25 lines
1001 B
Python
25 lines
1001 B
Python
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"""基金业绩指标缓存 ORM 模型。"""
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from __future__ import annotations
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from datetime import date, datetime
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from decimal import Decimal
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from sqlalchemy import BigInteger, Date, DateTime, Numeric, String, func
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from sqlalchemy.orm import Mapped, mapped_column
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from model.base import Base
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class FundPerformance(Base):
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__tablename__ = "fund_performance"
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id: Mapped[int] = mapped_column(BigInteger, primary_key=True, autoincrement=True)
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product_id: Mapped[int] = mapped_column(BigInteger, index=True)
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period: Mapped[str] = mapped_column(String(16))
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return_rate: Mapped[Decimal | None] = mapped_column(Numeric(10, 4))
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annual_volatility: Mapped[Decimal | None] = mapped_column(Numeric(10, 4))
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max_drawdown: Mapped[Decimal | None] = mapped_column(Numeric(10, 4))
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sharpe: Mapped[Decimal | None] = mapped_column(Numeric(10, 4))
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calc_date: Mapped[date] = mapped_column(Date)
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create_time: Mapped[datetime] = mapped_column(DateTime, server_default=func.now())
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