223 lines
7.9 KiB
Python
223 lines
7.9 KiB
Python
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"""Data access layer for the trading database.
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Provides CRUD operations for positions, trades, daily performance,
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and bot state using synchronous sqlite3.
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"""
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from __future__ import annotations
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import json
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import sqlite3
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from datetime import date, datetime
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from typing import Dict, List, Optional
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from loguru import logger
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from config import settings
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from database.models import (
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DailyPerformance,
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PositionRecord,
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TradeRecord,
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init_db,
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)
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class TradingRepository:
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"""Synchronous repository for all trading data."""
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def __init__(self, db_path: str | None = None):
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self._db_path = db_path or settings.DB_PATH
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self._conn: Optional[sqlite3.Connection] = None
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def connect(self) -> None:
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"""Open and initialise the database connection."""
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self._conn = init_db(self._db_path)
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self._conn.row_factory = sqlite3.Row
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def close(self) -> None:
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if self._conn:
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self._conn.close()
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@property
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def conn(self) -> sqlite3.Connection:
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if self._conn is None:
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self.connect()
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return self._conn # type: ignore
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# ------------------------------------------------------------------
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# Positions
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# ------------------------------------------------------------------
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def save_position(self, pos: PositionRecord) -> None:
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self.conn.execute(
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"""INSERT OR REPLACE INTO positions
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(id, symbol, direction, entry_price, amount, stop_loss,
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take_profit, trailing_stop, realized_pnl, status,
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opened_at, closed_at, close_reason, confluence_score, entry_reasons)
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VALUES (?,?,?,?,?,?,?,?,?,?,?,?,?,?,?)""",
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(
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pos.id, pos.symbol, pos.direction, pos.entry_price,
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pos.amount, pos.stop_loss, pos.take_profit, pos.trailing_stop,
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pos.realized_pnl, pos.status, pos.opened_at, pos.closed_at,
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pos.close_reason, pos.confluence_score, pos.entry_reasons,
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),
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)
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self.conn.commit()
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def get_position(self, position_id: str) -> Optional[PositionRecord]:
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row = self.conn.execute(
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"SELECT * FROM positions WHERE id = ?", (position_id,)
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).fetchone()
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return self._row_to_position(row) if row else None
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def get_open_positions(self) -> List[PositionRecord]:
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rows = self.conn.execute(
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"SELECT * FROM positions WHERE status = 'OPEN'"
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).fetchall()
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return [self._row_to_position(r) for r in rows]
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def get_closed_positions(self, limit: int = 100) -> List[PositionRecord]:
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rows = self.conn.execute(
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"SELECT * FROM positions WHERE status = 'CLOSED' ORDER BY closed_at DESC LIMIT ?",
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(limit,),
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).fetchall()
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return [self._row_to_position(r) for r in rows]
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def _row_to_position(self, row: sqlite3.Row) -> PositionRecord:
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return PositionRecord(
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id=row["id"],
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symbol=row["symbol"],
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direction=row["direction"],
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entry_price=row["entry_price"],
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amount=row["amount"],
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stop_loss=row["stop_loss"],
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take_profit=row["take_profit"],
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trailing_stop=row["trailing_stop"],
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realized_pnl=row["realized_pnl"],
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status=row["status"],
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opened_at=row["opened_at"] or "",
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closed_at=row["closed_at"],
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close_reason=row["close_reason"],
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confluence_score=row["confluence_score"] or 0,
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entry_reasons=row["entry_reasons"] or "[]",
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)
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# ------------------------------------------------------------------
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# Trade Records
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# ------------------------------------------------------------------
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def save_trade(self, trade: TradeRecord) -> None:
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self.conn.execute(
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"""INSERT OR REPLACE INTO trade_records
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(id, position_id, symbol, side, order_type, price, amount, fee, timestamp)
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VALUES (?,?,?,?,?,?,?,?,?)""",
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(
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trade.id, trade.position_id, trade.symbol, trade.side,
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trade.order_type, trade.price, trade.amount, trade.fee,
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trade.timestamp,
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),
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)
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self.conn.commit()
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def get_trades_for_position(self, position_id: str) -> List[TradeRecord]:
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rows = self.conn.execute(
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"SELECT * FROM trade_records WHERE position_id = ? ORDER BY timestamp",
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(position_id,),
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).fetchall()
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return [
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TradeRecord(
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id=r["id"],
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position_id=r["position_id"],
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symbol=r["symbol"],
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side=r["side"],
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order_type=r["order_type"],
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price=r["price"],
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amount=r["amount"],
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fee=r["fee"],
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timestamp=r["timestamp"] or "",
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)
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for r in rows
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]
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# ------------------------------------------------------------------
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# Daily Performance
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# ------------------------------------------------------------------
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def update_daily_performance(
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self, pnl: float, is_win: bool, max_dd: float = 0.0
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) -> None:
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today = date.today().isoformat()
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existing = self.conn.execute(
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"SELECT * FROM daily_performance WHERE date = ?", (today,)
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).fetchone()
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if existing:
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self.conn.execute(
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"""UPDATE daily_performance SET
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total_trades = total_trades + 1,
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winning_trades = winning_trades + ?,
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losing_trades = losing_trades + ?,
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total_pnl = total_pnl + ?,
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max_drawdown = MAX(max_drawdown, ?)
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WHERE date = ?""",
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(1 if is_win else 0, 0 if is_win else 1, pnl, max_dd, today),
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)
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else:
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self.conn.execute(
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"""INSERT INTO daily_performance
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(date, total_trades, winning_trades, losing_trades, total_pnl, max_drawdown)
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VALUES (?,1,?,?,?,?)""",
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(today, 1 if is_win else 0, 0 if is_win else 1, pnl, max_dd),
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)
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self.conn.commit()
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def get_daily_performance(self, day: str | None = None) -> Optional[DailyPerformance]:
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day = day or date.today().isoformat()
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row = self.conn.execute(
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"SELECT * FROM daily_performance WHERE date = ?", (day,)
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).fetchone()
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if not row:
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return None
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return DailyPerformance(
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date=row["date"],
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total_trades=row["total_trades"],
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winning_trades=row["winning_trades"],
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losing_trades=row["losing_trades"],
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total_pnl=row["total_pnl"],
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max_drawdown=row["max_drawdown"],
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)
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def get_performance_history(self, days: int = 30) -> List[DailyPerformance]:
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rows = self.conn.execute(
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"SELECT * FROM daily_performance ORDER BY date DESC LIMIT ?", (days,)
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).fetchall()
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return [
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DailyPerformance(
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date=r["date"],
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total_trades=r["total_trades"],
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winning_trades=r["winning_trades"],
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losing_trades=r["losing_trades"],
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total_pnl=r["total_pnl"],
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max_drawdown=r["max_drawdown"],
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)
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for r in rows
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]
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# ------------------------------------------------------------------
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# Bot State
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# ------------------------------------------------------------------
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def set_state(self, key: str, value: str) -> None:
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self.conn.execute(
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"""INSERT OR REPLACE INTO bot_state (key, value, updated_at)
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VALUES (?, ?, ?)""",
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(key, value, datetime.utcnow().isoformat()),
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)
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self.conn.commit()
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def get_state(self, key: str) -> Optional[str]:
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row = self.conn.execute(
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"SELECT value FROM bot_state WHERE key = ?", (key,)
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).fetchone()
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return row["value"] if row else None
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