clickhouse: commit exit-leg/reconstruction/maras DDLs + UV/violet DDLs (M1 vendor reconcile, upstream-first)

prod/clickhouse/pink/01_create_policy_events.sql

@@ -0,0 +1,51 @@
+CREATE TABLE IF NOT EXISTS dolphin_pink.policy_events
+(
+    `ts` DateTime64(6, 'UTC'),
+    `ts_day` Date MATERIALIZED toDate(ts),
+    `strategy` LowCardinality(String),
+    `runtime_namespace` LowCardinality(String) DEFAULT '',
+    `strategy_namespace` LowCardinality(String) DEFAULT '',
+    `event_namespace` LowCardinality(String) DEFAULT '',
+    `actor_name` LowCardinality(String) DEFAULT '',
+    `exec_venue` LowCardinality(String) DEFAULT '',
+    `data_venue` LowCardinality(String) DEFAULT '',
+    `source` LowCardinality(String),
+    `trade_id` String,
+    `asset` LowCardinality(String),
+    `side` LowCardinality(String),
+    `entry_price` Float64,
+    `current_price` Float64,
+    `quantity` Float64,
+    `notional` Float64,
+    `leverage` Float32,
+    `bar_idx` UInt32,
+    `decision_seq` UInt32,
+    `bars_held` UInt16,
+    `action` LowCardinality(String),
+    `reason` LowCardinality(String),
+    `pnl_pct` Float32,
+    `mfe` Float32,
+    `mae` Float32,
+    `mfe_risk` Float32,
+    `mae_risk` Float32,
+    `exit_pressure` Float32,
+    `rv_comp` Float32,
+    `mae_thresh1` Float32,
+    `bounce_score` Float32,
+    `bounce_risk` Float32,
+    `ob_imbalance` Float32,
+    `vel_div_entry` Float32,
+    `vel_div_now` Float32,
+    `v50_vel` Float32,
+    `v750_vel` Float32,
+    `exf_funding` Float32,
+    `exf_dvol` Float32,
+    `exf_fear_greed` Float32,
+    `exf_taker` Float32,
+    `posture` LowCardinality(String)
+)
+ENGINE = MergeTree
+PARTITION BY toYYYYMM(ts)
+ORDER BY (ts_day, trade_id, decision_seq, ts)
+TTL ts_day + toIntervalDay(180)
+SETTINGS index_granularity = 8192