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big-qmt/py-client/libs/__pycache__/orderbook.cpython-311.pyc

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feat libs,sdk,trend
2026-09-07 14:04:26 +08:00
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CREATE TABLE IF NOT EXISTS positions (
id INTEGER PRIMARY KEY AUTOINCREMENT,
code TEXT NOT NULL,
base_order_id TEXT NOT NULL DEFAULT '',
base_qty INTEGER NOT NULL DEFAULT 0 CHECK (base_qty >= 0),
base_cost REAL NOT NULL DEFAULT 0.0 CHECK (base_cost >= 0),
added_order_id TEXT NOT NULL DEFAULT '',
added_num INTEGER NOT NULL DEFAULT 0 CHECK (added_num >= 0),
added_qty INTEGER NOT NULL DEFAULT 0 CHECK (added_qty >= 0),
added_cost REAL NOT NULL DEFAULT 0.0 CHECK (added_cost >= 0),
status TEXT NOT NULL
);
CREATE UNIQUE INDEX IF NOT EXISTS idx_positions_code ON positions (code);
CREATE INDEX IF NOT EXISTS idx_positions_base_order_id ON positions (base_order_id);
CREATE INDEX IF NOT EXISTS idx_positions_added_order_id ON positions (added_order_id);
CREATE TABLE IF NOT EXISTS deals (
id INTEGER PRIMARY KEY,
sys_order_id TEXT NOT NULL UNIQUE CHECK (sys_order_id <> ''),
local_order_id TEXT NOT NULL,
code TEXT NOT NULL,
instrument_id TEXT NOT NULL,
exchange_id TEXT NOT NULL,
name TEXT NOT NULL,
offset_flag TEXT NOT NULL,
side TEXT NOT NULL CHECK (side IN ('BUY', 'SELL')),
status TEXT NOT NULL,
remaining_volume INTEGER NOT NULL CHECK (remaining_volume >= 0),
traded_volume INTEGER NOT NULL CHECK (traded_volume > 0),
order_time INTEGER NOT NULL,
insert_date TEXT NOT NULL,
insert_time TEXT NOT NULL,
remark TEXT NOT NULL,
price REAL NOT NULL,
trade_price REAL NOT NULL CHECK (trade_price >= 0),
trade_amount REAL NOT NULL CHECK (trade_amount > 0)
);
CREATE INDEX IF NOT EXISTS idx_deals_local_order_id ON deals (local_order_id);
CREATE INDEX IF NOT EXISTS idx_deals_code_date ON deals (code, insert_date);
CREATE INDEX IF NOT EXISTS idx_deals_date_time ON deals (insert_date, insert_time);
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(sys_order_id, local_order_id, code, instrument_id, exchange_id, name,
offset_flag, side, status, remaining_volume, traded_volume, order_time,
insert_date, insert_time, remark, price, trade_price, trade_amount)
VALUES (:sys_order_id, :local_order_id, :code, :instrument_id, :exchange_id, :name,
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(code, base_order_id, base_qty, base_cost,
added_order_id, added_num, added_qty, added_cost, status)
VALUES (:code, :base_order_id, :base_qty, :base_cost,
:added_order_id, :added_num, :added_qty, :added_cost, :status)
ON CONFLICT(code) DO UPDATE SET
base_order_id = excluded.base_order_id,
base_qty = excluded.base_qty,
base_cost = excluded.base_cost,
added_order_id = excluded.added_order_id,
added_num = excluded.added_num,
added_qty = excluded.added_qty,
added_cost = excluded.added_cost,
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