feat: add Nailong Fund advisor capabilities

2026-09-11 09:47:40 +08:00
parent 5907fcd6d2
commit a4499defee
143 changed files with 12255 additions and 89 deletions
@@ -0,0 +1,79 @@
+"""Persistence models for the advisory investment-goal workflow."""
+
+from datetime import date, datetime
+from decimal import Decimal
+from typing import Any
+
+from sqlalchemy import JSON, BigInteger, Date, DateTime, Integer, Numeric, String, Text
+from sqlalchemy.orm import Mapped, mapped_column
+
+from app.model.base import Base
+
+
+class ClientFacingContent(Base):
+    """Existing baseline content-review resource used for goal-book drafts."""
+
+    __tablename__ = "client_facing_content"
+
+    id: Mapped[int] = mapped_column(BigInteger, primary_key=True)
+    customer_id: Mapped[int] = mapped_column(BigInteger, nullable=False)
+    content_type: Mapped[str] = mapped_column(String(32), nullable=False)
+    draft_content: Mapped[dict[str, Any]] = mapped_column(JSON, nullable=False)
+    generated_by_portal: Mapped[str] = mapped_column(String(32), nullable=False)
+    review_status: Mapped[str] = mapped_column(String(16), nullable=False)
+    reviewer_user_id: Mapped[int | None] = mapped_column(BigInteger)
+    reviewed_at: Mapped[datetime | None] = mapped_column(DateTime)
+    published_at: Mapped[datetime | None] = mapped_column(DateTime)
+    created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False)
+    updated_at: Mapped[datetime] = mapped_column(DateTime, nullable=False)
+
+
+class AdvisorInvestmentGoal(Base):
+    """An immutable collected goal version; confirmation activates it for later planning."""
+
+    __tablename__ = "advisor_investment_goal"
+
+    id: Mapped[int] = mapped_column(BigInteger, primary_key=True)
+    goal_no: Mapped[str] = mapped_column(String(36), unique=True, nullable=False)
+    customer_id: Mapped[int] = mapped_column(BigInteger, nullable=False)
+    status: Mapped[str] = mapped_column(String(24), nullable=False)
+    annualized_return_lower_pct: Mapped[Decimal] = mapped_column(Numeric(7, 4), nullable=False)
+    annualized_return_upper_pct: Mapped[Decimal] = mapped_column(Numeric(7, 4), nullable=False)
+    max_drawdown_pct: Mapped[Decimal] = mapped_column(Numeric(7, 4), nullable=False)
+    liquidity_requirement: Mapped[str] = mapped_column(String(32), nullable=False)
+    investment_horizon_months: Mapped[int] = mapped_column(Integer, nullable=False)
+    benchmark_name: Mapped[str] = mapped_column(String(128), nullable=False)
+    notes: Mapped[str | None] = mapped_column(Text)
+    source: Mapped[str] = mapped_column(String(16), nullable=False)
+    goal_book_content_id: Mapped[int] = mapped_column(BigInteger, nullable=False, unique=True)
+    created_by: Mapped[int] = mapped_column(BigInteger, nullable=False)
+    confirmed_by: Mapped[int | None] = mapped_column(BigInteger)
+    confirmed_at: Mapped[datetime | None] = mapped_column(DateTime)
+    created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False)
+    updated_at: Mapped[datetime] = mapped_column(DateTime, nullable=False)
+
+
+class AllocationBacktestRun(Base):
+    """Stored, analysis-only evidence for a dynamic allocation strategy run."""
+
+    __tablename__ = "advisor_allocation_backtest_run"
+
+    id: Mapped[int] = mapped_column(BigInteger, primary_key=True)
+    backtest_no: Mapped[str] = mapped_column(String(36), unique=True, nullable=False)
+    started_on: Mapped[date] = mapped_column(Date, nullable=False)
+    ended_on: Mapped[date] = mapped_column(Date, nullable=False)
+    profile_risk_level: Mapped[str] = mapped_column(String(8), nullable=False)
+    return_target_lower_pct: Mapped[Decimal] = mapped_column(Numeric(7, 4), nullable=False)
+    max_drawdown_pct: Mapped[Decimal] = mapped_column(Numeric(7, 4), nullable=False)
+    liquidity_requirement: Mapped[str] = mapped_column(String(32), nullable=False)
+    status: Mapped[str] = mapped_column(String(32), nullable=False)
+    observation_count: Mapped[int] = mapped_column(BigInteger, nullable=False)
+    static_total_return_pct: Mapped[Decimal | None] = mapped_column(Numeric(12, 4))
+    dynamic_total_return_pct: Mapped[Decimal | None] = mapped_column(Numeric(12, 4))
+    static_max_drawdown_pct: Mapped[Decimal | None] = mapped_column(Numeric(12, 4))
+    dynamic_max_drawdown_pct: Mapped[Decimal | None] = mapped_column(Numeric(12, 4))
+    dynamic_rebalance_count: Mapped[int] = mapped_column(BigInteger, nullable=False)
+    liquidity_history_coverage_pct: Mapped[Decimal] = mapped_column(Numeric(7, 4), nullable=False)
+    limitations: Mapped[list[str]] = mapped_column(JSON, nullable=False)
+    strategy_version: Mapped[str] = mapped_column(String(32), nullable=False)
+    created_at: Mapped[datetime] = mapped_column(DateTime, nullable=False)