I decided on this problem using that.
I changed the code of migration, and migration looks like this:
from alembic import op
import sqlalchemy as sa
from sqlalchemy.dialects import postgresql
def upgrade():
banner_status = postgresql.ENUM('active', 'inactive', 'archive', name="banner_status")
banner_status.create(op.get_bind())
op.add_column('banner', sa.Column('status', sa.Enum('active', 'inactive', 'archive', name="banner_status"), nullable=True))
def downgrade():
op.drop_column('banner', 'status')
banner_status = postgresql.ENUM('active', 'inactive', 'archive', name="banner_status")
banner_status.drop(op.get_bind())
And now python manage.py db upgrade\downgrade is successfully executed.