numeric(6, 2), nullable=True)
|
||
elapsed_seconds: Mapped[Decimal] = mapped_column(Numeric(8, 3), nullable=False)
|
||
sequence_risk_correlation: Mapped[Decimal | None] = mapped_column(Numeric(6, 4), nullable=True)
|
||
extra: Mapped[dict[str, Any] | None] = mapped_column(JSON_TYPE, nullable=True)
|
||
|
||
|
||
class McPath(Base):
|
||
"""Sparse per-path storage: top decile, bottom decile, and median paths
|
||
fully stored — enough for a fan chart, not 10k×60 ≈ 600k rows."""
|
||
__tablename__ = "mc_path"
|
||
__table_args__ = {"schema": SCHEMA_NAME} # noqa: RUF012
|
||
|
||
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
|
||
mc_run_id: Mapped[int] = mapped_column(Integer, nullable=False, index=True)
|
||
path_idx: Mapped[int] = mapped_column(Integer, nullable=False)
|
||
bucket: Mapped[str] = mapped_column(String(16), nullable=False)
|
||
year_idx: Mapped[int] = mapped_column(Integer, nullable=False)
|
||
portfolio_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
withdrawal_gbp: Mapped[Decimal] = mapped_column(Numeric(12, 2), nullable=False)
|
||
tax_paid_gbp: Mapped[Decimal] = mapped_column(Numeric(12, 2), nullable=False)
|
||
real_portfolio_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
|
||
|
||
class ProjectionYearly(Base):
|
||
"""Deterministic point projection per scenario — per-year point estimates
|
||
that drive fan charts and the per-year Grafana table. One row per
|
||
(scenario, year)."""
|
||
__tablename__ = "projection_yearly"
|
||
__table_args__ = {"schema": SCHEMA_NAME} # noqa: RUF012
|
||
|
||
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
|
||
mc_run_id: Mapped[int] = mapped_column(Integer, nullable=False, index=True)
|
||
year_idx: Mapped[int] = mapped_column(Integer, nullable=False)
|
||
p10_portfolio_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
p25_portfolio_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
p50_portfolio_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
p75_portfolio_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
p90_portfolio_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
p50_withdrawal_gbp: Mapped[Decimal] = mapped_column(Numeric(12, 2), nullable=False)
|
||
p50_tax_gbp: Mapped[Decimal] = mapped_column(Numeric(12, 2), nullable=False)
|
||
survival_rate: Mapped[Decimal] = mapped_column(Numeric(6, 4), nullable=False)
|
||
|
||
|
||
class ScenarioSummary(Base):
|
||
"""Denormalised fast-read for Grafana — one row per (scenario, latest run)."""
|
||
__tablename__ = "scenario_summary"
|
||
__table_args__ = {"schema": SCHEMA_NAME} # noqa: RUF012
|
||
|
||
id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
|
||
scenario_id: Mapped[int] = mapped_column(Integer, unique=True, nullable=False)
|
||
mc_run_id: Mapped[int] = mapped_column(Integer, nullable=False)
|
||
jurisdiction: Mapped[str] = mapped_column(String(32), nullable=False, index=True)
|
||
strategy: Mapped[str] = mapped_column(String(32), nullable=False, index=True)
|
||
leave_uk_year: Mapped[int] = mapped_column(Integer, nullable=False)
|
||
glide_path: Mapped[str] = mapped_column(String(32), nullable=False)
|
||
spending_gbp: Mapped[Decimal] = mapped_column(Numeric(12, 2), nullable=False)
|
||
success_rate: Mapped[Decimal] = mapped_column(Numeric(6, 4), nullable=False)
|
||
p10_ending_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
p50_ending_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
p90_ending_gbp: Mapped[Decimal] = mapped_column(Numeric(16, 2), nullable=False)
|
||
median_lifetime_tax_gbp: Mapped[Decimal] = mapped_column(Numeric(14, 2), nullable=False)
|
||
median_years_to_ruin: Mapped[Decimal | None] = mapped_column(Numeric(6, 2), nullable=True)
|
||
updated_at: Mapped[datetime] = mapped_column(TIMESTAMP(timezone=True),
|
||
nullable=False,
|
||
server_default=func.now())
|
||
|
||
|
||
def create_engine_from_env() -> AsyncEngine:
|
||
url = os.environ["DB_CONNECTION_STRING"]
|
||
return create_async_engine(url, pool_pre_ping=True)
|
||
|
||
|
||
def make_session_factory(engine: AsyncEngine) -> async_sessionmaker[Any]:
|
||
return async_sessionmaker(engine, expire_on_commit=False)
|