feat: Add trading plan model and database schema for managing trading strategies
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src/trading/trading_plan.py
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209
src/trading/trading_plan.py
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from datetime import datetime
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from enum import Enum
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from typing import Optional, Dict, Any
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from dataclasses import dataclass
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from db.db_connection import create_client
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class PlanStatus(Enum):
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ACTIVE = 'active'
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ARCHIVED = 'archived'
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TESTING = 'testing'
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DEPRECATED = 'deprecated'
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class Timeframe(Enum):
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DAILY = 'daily'
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WEEKLY = 'weekly'
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HOURLY = 'hourly'
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MIN_15 = '15-min'
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MIN_30 = '30-min'
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MIN_5 = '5-min'
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class MarketFocus(Enum):
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STOCKS = 'stocks'
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CRYPTO = 'crypto'
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FOREX = 'forex'
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OPTIONS = 'options'
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FUTURES = 'futures'
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class TradeFrequency(Enum):
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DAILY = 'daily'
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WEEKLY = 'weekly'
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MONTHLY = 'monthly'
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AS_NEEDED = 'as-needed'
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@dataclass
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class TradingPlan:
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# General Info
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plan_name: str
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status: PlanStatus
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created_at: datetime = None
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updated_at: datetime = None
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id: int = None
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# Strategy Definition
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timeframe: Timeframe
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market_focus: MarketFocus
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entry_criteria: str
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exit_criteria: str
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stop_loss: float
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profit_target: float
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risk_reward_ratio: float
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trade_frequency: TradeFrequency
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market_conditions: str
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indicators_used: str
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# Trade Execution Rules
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entry_confirmation: str
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position_sizing: float
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maximum_drawdown: float
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max_trades_per_day: int
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max_trades_per_week: int
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# Risk Management
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total_risk_per_trade: float
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max_portfolio_risk: float
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adjustments_for_drawdown: str
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risk_controls: str
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# Performance Tracking
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win_rate: Optional[float] = None
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average_return_per_trade: Optional[float] = None
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profit_factor: Optional[float] = None
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historical_backtest_results: Optional[str] = None
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real_trade_performance: Optional[str] = None
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# Notes & Evolution
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improvements_needed: Optional[str] = None
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strategy_version: int = 1
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plan_author: str
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trade_review_notes: Optional[str] = None
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future_testing_ideas: Optional[str] = None
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# Optional fields
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sector_focus: Optional[str] = None
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fundamental_criteria: Optional[str] = None
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options_strategy_details: Optional[str] = None
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def create_trading_plan_table():
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"""Create the trading plans table if it doesn't exist"""
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with create_client() as client:
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query = """
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CREATE TABLE IF NOT EXISTS trading_plans (
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id Int32,
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plan_name String,
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status String,
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created_at DateTime,
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updated_at DateTime,
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timeframe String,
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market_focus String,
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entry_criteria String,
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exit_criteria String,
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stop_loss Float64,
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profit_target Float64,
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risk_reward_ratio Float64,
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trade_frequency String,
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market_conditions String,
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indicators_used String,
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entry_confirmation String,
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position_sizing Float64,
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maximum_drawdown Float64,
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max_trades_per_day Int32,
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max_trades_per_week Int32,
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total_risk_per_trade Float64,
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max_portfolio_risk Float64,
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adjustments_for_drawdown String,
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risk_controls String,
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win_rate Nullable(Float64),
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average_return_per_trade Nullable(Float64),
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profit_factor Nullable(Float64),
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historical_backtest_results Nullable(String),
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real_trade_performance Nullable(String),
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improvements_needed Nullable(String),
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strategy_version Int32,
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plan_author String,
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trade_review_notes Nullable(String),
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future_testing_ideas Nullable(String),
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sector_focus Nullable(String),
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fundamental_criteria Nullable(String),
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options_strategy_details Nullable(String)
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)
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ENGINE = MergeTree()
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ORDER BY (id, created_at)
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"""
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client.execute(query)
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def save_trading_plan(plan: TradingPlan) -> int:
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"""Save a trading plan to the database"""
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with create_client() as client:
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if not plan.id:
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# Generate new ID for new plans
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result = client.execute("SELECT max(id) FROM trading_plans")
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plan.id = (result[0][0] or 0) + 1
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plan.created_at = datetime.now()
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plan.updated_at = datetime.now()
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query = """
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INSERT INTO trading_plans VALUES (
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%(id)s, %(plan_name)s, %(status)s, %(created_at)s, %(updated_at)s,
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%(timeframe)s, %(market_focus)s, %(entry_criteria)s, %(exit_criteria)s,
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%(stop_loss)s, %(profit_target)s, %(risk_reward_ratio)s, %(trade_frequency)s,
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%(market_conditions)s, %(indicators_used)s, %(entry_confirmation)s,
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%(position_sizing)s, %(maximum_drawdown)s, %(max_trades_per_day)s,
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%(max_trades_per_week)s, %(total_risk_per_trade)s, %(max_portfolio_risk)s,
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%(adjustments_for_drawdown)s, %(risk_controls)s, %(win_rate)s,
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%(average_return_per_trade)s, %(profit_factor)s, %(historical_backtest_results)s,
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%(real_trade_performance)s, %(improvements_needed)s, %(strategy_version)s,
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%(plan_author)s, %(trade_review_notes)s, %(future_testing_ideas)s,
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%(sector_focus)s, %(fundamental_criteria)s, %(options_strategy_details)s
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)
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"""
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params = {
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'id': plan.id,
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'plan_name': plan.plan_name,
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'status': plan.status.value,
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'created_at': plan.created_at,
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'updated_at': plan.updated_at,
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'timeframe': plan.timeframe.value,
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'market_focus': plan.market_focus.value,
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'entry_criteria': plan.entry_criteria,
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'exit_criteria': plan.exit_criteria,
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'stop_loss': plan.stop_loss,
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'profit_target': plan.profit_target,
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'risk_reward_ratio': plan.risk_reward_ratio,
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'trade_frequency': plan.trade_frequency.value,
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'market_conditions': plan.market_conditions,
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'indicators_used': plan.indicators_used,
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'entry_confirmation': plan.entry_confirmation,
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'position_sizing': plan.position_sizing,
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'maximum_drawdown': plan.maximum_drawdown,
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'max_trades_per_day': plan.max_trades_per_day,
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'max_trades_per_week': plan.max_trades_per_week,
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'total_risk_per_trade': plan.total_risk_per_trade,
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'max_portfolio_risk': plan.max_portfolio_risk,
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'adjustments_for_drawdown': plan.adjustments_for_drawdown,
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'risk_controls': plan.risk_controls,
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'win_rate': plan.win_rate,
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'average_return_per_trade': plan.average_return_per_trade,
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'profit_factor': plan.profit_factor,
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'historical_backtest_results': plan.historical_backtest_results,
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'real_trade_performance': plan.real_trade_performance,
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'improvements_needed': plan.improvements_needed,
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'strategy_version': plan.strategy_version,
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'plan_author': plan.plan_author,
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'trade_review_notes': plan.trade_review_notes,
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'future_testing_ideas': plan.future_testing_ideas,
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'sector_focus': plan.sector_focus,
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'fundamental_criteria': plan.fundamental_criteria,
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'options_strategy_details': plan.options_strategy_details
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}
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client.execute(query, params)
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return plan.id
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