TCPDashboard/database/models.py

"""
Database Models for Crypto Trading Bot Platform
SQLAlchemy models corresponding to the database schema
"""

from datetime import datetime
from decimal import Decimal
from typing import Optional, Dict, Any

from sqlalchemy import (
    Boolean, Column, DateTime, ForeignKey, Integer, 
    String, Text, DECIMAL, JSON, Index, CheckConstraint,
    UniqueConstraint, text
)
from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy.orm import relationship
from sqlalchemy.sql import func

# Create base class for all models
Base = declarative_base()


class MarketData(Base):
    """OHLCV Market Data - Primary table for bot operations"""
    __tablename__ = 'market_data'
    
    id = Column(Integer, primary_key=True)
    exchange = Column(String(50), nullable=False, default='okx')
    symbol = Column(String(20), nullable=False)
    timeframe = Column(String(5), nullable=False)  # 1m, 5m, 15m, 1h, 4h, 1d
    timestamp = Column(DateTime(timezone=True), nullable=False)
    open = Column(DECIMAL(18, 8), nullable=False)
    high = Column(DECIMAL(18, 8), nullable=False)
    low = Column(DECIMAL(18, 8), nullable=False)
    close = Column(DECIMAL(18, 8), nullable=False)
    volume = Column(DECIMAL(18, 8), nullable=False)
    trades_count = Column(Integer)
    created_at = Column(DateTime(timezone=True), default=func.now())
    
    # Constraints
    __table_args__ = (
        UniqueConstraint('exchange', 'symbol', 'timeframe', 'timestamp', name='unique_market_data'),
        Index('idx_market_data_lookup', 'symbol', 'timeframe', 'timestamp'),
        Index('idx_market_data_recent', 'timestamp'),
        Index('idx_market_data_symbol', 'symbol'),
        Index('idx_market_data_timeframe', 'timeframe'),
    )
    
    def __repr__(self):
        return f"<MarketData({self.symbol} {self.timeframe} {self.timestamp} O:{self.open} C:{self.close})>"


class RawTrade(Base):
    """Raw Trade Data - Optional table for detailed backtesting"""
    __tablename__ = 'raw_trades'
    
    id = Column(Integer, primary_key=True)
    exchange = Column(String(50), nullable=False, default='okx')
    symbol = Column(String(20), nullable=False)
    timestamp = Column(DateTime(timezone=True), nullable=False)
    type = Column(String(10), nullable=False)  # trade, order, balance, tick, books
    data = Column(JSON, nullable=False)  # Response from exchange
    created_at = Column(DateTime(timezone=True), default=func.now())
    
    __table_args__ = (
        Index('idx_raw_trades_symbol_time', 'symbol', 'timestamp'),
        Index('idx_raw_trades_type', 'type'),
    )
    
    def __repr__(self):
        return f"<RawTrade({self.symbol} {self.type} {self.timestamp})>"


class Bot(Base):
    """Bot Management - Bot instances with configuration"""
    __tablename__ = 'bots'
    
    id = Column(Integer, primary_key=True)
    name = Column(String(100), nullable=False)
    strategy_name = Column(String(50), nullable=False)
    symbol = Column(String(20), nullable=False)
    timeframe = Column(String(5), nullable=False)
    status = Column(String(20), nullable=False, default='inactive')
    config_file = Column(String(200))  # Path to JSON config
    virtual_balance = Column(DECIMAL(18, 8), default=Decimal('10000'))
    current_balance = Column(DECIMAL(18, 8), default=Decimal('10000'))
    last_heartbeat = Column(DateTime(timezone=True))
    created_at = Column(DateTime(timezone=True), default=func.now())
    updated_at = Column(DateTime(timezone=True), default=func.now(), onupdate=func.now())
    
    # Relationships
    signals = relationship("Signal", back_populates="bot", cascade="all, delete-orphan")
    trades = relationship("Trade", back_populates="bot", cascade="all, delete-orphan")
    performance = relationship("BotPerformance", back_populates="bot", cascade="all, delete-orphan")
    
    __table_args__ = (
        CheckConstraint("status IN ('active', 'inactive', 'error', 'paused')", name='chk_bot_status'),
        Index('idx_bots_status', 'status'),
        Index('idx_bots_symbol', 'symbol'),
        Index('idx_bots_strategy', 'strategy_name'),
        Index('idx_bots_last_heartbeat', 'last_heartbeat'),
    )
    
    @property
    def pnl(self) -> Decimal:
        """Calculate current profit/loss"""
        return self.current_balance - self.virtual_balance
    
    @property
    def is_active(self) -> bool:
        """Check if bot is currently active"""
        return self.status == 'active'
    
    def __repr__(self):
        return f"<Bot({self.name} - {self.strategy_name} - {self.status})>"


class Signal(Base):
    """Trading Signals - Generated by strategies for analysis"""
    __tablename__ = 'signals'
    
    id = Column(Integer, primary_key=True)
    bot_id = Column(Integer, ForeignKey('bots.id', ondelete='CASCADE'), nullable=False)
    timestamp = Column(DateTime(timezone=True), nullable=False)
    signal_type = Column(String(10), nullable=False)  # buy, sell, hold
    price = Column(DECIMAL(18, 8))
    confidence = Column(DECIMAL(5, 4))  # 0.0000 to 1.0000
    indicators = Column(JSON)  # Technical indicator values
    created_at = Column(DateTime(timezone=True), default=func.now())
    
    # Relationships
    bot = relationship("Bot", back_populates="signals")
    trades = relationship("Trade", back_populates="signal")
    
    __table_args__ = (
        CheckConstraint("signal_type IN ('buy', 'sell', 'hold')", name='chk_signal_type'),
        CheckConstraint("confidence >= 0 AND confidence <= 1", name='chk_confidence'),
        Index('idx_signals_bot_time', 'bot_id', 'timestamp'),
        Index('idx_signals_type', 'signal_type'),
        Index('idx_signals_timestamp', 'timestamp'),
    )
    
    def __repr__(self):
        return f"<Signal({self.signal_type} - {self.price} - {self.confidence})>"


class Trade(Base):
    """Trade Execution Records - Virtual trading results"""
    __tablename__ = 'trades'
    
    id = Column(Integer, primary_key=True)
    bot_id = Column(Integer, ForeignKey('bots.id', ondelete='CASCADE'), nullable=False)
    signal_id = Column(Integer, ForeignKey('signals.id', ondelete='SET NULL'))
    timestamp = Column(DateTime(timezone=True), nullable=False)
    side = Column(String(5), nullable=False)  # buy, sell
    price = Column(DECIMAL(18, 8), nullable=False)
    quantity = Column(DECIMAL(18, 8), nullable=False)
    fees = Column(DECIMAL(18, 8), default=Decimal('0'))
    pnl = Column(DECIMAL(18, 8))  # Profit/loss for this trade
    balance_after = Column(DECIMAL(18, 8))  # Portfolio balance after trade
    created_at = Column(DateTime(timezone=True), default=func.now())
    
    # Relationships
    bot = relationship("Bot", back_populates="trades")
    signal = relationship("Signal", back_populates="trades")
    
    __table_args__ = (
        CheckConstraint("side IN ('buy', 'sell')", name='chk_trade_side'),
        CheckConstraint("price > 0", name='chk_positive_price'),
        CheckConstraint("quantity > 0", name='chk_positive_quantity'),
        CheckConstraint("fees >= 0", name='chk_non_negative_fees'),
        Index('idx_trades_bot_time', 'bot_id', 'timestamp'),
        Index('idx_trades_side', 'side'),
        Index('idx_trades_timestamp', 'timestamp'),
    )
    
    @property
    def trade_value(self) -> Decimal:
        """Calculate the total value of this trade"""
        return self.price * self.quantity
    
    @property
    def net_pnl(self) -> Decimal:
        """Calculate net PnL after fees"""
        return (self.pnl or Decimal('0')) - self.fees
    
    def __repr__(self):
        return f"<Trade({self.side} {self.quantity} @ {self.price} - PnL: {self.pnl})>"


class BotPerformance(Base):
    """Bot Performance Snapshots - For portfolio visualization"""
    __tablename__ = 'bot_performance'
    
    id = Column(Integer, primary_key=True)
    bot_id = Column(Integer, ForeignKey('bots.id', ondelete='CASCADE'), nullable=False)
    timestamp = Column(DateTime(timezone=True), nullable=False)
    total_value = Column(DECIMAL(18, 8), nullable=False)
    cash_balance = Column(DECIMAL(18, 8), nullable=False)
    crypto_balance = Column(DECIMAL(18, 8), nullable=False)
    total_trades = Column(Integer, default=0)
    winning_trades = Column(Integer, default=0)
    total_fees = Column(DECIMAL(18, 8), default=Decimal('0'))
    created_at = Column(DateTime(timezone=True), default=func.now())
    
    # Relationships
    bot = relationship("Bot", back_populates="performance")
    
    __table_args__ = (
        CheckConstraint(
            "total_value >= 0 AND cash_balance >= 0 AND crypto_balance >= 0 AND "
            "total_trades >= 0 AND winning_trades >= 0 AND total_fees >= 0",
            name='chk_non_negative_values'
        ),
        CheckConstraint("winning_trades <= total_trades", name='chk_winning_trades_logic'),
        Index('idx_bot_performance_bot_time', 'bot_id', 'timestamp'),
        Index('idx_bot_performance_timestamp', 'timestamp'),
    )
    
    @property
    def win_rate(self) -> float:
        """Calculate win rate percentage"""
        if self.total_trades == 0:
            return 0.0
        return (self.winning_trades / self.total_trades) * 100
    
    @property
    def portfolio_allocation(self) -> Dict[str, float]:
        """Calculate portfolio allocation percentages"""
        if self.total_value == 0:
            return {"cash": 0.0, "crypto": 0.0}
        
        cash_pct = float(self.cash_balance / self.total_value * 100)
        crypto_pct = float(self.crypto_balance / self.total_value * 100)
        
        return {"cash": cash_pct, "crypto": crypto_pct}
    
    def __repr__(self):
        return f"<BotPerformance(Bot {self.bot_id} - Value: {self.total_value} - Win Rate: {self.win_rate:.2f}%)>"


# Reference tables for system configuration
class SupportedTimeframe(Base):
    """Supported timeframes configuration"""
    __tablename__ = 'supported_timeframes'
    
    timeframe = Column(String(5), primary_key=True)
    description = Column(String(50))
    minutes = Column(Integer)
    
    def __repr__(self):
        return f"<SupportedTimeframe({self.timeframe} - {self.description})>"


class SupportedExchange(Base):
    """Supported exchanges configuration"""
    __tablename__ = 'supported_exchanges'
    
    exchange = Column(String(50), primary_key=True)
    name = Column(String(100))
    api_url = Column(String(200))
    enabled = Column(Boolean, default=True)
    
    def __repr__(self):
        return f"<SupportedExchange({self.exchange} - {self.name} - Enabled: {self.enabled})>"


# Helper functions for model operations
def get_model_by_table_name(table_name: str):
    """Get model class by table name"""
    table_to_model = {
        'market_data': MarketData,
        'raw_trades': RawTrade,
        'bots': Bot,
        'signals': Signal,
        'trades': Trade,
        'bot_performance': BotPerformance,
        'supported_timeframes': SupportedTimeframe,
        'supported_exchanges': SupportedExchange,
    }
    return table_to_model.get(table_name)


def create_all_tables(engine):
    """Create all tables in the database"""
    Base.metadata.create_all(engine)


def drop_all_tables(engine):
    """Drop all tables from the database"""
    Base.metadata.drop_all(engine)