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siloqy/prod/clickhouse/violet/10_adaptive_exit_shadow.sql

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-- dolphin_violet DDL — consolidated from the LIVE dolphin_pink schema
-- (post-ALTER: includes maras_tp + provenance columns). Generated 2026-06-12.
-- Apply via apply_violet_ddl.py (one statement per HTTP POST).
CREATE TABLE IF NOT EXISTS dolphin_violet.adaptive_exit_shadow
(
`ts` DateTime64(6, 'UTC'),
`ts_day` Date MATERIALIZED toDate(ts),
`trade_id` String,
`asset` LowCardinality(String),
`bucket_id` UInt8,
`bars_held` UInt16,
`mae_norm` Float32,
`mfe_norm` Float32,
`tau_norm` Float32,
`p_cont` Float32,
`vel_div_entry` Float32,
`vel_div_now` Float32,
`action` LowCardinality(String),
`exit_reason` LowCardinality(String),
`actual_exit` LowCardinality(String),
`pnl_pct` Float32,
`runtime_namespace` LowCardinality(String) DEFAULT '',
`strategy_namespace` LowCardinality(String) DEFAULT '',
`event_namespace` LowCardinality(String) DEFAULT '',
`actor_name` LowCardinality(String) DEFAULT '',
`exec_venue` LowCardinality(String) DEFAULT '',
`data_venue` LowCardinality(String) DEFAULT ''
)
ENGINE = MergeTree
ORDER BY (ts_day, asset, ts)
TTL ts_day + toIntervalDay(90)
SETTINGS index_granularity = 8192;