Add JoinQuant comparison plugin

plugins/joinquant/schema.py

@@ -0,0 +1,99 @@
+"""Column contracts for the JoinQuant comparison plugin."""
+
+from typing import Final
+
+
+JOINQUANT_TARGET_COLUMNS: Final[list[str]] = [
+    "date",
+    "portfolio_name",
+    "symbol_id",
+    "jq_symbol",
+    "target_shares",
+    "target_value",
+    "target_weight",
+    "export_mode",
+    "snapshot_id",
+]
+
+JOINQUANT_FILL_COLUMNS: Final[list[str]] = [
+    "date",
+    "portfolio_name",
+    "symbol_id",
+    "jq_symbol",
+    "order_id",
+    "side",
+    "requested_shares",
+    "filled_shares",
+    "fill_price",
+    "trade_value",
+    "trade_cost",
+    "blocked",
+    "raw_status",
+]
+
+JOINQUANT_POSITION_COLUMNS: Final[list[str]] = [
+    "date",
+    "portfolio_name",
+    "symbol_id",
+    "jq_symbol",
+    "position_shares",
+    "position_value",
+    "cash",
+    "total_value",
+]
+
+JOINQUANT_PNL_COLUMNS: Final[list[str]] = [
+    "date",
+    "portfolio_name",
+    "gross_exposure",
+    "net_exposure",
+    "cash",
+    "total_value",
+    "pnl",
+    "cost",
+    "turnover",
+]
+
+RECONCILE_COLUMNS: Final[list[str]] = [
+    "date",
+    "portfolio_name",
+    "symbol_id",
+    "jq_symbol",
+    "target_shares",
+    "our_filled_shares",
+    "jq_filled_shares",
+    "filled_share_diff",
+    "our_position_shares",
+    "jq_position_shares",
+    "position_share_diff",
+    "our_trade_price",
+    "jq_trade_price",
+    "trade_price_diff",
+    "our_cost",
+    "jq_cost",
+    "cost_diff",
+    "our_pnl",
+    "jq_pnl",
+    "pnl_diff",
+    "diff_reason",
+]
+
+DIFF_REASONS: Final[list[str]] = [
+    "MATCH",
+    "SYMBOL_MAPPING",
+    "PRICE_MISMATCH",
+    "LOT_ROUNDING",
+    "SUSPENSION",
+    "LIMIT_UP_BLOCK",
+    "LIMIT_DOWN_BLOCK",
+    "VOLUME_OR_LIQUIDITY",
+    "COST_MODEL",
+    "CASH_CONSTRAINT",
+    "SHORT_NOT_SUPPORTED",
+    "CORPORATE_ACTION",
+    "JOINQUANT_INTERNAL_ROUNDING",
+    "MISSING_IN_OUR_SYSTEM",
+    "MISSING_IN_JOINQUANT",
+    "UNKNOWN",
+]
+