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siloqy/prod/clickhouse/violet/09_v7_decision_events.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.v7_decision_events
(
`ts` DateTime64(6, 'UTC'),
`ts_day` Date MATERIALIZED toDate(ts),
`strategy` LowCardinality(String),
`source` LowCardinality(String),
`trade_id` String,
`asset` LowCardinality(String),
`side` LowCardinality(String),
`entry_price` Float64,
`current_price` Float64,
`quantity` Float64,
`notional` Float64,
`leverage` Float32,
`bar_idx` UInt32,
`decision_seq` UInt32,
`bars_held` UInt16,
`action` LowCardinality(String),
`reason` LowCardinality(String),
`pnl_pct` Float32,
`mfe` Float32,
`mae` Float32,
`mfe_risk` Float32,
`mae_risk` Float32,
`exit_pressure` Float32,
`rv_comp` Float32,
`mae_thresh1` Float32,
`bounce_score` Float32,
`bounce_risk` Float32,
`ob_imbalance` Float32,
`vel_div_entry` Float32,
`vel_div_now` Float32,
`v50_vel` Float32,
`v750_vel` Float32,
`exf_funding` Float32,
`exf_dvol` Float32,
`exf_fear_greed` Float32,
`exf_taker` Float32,
`posture` LowCardinality(String),
`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
PARTITION BY toYYYYMM(ts)
ORDER BY (ts_day, trade_id, decision_seq, ts)
TTL ts_day + toIntervalDay(180)
SETTINGS index_granularity = 8192;