first commit

backend/app/models.py

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+"""ORM 模型。
+
+Candle 表设计与 TimescaleDB hypertable 完全兼容：将来在目标 PG 库执行
+  SELECT create_hypertable('candles', 'ts');
+即可升级为时序表 + Continuous Aggregates 多周期预聚合，无需改表结构。
+"""
+from datetime import datetime
+
+from sqlalchemy import DateTime, Float, Integer, String, UniqueConstraint
+from sqlalchemy.orm import Mapped, mapped_column
+
+from .db import Base
+
+
+def _utcnow() -> datetime:
+    # naive UTC，避免 SQLite 存储时区带来的麻烦
+    from datetime import timezone
+    return datetime.now(timezone.utc).replace(tzinfo=None)
+
+
+class Candle(Base):
+    __tablename__ = "candles"
+
+    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
+    symbol: Mapped[str] = mapped_column(String(16), index=True)
+    timeframe: Mapped[str] = mapped_column(String(4), default="1d", index=True)
+    ts: Mapped[datetime] = mapped_column(DateTime, index=True)  # bar 开始时间
+    open: Mapped[float] = mapped_column(Float)
+    high: Mapped[float] = mapped_column(Float)
+    low: Mapped[float] = mapped_column(Float)
+    close: Mapped[float] = mapped_column(Float)
+    volume: Mapped[float] = mapped_column(Float)
+
+    __table_args__ = (
+        UniqueConstraint("symbol", "timeframe", "ts", name="uq_candle_sym_tf_ts"),
+    )
+
+
+class BacktestRun(Base):
+    """回测运行注册表（可复现/可审计/可回归对比的基础）。
+
+    完整版应记录 策略版本 + 参数快照 + 数据快照（复权/数据源/库版本）+ 环境指纹 + 结果指纹。
+    MVP 先落关键字段，结构就位。
+    """
+    __tablename__ = "backtest_runs"
+
+    id: Mapped[int] = mapped_column(Integer, primary_key=True, autoincrement=True)
+    created_at: Mapped[datetime] = mapped_column(DateTime, default=_utcnow)
+    symbol: Mapped[str] = mapped_column(String(16))
+    strategy: Mapped[str] = mapped_column(String(64))
+    timeframe: Mapped[str] = mapped_column(String(4), default="1d")
+    params_json: Mapped[str] = mapped_column(String, default="{}")
+    initial_cash: Mapped[float] = mapped_column(Float, default=100000.0)
+    total_return: Mapped[float] = mapped_column(Float, default=0.0)
+    max_drawdown: Mapped[float] = mapped_column(Float, default=0.0)
+    sharpe: Mapped[float] = mapped_column(Float, default=0.0)
+    num_trades: Mapped[int] = mapped_column(Integer, default=0)