Initial commit: Django quantitative strategy executor

- Django 5.2.7 project with Python 3.13+
- Quant strategy management system with version control
- Strategy implementations using registry pattern
- API endpoints for strategy listing and execution
- Sample strategy implementations (MovingAverage, RSI, BollingerBand)
- Async strategy execution with status tracking

🤖 Generated with [Claude Code](https://claude.ai/code)

Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
2025-10-04 13:50:46 +09:00
commit 01403c7df4
22 changed files with 1031 additions and 0 deletions

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# Generated by Django 5.2.7 on 2025-10-04 04:39
import django.db.models.deletion
from django.db import migrations, models
class Migration(migrations.Migration):
initial = True
dependencies = [
]
operations = [
migrations.CreateModel(
name='QuantStrategy',
fields=[
('id', models.BigAutoField(auto_created=True, primary_key=True, serialize=False, verbose_name='ID')),
('name', models.CharField(max_length=100, unique=True)),
('description', models.TextField(blank=True)),
('created_at', models.DateTimeField(auto_now_add=True)),
('updated_at', models.DateTimeField(auto_now=True)),
('is_active', models.BooleanField(default=True)),
],
options={
'verbose_name_plural': 'Quant Strategies',
},
),
migrations.CreateModel(
name='StrategyVersion',
fields=[
('id', models.BigAutoField(auto_created=True, primary_key=True, serialize=False, verbose_name='ID')),
('version', models.CharField(max_length=20)),
('code', models.TextField()),
('parameters', models.JSONField(blank=True, default=dict)),
('created_at', models.DateTimeField(auto_now_add=True)),
('is_current', models.BooleanField(default=False)),
('strategy', models.ForeignKey(on_delete=django.db.models.deletion.CASCADE, related_name='versions', to='strategies.quantstrategy')),
],
options={
'ordering': ['-created_at'],
'unique_together': {('strategy', 'version')},
},
),
migrations.CreateModel(
name='StrategyExecution',
fields=[
('id', models.BigAutoField(auto_created=True, primary_key=True, serialize=False, verbose_name='ID')),
('execution_parameters', models.JSONField(blank=True, default=dict)),
('status', models.CharField(choices=[('pending', 'Pending'), ('running', 'Running'), ('completed', 'Completed'), ('failed', 'Failed')], default='pending', max_length=20)),
('started_at', models.DateTimeField(auto_now_add=True)),
('completed_at', models.DateTimeField(blank=True, null=True)),
('result', models.JSONField(blank=True, null=True)),
('error_message', models.TextField(blank=True)),
('strategy_version', models.ForeignKey(on_delete=django.db.models.deletion.CASCADE, to='strategies.strategyversion')),
],
options={
'ordering': ['-started_at'],
},
),
]

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# Generated by Django 5.2.7 on 2025-10-04 04:44
from django.db import migrations, models
class Migration(migrations.Migration):
dependencies = [
('strategies', '0001_initial'),
]
operations = [
migrations.RemoveField(
model_name='strategyversion',
name='code',
),
migrations.AddField(
model_name='strategyversion',
name='implementation_key',
field=models.CharField(default='', help_text='전략 구현체의 레지스트리 키', max_length=200),
),
]

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