增加策略交易

strategy_db.py

@@ -0,0 +1,43 @@
+"""策略交易相关表结构（各所 crypto.db 共用 schema）。"""
+
+ROLL_GROUPS_SQL = """
+CREATE TABLE IF NOT EXISTS roll_groups (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    order_monitor_id INTEGER,
+    symbol TEXT NOT NULL,
+    exchange_symbol TEXT,
+    direction TEXT NOT NULL,
+    initial_take_profit REAL,
+    initial_stop_loss REAL,
+    current_stop_loss REAL,
+    risk_percent REAL DEFAULT 2,
+    leg_count INTEGER DEFAULT 0,
+    status TEXT DEFAULT 'active',
+    created_at TEXT,
+    updated_at TEXT
+)
+"""
+
+ROLL_LEGS_SQL = """
+CREATE TABLE IF NOT EXISTS roll_legs (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    roll_group_id INTEGER NOT NULL,
+    leg_index INTEGER NOT NULL,
+    add_mode TEXT NOT NULL,
+    fib_upper REAL,
+    fib_lower REAL,
+    limit_price REAL,
+    fill_price REAL,
+    amount REAL,
+    new_stop_loss REAL,
+    exchange_order_id TEXT,
+    status TEXT DEFAULT 'filled',
+    created_at TEXT,
+    FOREIGN KEY (roll_group_id) REFERENCES roll_groups(id)
+)
+"""
+
+
+def init_strategy_tables(conn) -> None:
+    conn.execute(ROLL_GROUPS_SQL)
+    conn.execute(ROLL_LEGS_SQL)