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>
70 lines
2.7 KiB
SQL
70 lines
2.7 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.trade_events
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(
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`ts` DateTime64(6, 'UTC'),
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`trade_id` String DEFAULT '',
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`date` Date,
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`strategy` LowCardinality(String),
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`asset` LowCardinality(String),
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`side` LowCardinality(String),
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`entry_price` Float64,
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`exit_price` Float64 DEFAULT 0,
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`quantity` Float64,
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`pnl` Float64 DEFAULT 0,
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`pnl_pct` Float32 DEFAULT 0,
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`exit_reason` LowCardinality(String) DEFAULT '',
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`vel_div_entry` Float32,
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`boost_at_entry` Float32,
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`beta_at_entry` Float32,
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`posture` LowCardinality(String),
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`leverage` Float32,
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`conviction_multiplier` Float32 DEFAULT 0,
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`exchange_leverage` UInt8 DEFAULT 0,
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`exchange_leverage_mode` LowCardinality(String) DEFAULT '',
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`leverage_mapping_rule` LowCardinality(String) DEFAULT '',
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`account_capital` Float64 DEFAULT 0,
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`portfolio_capital` Float64 DEFAULT 0,
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`current_open_notional` Float64 DEFAULT 0,
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`remaining_notional_capacity` Float64 DEFAULT 0,
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`max_account_leverage` Float32 DEFAULT 0,
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`margin_required` Float64 DEFAULT 0,
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`ledger_authority` LowCardinality(String) DEFAULT '',
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`regime_signal` Int8 DEFAULT 0,
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`capital_before` Float64 DEFAULT 0,
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`capital_after` Float64 DEFAULT 0,
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`peak_capital` Float64 DEFAULT 0,
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`drawdown_at_entry` Float32 DEFAULT 0,
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`open_positions_count` UInt8 DEFAULT 0,
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`scan_uuid` String DEFAULT '',
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`bars_held` UInt16 DEFAULT 0,
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`entry_payload_json` String DEFAULT '',
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`exit_payload_json` String DEFAULT '',
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`execution_payload_json` String DEFAULT '',
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`friction_payload_json` String DEFAULT '',
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`event_payload_json` String DEFAULT '',
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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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`market_state_bundle_json` String DEFAULT '',
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`tp_base_pct` Float32 DEFAULT 0,
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`tp_effective_pct` Float32 DEFAULT 0,
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`our_leverage` Float32 DEFAULT 0,
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`fee` Float64 DEFAULT 0,
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`fee_source` LowCardinality(String) DEFAULT '',
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`is_maker` UInt8 DEFAULT 0,
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`slippage_bps` Float32 DEFAULT 0,
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`mark_at_submit` Float64 DEFAULT 0,
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`exchange_ts` Int64 DEFAULT 0,
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`pnl_source` LowCardinality(String) DEFAULT ''
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)
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ENGINE = MergeTree
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PARTITION BY toYYYYMM(ts)
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ORDER BY (ts, asset)
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SETTINGS index_granularity = 8192;
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