primo commit

pricer/models.py

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+from dataclasses import dataclass
+from datetime import datetime
+from typing import List, Optional
+
+
+@dataclass
+class HistPriceULModel:
+    id_underlyings: int
+    sottostante: str
+    px_close: float
+    px_date: datetime
+
+
+@dataclass
+class DetailsULModel:
+    id_underlyings: int
+    sottostante: str
+    maturity_date: Optional[datetime]
+    last_price: float
+    strike: float
+    spot_price_normalized: float
+    dividend: float
+    volatility: float
+    days_to_maturity: int
+    tasso_interesse: float
+
+
+@dataclass
+class DetailsEventModel:
+    days_to_obs: int
+    days_to_ex_date: int
+    days_to_obs_y_fract: float
+    coupon_value: float
+    coupon_trigger: float
+    autocall_value: float
+    autocall_trigger: float
+    memory: int
+
+
+@dataclass
+class DetailsCTFModel:
+    tasso_interesse: float
+    days_to_maturity: int
+    pdi_style: str
+    pdi_strike: float
+    pdi_barrier: float
+    capital_value: float
+    nominal_amount: float
+    bid: float
+    ask: float
+    last_date_price: datetime
+    coupon_in_memory: float
+    prot_min_val: float
+    air_bag: int
+    fattore_airbag: float
+    one_star: int
+    trigger_onestar: float
+    twin_win: int
+    sigma: int
+    relief: int
+    domino: int
+    category: str
+    cap: float
+    leva: float
+
+
+@dataclass
+class FairValues:
+    isin: str
+    fair_value: float
+
+
+@dataclass
+class GarchParams:
+    omega: float
+    alpha: float
+    beta: float
+    sigma0: float
+
+
+@dataclass
+class UnderlyingStats:
+    nome: str
+    prezzi: List[float]
+    log_returns: List[float]
+    volatility: float
+
+
+@dataclass
+class PrezziSottostanti:
+    id_underlyings: int
+    sottostante: str
+    prezzi_close: List[float]