Michael Bayer wrote:
class Allocation(Base):
__tablename__ = 'data'
id = Column(Integer, primary_key=True)
trade_id = Column(Integer, index=True)
instrument_id = Column(ForeignKey(Instrument.id))
instrument = relationship(Instrument)
quantity = Column(Integer)
price_id = Column(ForeignKey(Price.id))
price = relationship(Price)
I'm not quote sure how to map this, although I guess something along the lines
of
http://www.sqlalchemy.org/docs/mappers.html#mapping-a-class-against-arbitrary-selects
would be in order?
maybe. I'd probably use a view, actually, but mapping to a select is the same
idea.
Good point. Do SQLite and/or MySQL do views?
However, what that example doesn't show, and what I'm keen to make work, is if
someone changes attributes of the mapped Trade, what I'd like to have happen
depends on the attribute:
id,instrument_id, - all underlying rows are updated
quantity,average_price - an error is raised
Are there any examples of this?
Any recommendations? ;-)
right. that pattern seems a little crazy to me
It just might be, in which case only the "base rows" in the data table
will be writeable...
this model doesn't give you the best query capability.
Actually the opposite, the above is a little simplified.
The data table also has columns for things like fill_id, account_id,
fund_id, strategry_id. These would all be similar to trade_id.
This is deliberately de-normalized such that it becomes trivial to
answer queries such as:
"what position does fund x hold in instrument y"
"what position does account a hold in instrument y"
"what is he average price of the trade made up by fills with fill_id x"
These all just become group-by and sum as opposed to heinous joins ;-)
It also means that slicing and dicing by another (as yet unknown)
criteria becomes a case of altering the table to add a new column
defaulting to None, rather than re-architecting the whole model.
So, definitely interested in modeling things this way, even if only o
prove why it's a bad idea ;-)
Chris
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