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

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2026-07-12 19:13:25 +02:00
parent d763f77516
commit dc90f6d77e
46 changed files with 1167 additions and 0 deletions
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30
prod/clickhouse/pink/account_events.sql Normal file
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CREATE TABLE dolphin_pink.account_events
(
`ts` DateTime64(6, 'UTC'),
`event_type` LowCardinality(String),
`strategy` LowCardinality(String),
`posture` LowCardinality(String),
`capital` Float64,
`peak_capital` Float64,
`drawdown_pct` Float32,
`pnl_today` Float64 DEFAULT 0,
`trades_today` UInt16 DEFAULT 0,
`open_positions` UInt8 DEFAULT 0,
`boost` Float32 DEFAULT 1.,
`beta` Float32 DEFAULT 0.,
`current_open_notional` Float64 DEFAULT 0,
`current_account_leverage` Float32 DEFAULT 0,
`exchange_leverage` UInt8 DEFAULT 0,
`exchange_leverage_mode` LowCardinality(String) DEFAULT '',
`leverage_mapping_rule` LowCardinality(String) DEFAULT '',
`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 '',
`notes` String DEFAULT ''
)
ENGINE = MergeTree
ORDER BY (ts, event_type)
SETTINGS index_granularity = 8192