722fd9f054
ShadowDecision already carries the V3.4 5-factor breakdown (base_leverage, dc_lev_mult, regime_size_mult, market_ob_mult, esof_size_mult), but the journal row and CH DDL dropped it — so a DARK soak would record decisions WITHOUT the factor decomposition that V3.4 exists to expose. Thread it through: - 22_violet_decisions.sql: 5 additive Nullable(Float64) breakdown columns. NULL on the legacy base-only path; populated once the launcher feeds live factor planes. Note added: on a pre-existing table use ALTER ... ADD COLUMN instead of the CREATE IF NOT EXISTS (no live table yet — VIOLET is DARK, never soaked). - shadow_journal.py: DecisionRow gains the 5 Optional[float] fields (ge=0.0, finite-guarded); journal() populates them via getattr(..., None) so the base-only path and duck-typed reject tests stay NULL/rejected rather than raising on attribute access. - test_violet_shadow_journal.py: breakdown round-trips on the full path; NULL on base-only; a negative multiplier is rejected at the row guard. The existing DecisionRow-fields == DDL-columns parity test still holds with the new columns. violet-only; no shared-file edits; no soak. 29 violet tests green (7 journal + 22 engine/DDL-apply). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
36 lines
1.6 KiB
SQL
36 lines
1.6 KiB
SQL
-- VIOLET V3e: shadow decision journal. One row per ACTUATED ShadowDecision the
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-- VioletDecisionEngine emits (the muted "what BLUE would do this scan"). NEVER an
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-- order — execution stays off behind the ObserveOnlyVenue guard. session_id is a
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-- boot-time UUID (mono_ns is meaningless across restarts without it).
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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_decisions
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(
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`ts` DateTime64(3, 'UTC'),
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`session_id` String,
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`scan_number` UInt64,
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`mono_ns` UInt64,
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`asset` LowCardinality(String),
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`side` LowCardinality(String),
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`vel_div` Float64,
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`fraction` Float64,
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`conviction_leverage` Float64,
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`notional_fraction` Float64,
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`target_exposure` Float64,
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`ars_score` Float64,
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`bucket_idx` UInt8,
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`actuated` UInt8,
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-- V3.4 full-sizing breakdown: conviction = base × dc × regime(ACB) × ob × esof,
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-- capped @9. NULL on the legacy base-only path (no live SizingFactors); populated
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-- when the launcher feeds live factor planes. Additive columns — on a pre-existing
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-- table apply the matching `ALTER TABLE ... ADD COLUMN IF NOT EXISTS` instead.
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`base_leverage` Nullable(Float64),
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`dc_lev_mult` Nullable(Float64),
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`regime_size_mult` Nullable(Float64),
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`market_ob_mult` Nullable(Float64),
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`esof_size_mult` Nullable(Float64)
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)
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ENGINE = MergeTree
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ORDER BY (asset, ts)
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TTL toDate(ts) + toIntervalDay(180);
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