crypto_monitor/lib/options/options_review_db.py

"""期权复盘(含对冲) SQLite 表."""
from __future__ import annotations

import sqlite3


SOURCE_OPTION = "option_spot"
SOURCE_PERP_OPTIONS = "perp_options"
SOURCE_OPTIONS_OPTIONS = "options_options"
SOURCE_TYPES = (SOURCE_OPTION, SOURCE_PERP_OPTIONS, SOURCE_OPTIONS_OPTIONS)


def init_options_review_tables(conn: sqlite3.Connection) -> None:
    conn.execute(
        """
        CREATE TABLE IF NOT EXISTS options_review_trades (
            id INTEGER PRIMARY KEY AUTOINCREMENT,
            source_type TEXT NOT NULL,
            history_key TEXT NOT NULL UNIQUE,
            underlying TEXT,
            opened_at TEXT,
            closed_at TEXT,
            hold_seconds INTEGER,
            realized_pnl_total REAL,
            status_raw TEXT,
            synced_at TEXT,
            -- 纯期权
            pos_id TEXT,
            inst_id TEXT,
            opt_type TEXT,
            strike REAL,
            exp_time TEXT,
            sheets INTEGER,
            open_avg REAL,
            close_avg REAL,
            premium_paid REAL,
            realized_pnl REAL,
            -- 对冲计划
            hedge_plan_id INTEGER,
            plan_close_reason TEXT,
            realized_pnl_perp REAL,
            realized_pnl_options REAL,
            premium_total REAL,
            direction TEXT,
            tp REAL,
            sl REAL,
            target_price REAL,
            target_price_up REAL,
            target_price_down REAL,
            legs_json TEXT,
            -- 双计防护:纯期权腿已归属对冲计划
            linked_hedge_plan_id INTEGER,
            excluded_as_hedge_leg INTEGER DEFAULT 0
        )
        """
    )
    conn.execute(
        """
        CREATE UNIQUE INDEX IF NOT EXISTS idx_options_review_trades_history_key
        ON options_review_trades(history_key)
        """
    )
    conn.execute(
        """
        CREATE UNIQUE INDEX IF NOT EXISTS idx_options_review_trades_hedge_plan
        ON options_review_trades(hedge_plan_id)
        WHERE hedge_plan_id IS NOT NULL
        """
    )
    conn.execute(
        """
        CREATE INDEX IF NOT EXISTS idx_options_review_trades_closed
        ON options_review_trades(closed_at)
        """
    )
    conn.execute(
        """
        CREATE INDEX IF NOT EXISTS idx_options_review_trades_source
        ON options_review_trades(source_type)
        """
    )
    conn.execute(
        """
        CREATE TABLE IF NOT EXISTS options_review_entries (
            id INTEGER PRIMARY KEY AUTOINCREMENT,
            trade_id INTEGER NOT NULL UNIQUE,
            strategy_tag TEXT,
            direction_view TEXT,
            entry_logic TEXT,
            exit_reason TEXT,
            followed_plan TEXT,
            mistake_tags TEXT,
            result_tag TEXT,
            note TEXT,
            images_json TEXT,
            image TEXT,
            reviewed_at TEXT,
            updated_at TEXT,
            FOREIGN KEY(trade_id) REFERENCES options_review_trades(id)
        )
        """
    )
    conn.execute(
        """
        CREATE TABLE IF NOT EXISTS options_review_sync_state (
            key TEXT PRIMARY KEY,
            value TEXT,
            updated_at TEXT
        )
        """
    )
    conn.execute(
        """
        CREATE TABLE IF NOT EXISTS options_review_hidden (
            history_key TEXT PRIMARY KEY,
            inst_id TEXT,
            closed_at TEXT,
            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
        )
        """
    )
    conn.execute(
        """
        CREATE INDEX IF NOT EXISTS idx_options_review_hidden_inst
        ON options_review_hidden(inst_id, closed_at)
        """
    )
    _ensure_column(conn, "options_review_trades", "linked_hedge_plan_id", "INTEGER")
    _ensure_column(conn, "options_review_trades", "excluded_as_hedge_leg", "INTEGER DEFAULT 0")
    _ensure_column(conn, "options_review_trades", "target_price_up", "REAL")
    _ensure_column(conn, "options_review_trades", "target_price_down", "REAL")


def _ensure_column(conn: sqlite3.Connection, table: str, col: str, typedef: str) -> None:
    rows = conn.execute(f"PRAGMA table_info({table})").fetchall()
    names: set[str] = set()
    for r in rows:
        try:
            names.add(str(r["name"]))
        except (TypeError, KeyError, IndexError):
            names.add(str(r[1]))
    if col not in names:
        conn.execute(f"ALTER TABLE {table} ADD COLUMN {col} {typedef}")