59 lines
2.2 KiB
SQL
59 lines
2.2 KiB
SQL
CREATE TABLE dolphin_pink.trade_events
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(
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`ts` DateTime64(6, 'UTC'),
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`trade_id` String DEFAULT '',
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`date` Date,
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`strategy` LowCardinality(String),
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`asset` LowCardinality(String),
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`side` LowCardinality(String),
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`entry_price` Float64,
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`exit_price` Float64 DEFAULT 0,
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`quantity` Float64,
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`pnl` Float64 DEFAULT 0,
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`pnl_pct` Float32 DEFAULT 0,
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`exit_reason` LowCardinality(String) DEFAULT '',
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`vel_div_entry` Float32,
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`boost_at_entry` Float32,
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`beta_at_entry` Float32,
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`posture` LowCardinality(String),
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`leverage` Float32,
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`conviction_multiplier` Float32 DEFAULT 0,
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`exchange_leverage` UInt8 DEFAULT 0,
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`exchange_leverage_mode` LowCardinality(String) DEFAULT '',
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`leverage_mapping_rule` LowCardinality(String) DEFAULT '',
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`runtime_namespace` LowCardinality(String) DEFAULT '',
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`strategy_namespace` LowCardinality(String) DEFAULT '',
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`event_namespace` LowCardinality(String) DEFAULT '',
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`actor_name` LowCardinality(String) DEFAULT '',
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`exec_venue` LowCardinality(String) DEFAULT '',
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`data_venue` LowCardinality(String) DEFAULT '',
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`account_capital` Float64 DEFAULT 0,
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`portfolio_capital` Float64 DEFAULT 0,
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`current_open_notional` Float64 DEFAULT 0,
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`remaining_notional_capacity` Float64 DEFAULT 0,
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`max_account_leverage` Float32 DEFAULT 0,
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`margin_required` Float64 DEFAULT 0,
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`ledger_authority` LowCardinality(String) DEFAULT '',
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`regime_signal` Int8 DEFAULT 0,
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`capital_before` Float64 DEFAULT 0,
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`capital_after` Float64 DEFAULT 0,
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`peak_capital` Float64 DEFAULT 0,
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`drawdown_at_entry` Float32 DEFAULT 0,
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`open_positions_count` UInt8 DEFAULT 0,
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`scan_uuid` String DEFAULT '',
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`bars_held` UInt16 DEFAULT 0,
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`entry_payload_json` String DEFAULT '',
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`exit_payload_json` String DEFAULT '',
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`execution_payload_json` String DEFAULT '',
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`friction_payload_json` String DEFAULT '',
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`event_payload_json` String DEFAULT '',
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`market_state_bundle_json` String DEFAULT '',
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`tp_base_pct` Float32 DEFAULT 0,
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`tp_effective_pct` Float32 DEFAULT 0,
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`our_leverage` Float32 DEFAULT 0
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)
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ENGINE = MergeTree
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PARTITION BY toYYYYMM(ts)
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ORDER BY (ts, asset)
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SETTINGS index_granularity = 8192
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