Files
executor/strategies/models.py

86 lines
3.2 KiB
Python

from django.db import models
from django.core.exceptions import ValidationError
import json
from .base import StrategyRegistry
class QuantStrategy(models.Model):
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)
def __str__(self):
return self.name
class Meta:
verbose_name_plural = "Quant Strategies"
class StrategyVersion(models.Model):
strategy = models.ForeignKey(QuantStrategy, on_delete=models.CASCADE, related_name='versions')
version = models.CharField(max_length=20)
implementation_key = models.CharField(max_length=200, default="", help_text="전략 구현체의 레지스트리 키")
parameters = models.JSONField(default=dict, blank=True)
created_at = models.DateTimeField(auto_now_add=True)
is_current = models.BooleanField(default=False)
def clean(self):
if self.is_current:
StrategyVersion.objects.filter(
strategy=self.strategy,
is_current=True
).exclude(pk=self.pk).update(is_current=False)
if not self.implementation_key:
self.implementation_key = StrategyRegistry.get_strategy_key(
self.strategy.name, self.version
)
def save(self, *args, **kwargs):
self.clean()
super().save(*args, **kwargs)
def get_strategy_implementation(self):
"""전략 구현체 인스턴스를 반환합니다"""
try:
name, version = self.implementation_key.split(':')
return StrategyRegistry.get_strategy(name, version)
except ValueError:
raise ValidationError(f"Invalid implementation key: {self.implementation_key}")
def __str__(self):
return f"{self.strategy.name} v{self.version}"
class Meta:
unique_together = ['strategy', 'version']
ordering = ['-created_at']
class StrategyExecution(models.Model):
EXECUTION_STATUS = [
('pending', 'Pending'),
('running', 'Running'),
('completed', 'Completed'),
('failed', 'Failed'),
]
strategy_version = models.ForeignKey(StrategyVersion, on_delete=models.CASCADE)
execution_parameters = models.JSONField(default=dict, blank=True)
status = models.CharField(max_length=20, choices=EXECUTION_STATUS, default='pending')
started_at = models.DateTimeField(auto_now_add=True)
completed_at = models.DateTimeField(null=True, blank=True)
result = models.JSONField(null=True, blank=True)
error_message = models.TextField(blank=True)
callback_url = models.URLField(max_length=500, blank=True, null=True, help_text="전략 실행 완료 후 결과를 전송할 콜백 URL")
callback_sent = models.BooleanField(default=False, help_text="콜백 전송 완료 여부")
callback_sent_at = models.DateTimeField(null=True, blank=True, help_text="콜백 전송 일시")
callback_response = models.JSONField(null=True, blank=True, help_text="콜백 응답 데이터")
def __str__(self):
return f"Execution of {self.strategy_version} - {self.status}"
class Meta:
ordering = ['-started_at']