52 lines
1.9 KiB
Python
52 lines
1.9 KiB
Python
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"""Learning domain models: TradeOutcome, LearningAdjustment."""
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import uuid
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from datetime import timedelta
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from sqlalchemy import Boolean, Float, ForeignKey, Interval, String, Text
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from sqlalchemy.dialects.postgresql import UUID
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from sqlalchemy.orm import Mapped, mapped_column, relationship
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from shared.models.base import Base, TimestampMixin
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class TradeOutcome(TimestampMixin, Base):
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__tablename__ = "trade_outcomes"
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id: Mapped[uuid.UUID] = mapped_column(
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UUID(as_uuid=True), primary_key=True, default=uuid.uuid4
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)
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trade_id: Mapped[uuid.UUID] = mapped_column(
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UUID(as_uuid=True), ForeignKey("trades.id"), unique=True, nullable=False
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)
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hold_duration: Mapped[timedelta | None] = mapped_column(Interval, nullable=True)
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realized_pnl: Mapped[float] = mapped_column(Float, nullable=False)
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roi_pct: Mapped[float] = mapped_column(Float, nullable=False)
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was_profitable: Mapped[bool] = mapped_column(Boolean, nullable=False)
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# Relationships
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trade: Mapped["Trade"] = relationship("Trade", back_populates="outcome")
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class LearningAdjustment(TimestampMixin, Base):
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__tablename__ = "learning_adjustments"
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id: Mapped[uuid.UUID] = mapped_column(
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UUID(as_uuid=True), primary_key=True, default=uuid.uuid4
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)
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strategy_id: Mapped[uuid.UUID] = mapped_column(
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UUID(as_uuid=True), ForeignKey("strategies.id"), nullable=False
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)
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old_weight: Mapped[float] = mapped_column(Float, nullable=False)
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new_weight: Mapped[float] = mapped_column(Float, nullable=False)
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reason: Mapped[str | None] = mapped_column(Text, nullable=True)
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reward_signal: Mapped[float] = mapped_column(Float, nullable=False)
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# Relationships
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strategy: Mapped["Strategy"] = relationship("Strategy")
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# Avoid circular imports — reference by string in relationship()
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from shared.models.trading import Trade as Trade # noqa: E402, F401
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from shared.models.trading import Strategy as Strategy # noqa: E402, F401
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