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- fixing data-type circular import
- removing HOLD signal from saving to database to reduce data size
This commit is contained in:
Vasily.onl
2025-06-12 18:39:11 +08:00
parent 0d6bfea48a
commit 061b467d43
7 changed files with 112 additions and 110 deletions
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38
database/repositories/strategy_repository.py
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@@ -8,7 +8,7 @@ from sqlalchemy import desc, and_, func
from sqlalchemy.orm import joinedload
from ..models import StrategySignal, StrategyRun
from strategies.data_types import StrategySignal as StrategySignalDataType, StrategyResult
from data.common.data_types import StrategySignal as StrategySignalDataType, StrategyResult
from .base_repository import BaseRepository, DatabaseOperationError
@@ -95,23 +95,25 @@ class StrategyRepository(BaseRepository):
with self.get_session() as session:
for result in strategy_results:
for signal in result.signals:
strategy_signal = StrategySignal(
run_id=run_id,
strategy_name=result.strategy_name,
strategy_config=None, # Could be populated from StrategyRun.config
symbol=signal.symbol,
timeframe=signal.timeframe,
timestamp=signal.timestamp,
signal_type=signal.signal_type.value,
price=Decimal(str(signal.price)),
confidence=Decimal(str(signal.confidence)),
signal_metadata={
'indicators_used': result.indicators_used,
'metadata': signal.metadata or {}
}
)
session.add(strategy_signal)
signals_stored += 1
# Only store BUY or SELL signals, not HOLD
if signal.signal_type.value in ["BUY", "SELL"]:
strategy_signal = StrategySignal(
run_id=run_id,
strategy_name=result.strategy_name,
strategy_config=None, # Could be populated from StrategyRun.config
symbol=signal.symbol,
timeframe=signal.timeframe,
timestamp=signal.timestamp,
signal_type=signal.signal_type.value,
price=Decimal(str(signal.price)),
confidence=Decimal(str(signal.confidence)),
signal_metadata={
'indicators_used': result.indicators_used,
'metadata': signal.metadata or {}
}
)
session.add(strategy_signal)
signals_stored += 1
session.commit()
self.log_info(f"Stored {signals_stored} strategy signals for run {run_id}")