This commit is contained in:
Vasily.onl
2025-06-13 18:01:52 +08:00
17 changed files with 6691 additions and 120 deletions

View File

@@ -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}")
@@ -181,6 +183,43 @@ class StrategyRepository(BaseRepository):
self.log_error(f"Error retrieving strategy signals: {e}")
raise DatabaseOperationError(f"Failed to retrieve strategy signals: {e}")
def store_signals_batch(self, signal_data_list: List[Dict[str, Any]]) -> int:
"""
Store a batch of real-time strategy signals.
Args:
signal_data_list: List of signal data dictionaries
Returns:
Number of signals stored
"""
try:
signals_stored = 0
with self.get_session() as session:
for signal_data in signal_data_list:
strategy_signal = StrategySignal(
run_id=None, # Real-time signals don't have a run_id
strategy_name=signal_data.get('strategy_name'),
strategy_config=signal_data.get('strategy_config'),
symbol=signal_data.get('symbol'),
timeframe=signal_data.get('timeframe'),
timestamp=signal_data.get('timestamp'),
signal_type=signal_data.get('signal_type', 'HOLD'),
price=Decimal(str(signal_data.get('price'))) if signal_data.get('price') else None,
confidence=Decimal(str(signal_data.get('confidence', 0.0))),
signal_metadata=signal_data.get('signal_metadata', {})
)
session.add(strategy_signal)
signals_stored += 1
session.commit()
self.log_info(f"Stored batch of {signals_stored} real-time strategy signals")
return signals_stored
except Exception as e:
self.log_error(f"Error storing signals batch: {e}")
raise DatabaseOperationError(f"Failed to store signals batch: {e}")
def get_strategy_signal_stats(self, run_id: Optional[int] = None) -> Dict[str, Any]:
"""Get statistics about strategy signals."""
try: