27 lines
1.0 KiB
MySQL
27 lines
1.0 KiB
MySQL
|
-- VIOLET V3e: shadow decision journal. One row per ACTUATED ShadowDecision the
|
||
|
|
-- VioletDecisionEngine emits (the muted "what BLUE would do this scan"). NEVER an
|
||
|
|
-- order — execution stays off behind the ObserveOnlyVenue guard. session_id is a
|
||
|
|
-- boot-time UUID (mono_ns is meaningless across restarts without it).
|
||
|
|
-- Apply via apply_violet_ddl.py (one statement per HTTP POST).
|
||
|
|
|
||
|
|
CREATE TABLE IF NOT EXISTS dolphin_violet.violet_decisions
|
||
|
|
(
|
||
|
|
`ts` DateTime64(3, 'UTC'),
|
||
|
|
`session_id` String,
|
||
|
|
`scan_number` UInt64,
|
||
|
|
`mono_ns` UInt64,
|
||
|
|
`asset` LowCardinality(String),
|
||
|
|
`side` LowCardinality(String),
|
||
|
|
`vel_div` Float64,
|
||
|
|
`fraction` Float64,
|
||
|
|
`conviction_leverage` Float64,
|
||
|
|
`notional_fraction` Float64,
|
||
|
|
`target_exposure` Float64,
|
||
|
|
`ars_score` Float64,
|
||
|
|
`bucket_idx` UInt8,
|
||
|
|
`actuated` UInt8
|
||
|
|
)
|
||
|
|
ENGINE = MergeTree
|
||
|
|
ORDER BY (asset, ts)
|
||
|
|
TTL toDate(ts) + toIntervalDay(180);
|