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