20 lines
763 B
SQL
20 lines
763 B
SQL
-- VIOLET PASS9: per-factor VIOLET-vs-BLUE decision divergence monitor (v2).
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-- One row per (asset, factor, event_seq). Extends the V1 feed-divergence
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-- idea to the factor plane (boost/beta/mc_scale/esof/ob/dc/posture etc.).
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-- Columns match DecisionDivergenceRow field set (asserted by test).
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-- Apply via apply_violet_ddl.py (one statement per HTTP POST).
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CREATE TABLE IF NOT EXISTS dolphin_violet.violet_decision_divergence
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(
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`ts` DateTime64(3, 'UTC'),
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`asset` LowCardinality(String),
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`factor` LowCardinality(String),
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`violet_value` Float64,
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`blue_value` Float64,
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`abs_err` Float64,
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`event_seq` UInt64
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)
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ENGINE = MergeTree
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ORDER BY (asset, factor, ts)
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TTL toDate(ts) + toIntervalDay(180);
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