99e529c32a
14 tables consolidated from the LIVE post-ALTER dolphin_pink schema (maras_tp + provenance folded into base CREATEs — a fresh DB never replays ALTER chains) + violet_feed_divergence (scan-vs-venue divergence metric, session_id + plane seqs + mono_ns). apply_violet_ddl.py posts ONE statement per HTTP request (multi-statement posts fail — proven on pink 08), is idempotent (all IF NOT EXISTS, double-apply tested live), and verifies the expected table set. Applied to live CH: verify all 14 present. Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
34 lines
1.2 KiB
SQL
34 lines
1.2 KiB
SQL
-- dolphin_violet DDL — consolidated from the LIVE dolphin_pink schema
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-- (post-ALTER: includes maras_tp + provenance columns). Generated 2026-06-12.
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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.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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`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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`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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)
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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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