rckrdmrd
45e77e9a9c
DDL schemas for Trading Platform: - User management - Authentication - Payments - Education - ML predictions - Trading data Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
107 lines
4.5 KiB
SQL
107 lines
4.5 KiB
SQL
-- =====================================================
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-- ML SCHEMA - LLM DECISIONS TABLE
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-- =====================================================
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-- Description: Decisions made by the LLM Trading Agent
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-- Schema: ml
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-- Author: Database Agent
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-- Date: 2026-01-04
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-- Module: OQI-010-llm-trading-integration
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-- =====================================================
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CREATE TABLE ml.llm_decisions (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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-- Reference to prediction
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prediction_id UUID REFERENCES ml.llm_predictions(id) ON DELETE SET NULL,
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-- Decision details
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decision_type VARCHAR(50) NOT NULL,
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action_taken VARCHAR(50) NOT NULL,
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reasoning TEXT,
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-- Risk assessment
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risk_level VARCHAR(20),
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position_size DECIMAL(10,4),
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risk_pct DECIMAL(5,4) CHECK (risk_pct >= 0 AND risk_pct <= 1),
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-- Execution details
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executed BOOLEAN NOT NULL DEFAULT FALSE,
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execution_venue VARCHAR(20),
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order_id VARCHAR(100),
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-- Timestamps
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created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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-- Constraints
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CONSTRAINT chk_llm_decisions_type CHECK (
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decision_type IN (
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'TRADE', -- Execute a trade
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'ALERT', -- Send alert to user
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'WAIT', -- Wait for better conditions
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'CLOSE', -- Close existing position
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'PARTIAL_CLOSE', -- Partially close position
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'MODIFY_SL', -- Modify stop loss
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'MODIFY_TP', -- Modify take profit
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'SCALE_IN', -- Add to existing position
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'HEDGE', -- Open hedging position
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'STANDBY' -- No action, monitoring
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)
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),
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CONSTRAINT chk_llm_decisions_action CHECK (
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action_taken IN (
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'BUY', 'SELL', 'HOLD', 'CLOSE_LONG', 'CLOSE_SHORT',
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'PARTIAL_CLOSE_LONG', 'PARTIAL_CLOSE_SHORT',
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'MOVE_SL_BE', 'TRAILING_STOP', 'ALERT_SENT',
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'WAITING', 'MONITORING', 'REJECTED', 'SKIPPED'
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)
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),
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CONSTRAINT chk_llm_decisions_risk_level CHECK (
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risk_level IS NULL OR risk_level IN (
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'minimal', 'conservative', 'moderate', 'aggressive', 'high_risk'
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)
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),
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CONSTRAINT chk_llm_decisions_venue CHECK (
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execution_venue IS NULL OR execution_venue IN ('MT4', 'MT5', 'BINANCE', 'PAPER')
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),
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CONSTRAINT chk_llm_decisions_position_size CHECK (
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position_size IS NULL OR position_size > 0
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),
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CONSTRAINT chk_llm_decisions_execution CHECK (
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(executed = TRUE AND execution_venue IS NOT NULL) OR executed = FALSE
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)
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);
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-- Indices
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CREATE INDEX idx_llm_decisions_prediction ON ml.llm_decisions(prediction_id)
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WHERE prediction_id IS NOT NULL;
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CREATE INDEX idx_llm_decisions_type ON ml.llm_decisions(decision_type);
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CREATE INDEX idx_llm_decisions_action ON ml.llm_decisions(action_taken);
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CREATE INDEX idx_llm_decisions_executed ON ml.llm_decisions(executed);
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CREATE INDEX idx_llm_decisions_venue ON ml.llm_decisions(execution_venue)
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WHERE execution_venue IS NOT NULL;
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CREATE INDEX idx_llm_decisions_order ON ml.llm_decisions(order_id)
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WHERE order_id IS NOT NULL;
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CREATE INDEX idx_llm_decisions_created ON ml.llm_decisions(created_at DESC);
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CREATE INDEX idx_llm_decisions_risk_level ON ml.llm_decisions(risk_level)
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WHERE risk_level IS NOT NULL;
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-- Index for trade decisions that were executed
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CREATE INDEX idx_llm_decisions_trades ON ml.llm_decisions(created_at DESC)
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WHERE decision_type = 'TRADE' AND executed = TRUE;
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-- Comments
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COMMENT ON TABLE ml.llm_decisions IS 'Decisions made by the LLM Trading Agent based on predictions and risk assessment';
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COMMENT ON COLUMN ml.llm_decisions.id IS 'Unique identifier for the decision';
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COMMENT ON COLUMN ml.llm_decisions.prediction_id IS 'Reference to the prediction that triggered this decision';
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COMMENT ON COLUMN ml.llm_decisions.decision_type IS 'Type of decision: TRADE, ALERT, WAIT, CLOSE, etc.';
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COMMENT ON COLUMN ml.llm_decisions.action_taken IS 'Specific action: BUY, SELL, HOLD, CLOSE_LONG, etc.';
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COMMENT ON COLUMN ml.llm_decisions.reasoning IS 'LLM generated reasoning for the decision';
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COMMENT ON COLUMN ml.llm_decisions.risk_level IS 'Risk profile applied: minimal, conservative, moderate, aggressive';
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COMMENT ON COLUMN ml.llm_decisions.position_size IS 'Position size in lots or units';
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COMMENT ON COLUMN ml.llm_decisions.risk_pct IS 'Risk percentage of capital (0.0 to 1.0)';
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COMMENT ON COLUMN ml.llm_decisions.executed IS 'Whether the decision was executed in market';
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COMMENT ON COLUMN ml.llm_decisions.execution_venue IS 'Execution venue: MT4, MT5, BINANCE, or PAPER';
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COMMENT ON COLUMN ml.llm_decisions.order_id IS 'Order ID from execution venue if executed';
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COMMENT ON COLUMN ml.llm_decisions.created_at IS 'Timestamp when decision was made';
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