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

This commit is contained in:
Codex
2026-07-12 19:13:25 +02:00
parent d763f77516
commit dc90f6d77e
46 changed files with 1167 additions and 0 deletions

View File

@@ -0,0 +1,23 @@
CREATE TABLE dolphin_prodgreen.adaptive_exit_shadow
(
`ts` DateTime64(6, 'UTC'),
`ts_day` Date MATERIALIZED toDate(ts),
`trade_id` String,
`asset` LowCardinality(String),
`bucket_id` UInt8,
`bars_held` UInt16,
`mae_norm` Float32,
`mfe_norm` Float32,
`tau_norm` Float32,
`p_cont` Float32,
`vel_div_entry` Float32,
`vel_div_now` Float32,
`action` LowCardinality(String),
`exit_reason` LowCardinality(String),
`actual_exit` LowCardinality(String),
`pnl_pct` Float32
)
ENGINE = MergeTree
ORDER BY (ts_day, asset, ts)
TTL ts_day + toIntervalDay(90)
SETTINGS index_granularity = 8192