dekun
10128d18bc
Import closed OKX option history and closed hedge plans into one list for journaling, images, and stats without mixing contract reviews. Co-authored-by: Cursor <cursoragent@cursor.com>
135 lines
3.8 KiB
Python
135 lines
3.8 KiB
Python
"""期权模块 SQLite 表."""
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from __future__ import annotations
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import sqlite3
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def init_options_tables(conn: sqlite3.Connection) -> None:
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from lib.options.options_review_db import init_options_review_tables
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conn.execute(
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"""
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CREATE TABLE IF NOT EXISTS options_trades (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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inst_id TEXT NOT NULL,
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underlying TEXT NOT NULL,
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opt_type TEXT NOT NULL,
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strike REAL,
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exp_time TEXT,
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sheets INTEGER NOT NULL,
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eth_amount REAL NOT NULL,
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open_quote REAL,
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premium_paid REAL,
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status TEXT DEFAULT 'open',
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close_quote REAL,
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premium_received REAL,
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realized_pnl REAL,
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profit_alert_sent INTEGER DEFAULT 0,
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signal_note TEXT,
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exchange_ord_id TEXT,
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close_ord_id TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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closed_at TIMESTAMP
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)
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"""
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)
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conn.execute(
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"""
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CREATE TABLE IF NOT EXISTS options_convert_log (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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from_ccy TEXT,
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to_ccy TEXT,
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rfq_sz REAL,
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received_sz REAL,
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quote_id TEXT,
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status TEXT,
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message TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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)
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"""
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)
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conn.execute(
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"""
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CREATE TABLE IF NOT EXISTS options_history_hidden (
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history_key TEXT PRIMARY KEY,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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)
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"""
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)
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conn.execute(
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"""
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CREATE TABLE IF NOT EXISTS options_transfer_log (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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ccy TEXT,
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amount REAL,
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from_account TEXT,
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to_account TEXT,
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status TEXT,
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message TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP
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)
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"""
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)
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conn.execute(
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"""
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CREATE TABLE IF NOT EXISTS options_target_monitors (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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inst_id TEXT NOT NULL,
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underlying TEXT,
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opt_type TEXT,
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target_index REAL NOT NULL,
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trade_id INTEGER,
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sheets INTEGER,
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status TEXT DEFAULT 'active',
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trigger_idx REAL,
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close_ord_id TEXT,
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message TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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triggered_at TIMESTAMP
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)
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"""
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)
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conn.execute(
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"""
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CREATE INDEX IF NOT EXISTS idx_options_target_monitors_status
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ON options_target_monitors(status)
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"""
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)
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init_options_review_tables(conn)
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def sum_open_premium_paid(conn: sqlite3.Connection, inst_id: str) -> float | None:
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"""同合约所有 open 腿权利金合计(加仓后显示/门控用)."""
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inst = (inst_id or "").strip()
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if not inst:
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return None
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row = conn.execute(
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"""
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SELECT SUM(premium_paid) AS total, COUNT(*) AS n
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FROM options_trades
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WHERE inst_id = ? AND status = 'open' AND premium_paid IS NOT NULL
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""",
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(inst,),
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).fetchone()
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if not row or int(row["n"] or 0) < 1:
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return None
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return round(float(row["total"] or 0), 4)
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def sum_open_sheets(conn: sqlite3.Connection, inst_id: str) -> int | None:
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"""同合约所有 open 腿张数合计."""
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inst = (inst_id or "").strip()
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if not inst:
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return None
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row = conn.execute(
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"""
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SELECT SUM(sheets) AS total, COUNT(*) AS n
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FROM options_trades
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WHERE inst_id = ? AND status = 'open'
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""",
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(inst,),
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).fetchone()
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if not row or int(row["n"] or 0) < 1:
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return None
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return int(row["total"] or 0)
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