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

prod/clickhouse/pink/trade_events.sql

@@ -0,0 +1,58 @@
+CREATE TABLE dolphin_pink.trade_events
+(
+    `ts` DateTime64(6, 'UTC'),
+    `trade_id` String DEFAULT '',
+    `date` Date,
+    `strategy` LowCardinality(String),
+    `asset` LowCardinality(String),
+    `side` LowCardinality(String),
+    `entry_price` Float64,
+    `exit_price` Float64 DEFAULT 0,
+    `quantity` Float64,
+    `pnl` Float64 DEFAULT 0,
+    `pnl_pct` Float32 DEFAULT 0,
+    `exit_reason` LowCardinality(String) DEFAULT '',
+    `vel_div_entry` Float32,
+    `boost_at_entry` Float32,
+    `beta_at_entry` Float32,
+    `posture` LowCardinality(String),
+    `leverage` Float32,
+    `conviction_multiplier` 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 '',
+    `account_capital` Float64 DEFAULT 0,
+    `portfolio_capital` Float64 DEFAULT 0,
+    `current_open_notional` Float64 DEFAULT 0,
+    `remaining_notional_capacity` Float64 DEFAULT 0,
+    `max_account_leverage` Float32 DEFAULT 0,
+    `margin_required` Float64 DEFAULT 0,
+    `ledger_authority` LowCardinality(String) DEFAULT '',
+    `regime_signal` Int8 DEFAULT 0,
+    `capital_before` Float64 DEFAULT 0,
+    `capital_after` Float64 DEFAULT 0,
+    `peak_capital` Float64 DEFAULT 0,
+    `drawdown_at_entry` Float32 DEFAULT 0,
+    `open_positions_count` UInt8 DEFAULT 0,
+    `scan_uuid` String DEFAULT '',
+    `bars_held` UInt16 DEFAULT 0,
+    `entry_payload_json` String DEFAULT '',
+    `exit_payload_json` String DEFAULT '',
+    `execution_payload_json` String DEFAULT '',
+    `friction_payload_json` String DEFAULT '',
+    `event_payload_json` String DEFAULT '',
+    `market_state_bundle_json` String DEFAULT '',
+    `tp_base_pct` Float32 DEFAULT 0,
+    `tp_effective_pct` Float32 DEFAULT 0,
+    `our_leverage` Float32 DEFAULT 0
+)
+ENGINE = MergeTree
+PARTITION BY toYYYYMM(ts)
+ORDER BY (ts, asset)
+SETTINGS index_granularity = 8192