clickhouse: commit exit-leg/reconstruction/maras DDLs + UV/violet DDLs (M1 vendor reconcile, upstream-first)
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32
prod/clickhouse/uv/05_tp_exit_ingress.sql
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32
prod/clickhouse/uv/05_tp_exit_ingress.sql
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-- Full per-evaluation ingress and TP diagnostics for BLUE-faithful UV exits.
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-- UV namespace only. Apply during the normal certify-then-restart window.
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CREATE TABLE IF NOT EXISTS dolphin_uv.tp_exit_ingress
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(
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timestamp DateTime64(3, 'UTC'),
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trade_id String,
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asset LowCardinality(String),
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side LowCardinality(String),
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evaluation_bar UInt64,
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pnl_pct Float64,
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max_favorable_pct Float64,
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our_leverage Float64,
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base_tp_pct Float64,
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tp_pre_floor_pct Float64,
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tp_effective_pct Float64,
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tp_mod_factor Float64,
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tp_floor_pct Float64,
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tp_floor_enabled UInt8,
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tp_floor_armed UInt8,
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cascade_count UInt16,
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regime_signal Int8,
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imbalance_ma5 Float64,
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withdrawal_velocity Float64,
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branch LowCardinality(String),
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source LowCardinality(String),
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fallback UInt8,
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ingress_json String
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)
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ENGINE = MergeTree()
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ORDER BY (trade_id, evaluation_bar, timestamp)
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SETTINGS index_granularity = 8192;
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