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

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Codex
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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-- Full per-evaluation ingress and TP diagnostics for BLUE-faithful UV exits.
-- UV namespace only. Apply during the normal certify-then-restart window.
CREATE TABLE IF NOT EXISTS dolphin_uv.tp_exit_ingress
(
timestamp DateTime64(3, 'UTC'),
trade_id String,
asset LowCardinality(String),
side LowCardinality(String),
evaluation_bar UInt64,
pnl_pct Float64,
max_favorable_pct Float64,
our_leverage Float64,
base_tp_pct Float64,
tp_pre_floor_pct Float64,
tp_effective_pct Float64,
tp_mod_factor Float64,
tp_floor_pct Float64,
tp_floor_enabled UInt8,
tp_floor_armed UInt8,
cascade_count UInt16,
regime_signal Int8,
imbalance_ma5 Float64,
withdrawal_velocity Float64,
branch LowCardinality(String),
source LowCardinality(String),
fallback UInt8,
ingress_json String
)
ENGINE = MergeTree()
ORDER BY (trade_id, evaluation_bar, timestamp)
SETTINGS index_granularity = 8192;