Files
signal-platform/app/models/__init__.py
T
dennisthiessenandClaude Opus 4.8 949cbbe7c0 feat(dolt): migration 026 + models — fundamentals/earnings schema (A1 schema)
First reviewable slice of workstream A: schema only, no importers, no data.

- data_import_runs: lean batch-import audit (source/revision/status,
  row_counts_json + validation_json as Text-holding-JSON per repo convention).
- fundamental_snapshots: CIK-keyed, one immutable row per accession; stores
  per-period raw facts (duration = cumulative YTD/FY, balance-sheet =
  period-end) plus period_start/period_end/fiscal_year/fiscal_period so
  discrete quarters, Q4, TTM and YoY are derived at read time.
- earnings_events: Dolt-sourced calendar + surprise history, unique
  (ticker_id, announce_date).
- tickers: nullable cik/sic/sic_description — the ticker<->issuer join point.

fundamental_data is left untouched (cutover gated separately at A5). Models
registered in app/models/__init__.py; Ticker gains an earnings_events
relationship. Verified: create_all builds the tables, mappers configure, and
migration 026 renders valid Postgres DDL up and down.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-22 00:07:17 +02:00

44 lines
1.4 KiB
Python

from app.models.ticker import Ticker
from app.models.ohlcv import OHLCVRecord
from app.models.user import User
from app.models.sentiment import SentimentScore
from app.models.fundamental import FundamentalData
from app.models.fundamental_snapshot import FundamentalSnapshot
from app.models.earnings_event import EarningsEvent
from app.models.data_import_run import DataImportRun
from app.models.score import DimensionScore, CompositeScore
from app.models.sr_level import SRLevel
from app.models.trade_setup import TradeSetup
from app.models.watchlist import WatchlistEntry
from app.models.settings import SystemSetting, IngestionProgress
from app.models.alert import AlertLog
from app.models.paper_trade import PaperTrade
from app.models.regime_snapshot import RegimeSnapshot
from app.models.benchmark_price import BenchmarkPrice
from app.models.signal_context_snapshot import SignalContextSnapshot
from app.models.system_event import SystemEvent
__all__ = [
"Ticker",
"OHLCVRecord",
"User",
"SentimentScore",
"FundamentalData",
"FundamentalSnapshot",
"EarningsEvent",
"DataImportRun",
"DimensionScore",
"CompositeScore",
"SRLevel",
"TradeSetup",
"WatchlistEntry",
"SystemSetting",
"IngestionProgress",
"AlertLog",
"PaperTrade",
"RegimeSnapshot",
"BenchmarkPrice",
"SignalContextSnapshot",
"SystemEvent",
]