feat: add grid trading calculations

src/grid_trading/domain/models.py

@@ -0,0 +1,146 @@
+from __future__ import annotations
+
+from dataclasses import dataclass
+from datetime import date
+from decimal import Decimal
+from enum import StrEnum
+
+
+class TradeSide(StrEnum):
+    BUY = "buy"
+    SELL = "sell"
+
+
+class TradeGroup(StrEnum):
+    BASE = "base"
+    GRID = "grid"
+    OTHER = "other"
+
+
+@dataclass(frozen=True)
+class Account:
+    id: int | None
+    name: str
+    initial_cash: Decimal
+    notes: str = ""
+
+
+@dataclass(frozen=True)
+class Instrument:
+    id: int | None
+    code: str
+    name: str
+    market: str = "A"
+    lot_size: int = 100
+    manual_price: Decimal | None = None
+    allow_odd_lot: bool = False
+    active: bool = True
+
+
+@dataclass(frozen=True)
+class StrategyTemplate:
+    id: int | None
+    name: str
+    grid_spacing_pct: Decimal
+    amount_per_grid: Decimal
+    base_target_amount: Decimal
+    max_position_amount: Decimal
+    min_lot: int = 100
+    is_default: bool = False
+
+
+@dataclass(frozen=True)
+class StrategyOverride:
+    instrument_id: int
+    template_id: int | None = None
+    grid_spacing_pct: Decimal | None = None
+    amount_per_grid: Decimal | None = None
+    base_target_amount: Decimal | None = None
+    max_position_amount: Decimal | None = None
+    min_lot: int | None = None
+
+
+@dataclass(frozen=True)
+class Trade:
+    id: int | None
+    account_id: int
+    instrument_id: int
+    trade_date: date
+    side: TradeSide
+    price: Decimal
+    quantity: int
+    commission: Decimal = Decimal("0")
+    stamp_tax: Decimal = Decimal("0")
+    transfer_fee: Decimal = Decimal("0")
+    trade_group: TradeGroup = TradeGroup.GRID
+    notes: str = ""
+
+    @property
+    def gross_amount(self) -> Decimal:
+        return self.price * Decimal(self.quantity)
+
+    @property
+    def total_fee(self) -> Decimal:
+        return self.commission + self.stamp_tax + self.transfer_fee
+
+
+@dataclass(frozen=True)
+class CashLedgerEntry:
+    id: int | None
+    account_id: int
+    entry_date: date
+    amount: Decimal
+    category: str
+    instrument_id: int | None = None
+    notes: str = ""
+
+
+@dataclass(frozen=True)
+class FeeRules:
+    commission_rate: Decimal
+    min_commission: Decimal
+    stamp_tax_rate: Decimal
+    transfer_fee_rate: Decimal
+
+
+@dataclass(frozen=True)
+class FeeEstimate:
+    commission: Decimal
+    stamp_tax: Decimal
+    transfer_fee: Decimal
+
+    @property
+    def total(self) -> Decimal:
+        return self.commission + self.stamp_tax + self.transfer_fee
+
+
+@dataclass(frozen=True)
+class PositionSummary:
+    instrument_id: int
+    code: str
+    name: str
+    market: str
+    current_price: Decimal | None
+    price_source: str
+    total_quantity: int
+    available_quantity: int
+    base_quantity: int
+    grid_quantity: int
+    other_quantity: int
+    remaining_cost: Decimal
+    cost_price: Decimal | None
+    position_breakeven_price: Decimal | None
+    account_breakeven_price: Decimal | None
+    realized_pnl: Decimal
+    grid_profit: Decimal
+    floating_pnl: Decimal | None
+    market_value: Decimal | None
+
+
+@dataclass(frozen=True)
+class AccountSummary:
+    total_assets: Decimal
+    cash: Decimal
+    market_value: Decimal
+    floating_pnl: Decimal
+    capital_usage_rate: Decimal