added storage.py

storage.py

@@ -0,0 +1,64 @@
+from __future__ import annotations
+
+import sqlite3
+import time
+from typing import Any, Dict, Optional
+
+
+class Storage:
+    def __init__(self, path: str = "storage.sqlite"):
+        self.conn = sqlite3.connect(path)
+        self.conn.execute("PRAGMA journal_mode=WAL;")
+        self._init()
+
+    def _init(self) -> None:
+        self.conn.execute(
+            """
+            CREATE TABLE IF NOT EXISTS decisions (
+              id INTEGER PRIMARY KEY AUTOINCREMENT,
+              ts REAL NOT NULL,
+              symbol TEXT NOT NULL,
+              series_ticker TEXT NOT NULL,
+              market_ticker TEXT NOT NULL,
+              close_time TEXT NOT NULL,
+              strike REAL NOT NULL,
+              side TEXT NOT NULL,
+              market_prob REAL NOT NULL,
+              fair_prob REAL NOT NULL,
+              edge REAL NOT NULL,
+              spread REAL NOT NULL,
+              jump REAL NOT NULL,
+              reason TEXT NOT NULL
+            )
+            """
+        )
+        self.conn.execute(
+            """
+            CREATE TABLE IF NOT EXISTS orders (
+              id INTEGER PRIMARY KEY AUTOINCREMENT,
+              ts REAL NOT NULL,
+              market_ticker TEXT NOT NULL,
+              order_id TEXT,
+              mode TEXT NOT NULL,
+              status TEXT NOT NULL,
+              details TEXT
+            )
+            """
+        )
+        self.conn.commit()
+
+    def log_decision(self, **row: Any) -> None:
+        cols = ",".join(row.keys())
+        qs = ",".join(["?"] * len(row))
+        self.conn.execute(f"INSERT INTO decisions ({cols}) VALUES ({qs})", list(row.values()))
+        self.conn.commit()
+
+    def log_order(self, market_ticker: str, order_id: Optional[str], mode: str, status: str, details: str = "") -> None:
+        self.conn.execute(
+            "INSERT INTO orders (ts, market_ticker, order_id, mode, status, details) VALUES (?, ?, ?, ?, ?, ?)",
+            (time.time(), market_ticker, order_id, mode, status, details),
+        )
+        self.conn.commit()
+
+    def close(self) -> None:
+        self.conn.close()