feat: add sqlite persistence
This commit is contained in:
王鹏
1
src/grid_trading/storage/__init__.py
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1
src/grid_trading/storage/__init__.py
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"""SQLite persistence layer."""
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104
src/grid_trading/storage/database.py
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104
src/grid_trading/storage/database.py
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@@ -0,0 +1,104 @@
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from __future__ import annotations
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import sqlite3
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from pathlib import Path
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SCHEMA = """
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PRAGMA foreign_keys = ON;
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CREATE TABLE IF NOT EXISTS accounts (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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name TEXT NOT NULL,
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initial_cash TEXT NOT NULL,
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notes TEXT NOT NULL DEFAULT '',
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created_at TEXT NOT NULL DEFAULT CURRENT_TIMESTAMP,
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updated_at TEXT NOT NULL DEFAULT CURRENT_TIMESTAMP
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);
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CREATE TABLE IF NOT EXISTS instruments (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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code TEXT NOT NULL,
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name TEXT NOT NULL,
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market TEXT NOT NULL DEFAULT 'A',
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lot_size INTEGER NOT NULL DEFAULT 100,
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manual_price TEXT,
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allow_odd_lot INTEGER NOT NULL DEFAULT 0,
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active INTEGER NOT NULL DEFAULT 1,
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created_at TEXT NOT NULL DEFAULT CURRENT_TIMESTAMP,
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updated_at TEXT NOT NULL DEFAULT CURRENT_TIMESTAMP,
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UNIQUE(code, market)
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);
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CREATE TABLE IF NOT EXISTS strategy_templates (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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name TEXT NOT NULL,
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grid_spacing_pct TEXT NOT NULL,
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amount_per_grid TEXT NOT NULL,
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base_target_amount TEXT NOT NULL,
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max_position_amount TEXT NOT NULL,
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min_lot INTEGER NOT NULL DEFAULT 100,
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is_default INTEGER NOT NULL DEFAULT 0,
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created_at TEXT NOT NULL DEFAULT CURRENT_TIMESTAMP,
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updated_at TEXT NOT NULL DEFAULT CURRENT_TIMESTAMP
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);
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CREATE TABLE IF NOT EXISTS instrument_strategy_overrides (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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instrument_id INTEGER NOT NULL UNIQUE REFERENCES instruments(id) ON DELETE CASCADE,
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template_id INTEGER REFERENCES strategy_templates(id) ON DELETE SET NULL,
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grid_spacing_pct TEXT,
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amount_per_grid TEXT,
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base_target_amount TEXT,
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max_position_amount TEXT,
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min_lot INTEGER,
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updated_at TEXT NOT NULL DEFAULT CURRENT_TIMESTAMP
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);
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CREATE TABLE IF NOT EXISTS trades (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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account_id INTEGER NOT NULL REFERENCES accounts(id) ON DELETE CASCADE,
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instrument_id INTEGER NOT NULL REFERENCES instruments(id) ON DELETE CASCADE,
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trade_date TEXT NOT NULL,
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side TEXT NOT NULL,
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price TEXT NOT NULL,
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quantity INTEGER NOT NULL,
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commission TEXT NOT NULL DEFAULT '0',
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stamp_tax TEXT NOT NULL DEFAULT '0',
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transfer_fee TEXT NOT NULL DEFAULT '0',
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trade_group TEXT NOT NULL,
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notes TEXT NOT NULL DEFAULT '',
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created_at TEXT NOT NULL DEFAULT CURRENT_TIMESTAMP,
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updated_at TEXT NOT NULL DEFAULT CURRENT_TIMESTAMP
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);
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CREATE TABLE IF NOT EXISTS cash_ledger (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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account_id INTEGER NOT NULL REFERENCES accounts(id) ON DELETE CASCADE,
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instrument_id INTEGER REFERENCES instruments(id) ON DELETE SET NULL,
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entry_date TEXT NOT NULL,
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amount TEXT NOT NULL,
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category TEXT NOT NULL,
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notes TEXT NOT NULL DEFAULT '',
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created_at TEXT NOT NULL DEFAULT CURRENT_TIMESTAMP
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);
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CREATE TABLE IF NOT EXISTS app_settings (
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key TEXT PRIMARY KEY,
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value TEXT NOT NULL
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);
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"""
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def connect_database(db_path: str | Path) -> sqlite3.Connection:
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path = Path(db_path)
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path.parent.mkdir(parents=True, exist_ok=True)
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connection = sqlite3.connect(path)
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connection.row_factory = sqlite3.Row
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connection.execute("PRAGMA foreign_keys = ON")
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return connection
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def initialize_database(connection: sqlite3.Connection) -> None:
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connection.executescript(SCHEMA)
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connection.commit()
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444
src/grid_trading/storage/repositories.py
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444
src/grid_trading/storage/repositories.py
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@@ -0,0 +1,444 @@
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from __future__ import annotations
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import sqlite3
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from datetime import date
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from decimal import Decimal
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from pathlib import Path
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from typing import Sequence
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from grid_trading.domain.models import (
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Account,
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CashLedgerEntry,
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Instrument,
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StrategyOverride,
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StrategyTemplate,
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Trade,
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TradeGroup,
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TradeSide,
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)
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from grid_trading.storage.database import connect_database, initialize_database
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class Repository:
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def __init__(self, db_path: str | Path):
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self.db_path = Path(db_path)
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self.connection = connect_database(self.db_path)
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def initialize(self) -> None:
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initialize_database(self.connection)
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def close(self) -> None:
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self.connection.close()
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def save_account(self, account: Account) -> Account:
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if account.id is None:
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cursor = self.connection.execute(
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"INSERT INTO accounts (name, initial_cash, notes) VALUES (?, ?, ?)",
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(account.name, _decimal_to_text(account.initial_cash), account.notes),
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)
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self.connection.commit()
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return Account(
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id=cursor.lastrowid,
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name=account.name,
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initial_cash=account.initial_cash,
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notes=account.notes,
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)
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self.connection.execute(
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"""
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UPDATE accounts
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SET name = ?, initial_cash = ?, notes = ?, updated_at = CURRENT_TIMESTAMP
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WHERE id = ?
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""",
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(account.name, _decimal_to_text(account.initial_cash), account.notes, account.id),
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)
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self.connection.commit()
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return account
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def list_accounts(self) -> list[Account]:
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rows = self.connection.execute("SELECT * FROM accounts ORDER BY id").fetchall()
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return [_row_to_account(row) for row in rows]
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def get_account(self, account_id: int) -> Account | None:
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row = self.connection.execute("SELECT * FROM accounts WHERE id = ?", (account_id,)).fetchone()
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return _row_to_account(row) if row else None
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def save_instrument(self, instrument: Instrument) -> Instrument:
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values = (
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instrument.code,
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instrument.name,
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instrument.market,
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instrument.lot_size,
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_optional_decimal_to_text(instrument.manual_price),
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int(instrument.allow_odd_lot),
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int(instrument.active),
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)
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if instrument.id is None:
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cursor = self.connection.execute(
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"""
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INSERT INTO instruments
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(code, name, market, lot_size, manual_price, allow_odd_lot, active)
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VALUES (?, ?, ?, ?, ?, ?, ?)
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""",
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values,
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)
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self.connection.commit()
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return Instrument(
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id=cursor.lastrowid,
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code=instrument.code,
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name=instrument.name,
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market=instrument.market,
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lot_size=instrument.lot_size,
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manual_price=instrument.manual_price,
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allow_odd_lot=instrument.allow_odd_lot,
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active=instrument.active,
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)
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self.connection.execute(
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"""
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UPDATE instruments
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SET code = ?, name = ?, market = ?, lot_size = ?, manual_price = ?,
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allow_odd_lot = ?, active = ?, updated_at = CURRENT_TIMESTAMP
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WHERE id = ?
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""",
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(*values, instrument.id),
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)
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self.connection.commit()
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return instrument
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def list_instruments(self, *, include_inactive: bool = False) -> list[Instrument]:
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if include_inactive:
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rows = self.connection.execute("SELECT * FROM instruments ORDER BY code").fetchall()
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else:
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rows = self.connection.execute(
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"SELECT * FROM instruments WHERE active = 1 ORDER BY code"
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).fetchall()
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return [_row_to_instrument(row) for row in rows]
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def get_instrument(self, instrument_id: int) -> Instrument | None:
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row = self.connection.execute(
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"SELECT * FROM instruments WHERE id = ?",
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(instrument_id,),
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).fetchone()
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return _row_to_instrument(row) if row else None
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def get_instrument_by_code(self, code: str, market: str = "A") -> Instrument | None:
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row = self.connection.execute(
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"SELECT * FROM instruments WHERE code = ? AND market = ?",
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(code, market),
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).fetchone()
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return _row_to_instrument(row) if row else None
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def save_strategy_template(self, template: StrategyTemplate) -> StrategyTemplate:
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if template.is_default:
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self.connection.execute("UPDATE strategy_templates SET is_default = 0")
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values = (
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template.name,
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_decimal_to_text(template.grid_spacing_pct),
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_decimal_to_text(template.amount_per_grid),
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_decimal_to_text(template.base_target_amount),
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_decimal_to_text(template.max_position_amount),
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template.min_lot,
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int(template.is_default),
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)
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if template.id is None:
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cursor = self.connection.execute(
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"""
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INSERT INTO strategy_templates
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(name, grid_spacing_pct, amount_per_grid, base_target_amount,
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max_position_amount, min_lot, is_default)
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VALUES (?, ?, ?, ?, ?, ?, ?)
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""",
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values,
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)
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self.connection.commit()
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return StrategyTemplate(
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id=cursor.lastrowid,
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name=template.name,
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grid_spacing_pct=template.grid_spacing_pct,
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amount_per_grid=template.amount_per_grid,
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base_target_amount=template.base_target_amount,
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max_position_amount=template.max_position_amount,
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min_lot=template.min_lot,
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is_default=template.is_default,
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)
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self.connection.execute(
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"""
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UPDATE strategy_templates
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SET name = ?, grid_spacing_pct = ?, amount_per_grid = ?,
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base_target_amount = ?, max_position_amount = ?, min_lot = ?,
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is_default = ?, updated_at = CURRENT_TIMESTAMP
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WHERE id = ?
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""",
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(*values, template.id),
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)
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self.connection.commit()
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return template
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def list_strategy_templates(self) -> list[StrategyTemplate]:
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rows = self.connection.execute("SELECT * FROM strategy_templates ORDER BY id").fetchall()
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return [_row_to_strategy_template(row) for row in rows]
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def get_default_strategy_template(self) -> StrategyTemplate | None:
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row = self.connection.execute(
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"SELECT * FROM strategy_templates WHERE is_default = 1 ORDER BY id LIMIT 1"
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).fetchone()
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return _row_to_strategy_template(row) if row else None
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def save_strategy_override(self, override: StrategyOverride) -> StrategyOverride:
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self.connection.execute(
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"""
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INSERT INTO instrument_strategy_overrides
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(instrument_id, template_id, grid_spacing_pct, amount_per_grid,
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base_target_amount, max_position_amount, min_lot)
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VALUES (?, ?, ?, ?, ?, ?, ?)
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ON CONFLICT(instrument_id) DO UPDATE SET
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template_id = excluded.template_id,
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grid_spacing_pct = excluded.grid_spacing_pct,
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amount_per_grid = excluded.amount_per_grid,
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base_target_amount = excluded.base_target_amount,
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max_position_amount = excluded.max_position_amount,
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min_lot = excluded.min_lot,
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updated_at = CURRENT_TIMESTAMP
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""",
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(
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override.instrument_id,
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override.template_id,
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_optional_decimal_to_text(override.grid_spacing_pct),
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_optional_decimal_to_text(override.amount_per_grid),
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_optional_decimal_to_text(override.base_target_amount),
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_optional_decimal_to_text(override.max_position_amount),
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override.min_lot,
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),
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)
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self.connection.commit()
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return override
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def get_strategy_override(self, instrument_id: int) -> StrategyOverride | None:
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row = self.connection.execute(
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"SELECT * FROM instrument_strategy_overrides WHERE instrument_id = ?",
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(instrument_id,),
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).fetchone()
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return _row_to_strategy_override(row) if row else None
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def save_trade(self, trade: Trade) -> Trade:
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values = (
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trade.account_id,
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trade.instrument_id,
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trade.trade_date.isoformat(),
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trade.side.value,
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_decimal_to_text(trade.price),
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trade.quantity,
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_decimal_to_text(trade.commission),
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_decimal_to_text(trade.stamp_tax),
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_decimal_to_text(trade.transfer_fee),
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trade.trade_group.value,
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trade.notes,
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)
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if trade.id is None:
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cursor = self.connection.execute(
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"""
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INSERT INTO trades
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(account_id, instrument_id, trade_date, side, price, quantity,
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commission, stamp_tax, transfer_fee, trade_group, notes)
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VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
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""",
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values,
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)
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self.connection.commit()
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return Trade(
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id=cursor.lastrowid,
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account_id=trade.account_id,
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instrument_id=trade.instrument_id,
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trade_date=trade.trade_date,
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side=trade.side,
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price=trade.price,
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quantity=trade.quantity,
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commission=trade.commission,
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stamp_tax=trade.stamp_tax,
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transfer_fee=trade.transfer_fee,
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trade_group=trade.trade_group,
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notes=trade.notes,
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)
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self.connection.execute(
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"""
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UPDATE trades
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SET account_id = ?, instrument_id = ?, trade_date = ?, side = ?, price = ?,
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quantity = ?, commission = ?, stamp_tax = ?, transfer_fee = ?,
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trade_group = ?, notes = ?, updated_at = CURRENT_TIMESTAMP
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WHERE id = ?
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""",
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(*values, trade.id),
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)
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self.connection.commit()
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return trade
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def get_trade(self, trade_id: int | None) -> Trade | None:
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if trade_id is None:
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return None
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row = self.connection.execute("SELECT * FROM trades WHERE id = ?", (trade_id,)).fetchone()
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return _row_to_trade(row) if row else None
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def list_trades(
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self,
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*,
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account_id: int | None = None,
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instrument_id: int | None = None,
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) -> list[Trade]:
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clauses: list[str] = []
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params: list[int] = []
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if account_id is not None:
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clauses.append("account_id = ?")
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params.append(account_id)
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if instrument_id is not None:
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clauses.append("instrument_id = ?")
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params.append(instrument_id)
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where = f"WHERE {' AND '.join(clauses)}" if clauses else ""
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rows = self.connection.execute(
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f"SELECT * FROM trades {where} ORDER BY trade_date, id",
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params,
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).fetchall()
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return [_row_to_trade(row) for row in rows]
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def delete_trade(self, trade_id: int) -> None:
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self.connection.execute("DELETE FROM trades WHERE id = ?", (trade_id,))
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self.connection.commit()
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def save_cash_ledger_entry(self, entry: CashLedgerEntry) -> CashLedgerEntry:
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if entry.id is not None:
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raise ValueError("Cash ledger entries are append-only")
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cursor = self.connection.execute(
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"""
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INSERT INTO cash_ledger
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(account_id, instrument_id, entry_date, amount, category, notes)
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VALUES (?, ?, ?, ?, ?, ?)
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""",
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(
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entry.account_id,
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entry.instrument_id,
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entry.entry_date.isoformat(),
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_decimal_to_text(entry.amount),
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entry.category,
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entry.notes,
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),
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)
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self.connection.commit()
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return CashLedgerEntry(
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id=cursor.lastrowid,
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account_id=entry.account_id,
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instrument_id=entry.instrument_id,
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entry_date=entry.entry_date,
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amount=entry.amount,
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category=entry.category,
|
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notes=entry.notes,
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)
|
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def list_cash_ledger_entries(self, *, account_id: int | None = None) -> list[CashLedgerEntry]:
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if account_id is None:
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rows = self.connection.execute("SELECT * FROM cash_ledger ORDER BY entry_date, id").fetchall()
|
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else:
|
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rows = self.connection.execute(
|
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"SELECT * FROM cash_ledger WHERE account_id = ? ORDER BY entry_date, id",
|
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(account_id,),
|
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).fetchall()
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return [_row_to_cash_entry(row) for row in rows]
|
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|
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def set_setting(self, key: str, value: str) -> None:
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self.connection.execute(
|
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"""
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INSERT INTO app_settings (key, value) VALUES (?, ?)
|
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ON CONFLICT(key) DO UPDATE SET value = excluded.value
|
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""",
|
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(key, value),
|
||||
)
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self.connection.commit()
|
||||
|
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def get_setting(self, key: str, default: str | None = None) -> str | None:
|
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row = self.connection.execute("SELECT value FROM app_settings WHERE key = ?", (key,)).fetchone()
|
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return row["value"] if row else default
|
||||
|
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|
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def _decimal_to_text(value: Decimal) -> str:
|
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return str(value)
|
||||
|
||||
|
||||
def _optional_decimal_to_text(value: Decimal | None) -> str | None:
|
||||
return str(value) if value is not None else None
|
||||
|
||||
|
||||
def _text_to_decimal(value: str | None) -> Decimal | None:
|
||||
return Decimal(value) if value is not None else None
|
||||
|
||||
|
||||
def _row_to_account(row: sqlite3.Row) -> Account:
|
||||
return Account(
|
||||
id=row["id"],
|
||||
name=row["name"],
|
||||
initial_cash=Decimal(row["initial_cash"]),
|
||||
notes=row["notes"],
|
||||
)
|
||||
|
||||
|
||||
def _row_to_instrument(row: sqlite3.Row) -> Instrument:
|
||||
return Instrument(
|
||||
id=row["id"],
|
||||
code=row["code"],
|
||||
name=row["name"],
|
||||
market=row["market"],
|
||||
lot_size=row["lot_size"],
|
||||
manual_price=_text_to_decimal(row["manual_price"]),
|
||||
allow_odd_lot=bool(row["allow_odd_lot"]),
|
||||
active=bool(row["active"]),
|
||||
)
|
||||
|
||||
|
||||
def _row_to_strategy_template(row: sqlite3.Row) -> StrategyTemplate:
|
||||
return StrategyTemplate(
|
||||
id=row["id"],
|
||||
name=row["name"],
|
||||
grid_spacing_pct=Decimal(row["grid_spacing_pct"]),
|
||||
amount_per_grid=Decimal(row["amount_per_grid"]),
|
||||
base_target_amount=Decimal(row["base_target_amount"]),
|
||||
max_position_amount=Decimal(row["max_position_amount"]),
|
||||
min_lot=row["min_lot"],
|
||||
is_default=bool(row["is_default"]),
|
||||
)
|
||||
|
||||
|
||||
def _row_to_strategy_override(row: sqlite3.Row) -> StrategyOverride:
|
||||
return StrategyOverride(
|
||||
instrument_id=row["instrument_id"],
|
||||
template_id=row["template_id"],
|
||||
grid_spacing_pct=_text_to_decimal(row["grid_spacing_pct"]),
|
||||
amount_per_grid=_text_to_decimal(row["amount_per_grid"]),
|
||||
base_target_amount=_text_to_decimal(row["base_target_amount"]),
|
||||
max_position_amount=_text_to_decimal(row["max_position_amount"]),
|
||||
min_lot=row["min_lot"],
|
||||
)
|
||||
|
||||
|
||||
def _row_to_trade(row: sqlite3.Row) -> Trade:
|
||||
return Trade(
|
||||
id=row["id"],
|
||||
account_id=row["account_id"],
|
||||
instrument_id=row["instrument_id"],
|
||||
trade_date=date.fromisoformat(row["trade_date"]),
|
||||
side=TradeSide(row["side"]),
|
||||
price=Decimal(row["price"]),
|
||||
quantity=row["quantity"],
|
||||
commission=Decimal(row["commission"]),
|
||||
stamp_tax=Decimal(row["stamp_tax"]),
|
||||
transfer_fee=Decimal(row["transfer_fee"]),
|
||||
trade_group=TradeGroup(row["trade_group"]),
|
||||
notes=row["notes"],
|
||||
)
|
||||
|
||||
|
||||
def _row_to_cash_entry(row: sqlite3.Row) -> CashLedgerEntry:
|
||||
return CashLedgerEntry(
|
||||
id=row["id"],
|
||||
account_id=row["account_id"],
|
||||
instrument_id=row["instrument_id"],
|
||||
entry_date=date.fromisoformat(row["entry_date"]),
|
||||
amount=Decimal(row["amount"]),
|
||||
category=row["category"],
|
||||
notes=row["notes"],
|
||||
)
|
||||
105
tests/test_repositories.py
Normal file
105
tests/test_repositories.py
Normal file
@@ -0,0 +1,105 @@
|
||||
from datetime import date
|
||||
from decimal import Decimal
|
||||
|
||||
from grid_trading.domain.models import Account, Instrument, StrategyTemplate, Trade, TradeGroup, TradeSide
|
||||
from grid_trading.storage.repositories import Repository
|
||||
|
||||
|
||||
def test_database_round_trips_account_instrument_template_and_trade(tmp_path):
|
||||
db_path = tmp_path / "grid.db"
|
||||
repo = Repository(db_path)
|
||||
repo.initialize()
|
||||
|
||||
account = repo.save_account(Account(id=None, name="主账户", initial_cash=Decimal("100000"), notes="first"))
|
||||
template = repo.save_strategy_template(
|
||||
StrategyTemplate(
|
||||
id=None,
|
||||
name="默认模板",
|
||||
grid_spacing_pct=Decimal("0.03"),
|
||||
amount_per_grid=Decimal("5000"),
|
||||
base_target_amount=Decimal("20000"),
|
||||
max_position_amount=Decimal("80000"),
|
||||
min_lot=100,
|
||||
is_default=True,
|
||||
)
|
||||
)
|
||||
instrument = repo.save_instrument(
|
||||
Instrument(
|
||||
id=None,
|
||||
code="510300",
|
||||
name="沪深300ETF",
|
||||
market="ETF",
|
||||
lot_size=100,
|
||||
manual_price=Decimal("3.95"),
|
||||
)
|
||||
)
|
||||
trade = repo.save_trade(
|
||||
Trade(
|
||||
id=None,
|
||||
account_id=account.id,
|
||||
instrument_id=instrument.id,
|
||||
trade_date=date(2026, 7, 8),
|
||||
side=TradeSide.BUY,
|
||||
price=Decimal("3.90"),
|
||||
quantity=1000,
|
||||
commission=Decimal("5"),
|
||||
transfer_fee=Decimal("0.04"),
|
||||
trade_group=TradeGroup.GRID,
|
||||
notes="first buy",
|
||||
)
|
||||
)
|
||||
repo.close()
|
||||
|
||||
reopened = Repository(db_path)
|
||||
reopened.initialize()
|
||||
|
||||
assert reopened.list_accounts() == [account]
|
||||
assert reopened.get_default_strategy_template() == template
|
||||
assert reopened.list_instruments() == [instrument]
|
||||
assert reopened.list_trades(account_id=account.id) == [trade]
|
||||
|
||||
|
||||
def test_trade_update_and_delete_are_persistent(tmp_path):
|
||||
repo = Repository(tmp_path / "grid.db")
|
||||
repo.initialize()
|
||||
account = repo.save_account(Account(id=None, name="主账户", initial_cash=Decimal("50000")))
|
||||
instrument = repo.save_instrument(Instrument(id=None, code="600000", name="浦发银行"))
|
||||
trade = repo.save_trade(
|
||||
Trade(
|
||||
id=None,
|
||||
account_id=account.id,
|
||||
instrument_id=instrument.id,
|
||||
trade_date=date(2026, 7, 7),
|
||||
side=TradeSide.BUY,
|
||||
price=Decimal("10"),
|
||||
quantity=100,
|
||||
commission=Decimal("5"),
|
||||
trade_group=TradeGroup.BASE,
|
||||
)
|
||||
)
|
||||
|
||||
updated = repo.save_trade(
|
||||
Trade(
|
||||
id=trade.id,
|
||||
account_id=account.id,
|
||||
instrument_id=instrument.id,
|
||||
trade_date=date(2026, 7, 7),
|
||||
side=TradeSide.BUY,
|
||||
price=Decimal("9.8"),
|
||||
quantity=200,
|
||||
commission=Decimal("5"),
|
||||
trade_group=TradeGroup.BASE,
|
||||
notes="corrected",
|
||||
)
|
||||
)
|
||||
|
||||
assert repo.get_trade(trade.id) == updated
|
||||
|
||||
repo.close()
|
||||
reopened = Repository(tmp_path / "grid.db")
|
||||
reopened.initialize()
|
||||
assert reopened.get_trade(trade.id) == updated
|
||||
|
||||
reopened.delete_trade(trade.id)
|
||||
assert reopened.get_trade(trade.id) is None
|
||||
assert reopened.list_trades(account_id=account.id) == []
|
||||
Reference in New Issue
Block a user