2a6d8367d8
DDL updates: - Update extensions and schemas configuration - Add sessions table for auth schema - Update education schema (videos, install/uninstall scripts) - Add backtest_runs and llm_signals tables for ML schema Scripts: - Update database creation and migration scripts - Add DDL validation script New: - Add migrations directory structure - Add production seeds for auth, investment, market_data, trading Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
101 lines
3.3 KiB
SQL
101 lines
3.3 KiB
SQL
-- =====================================================
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-- ML SCHEMA - BACKTEST RUNS TABLE
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-- =====================================================
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-- Description: Backtest execution history and results
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-- Schema: ml
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-- Author: ML Module Implementation
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-- Date: 2026-01-18
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-- =====================================================
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-- Backtest status enum
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_type WHERE typname = 'backtest_status') THEN
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CREATE TYPE ml.backtest_status AS ENUM (
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'pending',
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'running',
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'completed',
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'failed',
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'cancelled'
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);
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END IF;
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END$$;
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CREATE TABLE IF NOT EXISTS ml.backtest_runs (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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-- User who initiated the backtest (optional for system backtests)
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user_id UUID REFERENCES auth.users(id) ON DELETE SET NULL,
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-- Symbol and date range
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symbol VARCHAR(20) NOT NULL,
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start_date DATE NOT NULL,
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end_date DATE NOT NULL,
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-- Status
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status ml.backtest_status NOT NULL DEFAULT 'pending',
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-- Configuration
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config JSONB NOT NULL,
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-- Example config:
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-- {
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-- "initialCapital": 10000,
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-- "riskPerTrade": 0.02,
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-- "rrConfig": "rr_2_1",
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-- "strategy": "ml_signals",
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-- "params": {}
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-- }
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-- Results (populated when completed)
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result JSONB,
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-- Example result:
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-- {
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-- "totalTrades": 150,
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-- "winRate": 0.52,
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-- "netProfit": 2500.00,
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-- "profitFactor": 1.45,
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-- "maxDrawdown": 0.15,
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-- "sharpeRatio": 1.8,
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-- "sortinoRatio": 2.1,
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-- "calmarRatio": 1.2,
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-- "expectancy": 0.05,
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-- "totalProfitR": 45.5,
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-- "trades": [...]
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-- }
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-- Error message (if failed)
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error TEXT,
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-- Timing
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started_at TIMESTAMPTZ,
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completed_at TIMESTAMPTZ,
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created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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-- Constraints
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CONSTRAINT valid_date_range CHECK (end_date >= start_date),
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CONSTRAINT valid_config CHECK (jsonb_typeof(config) = 'object')
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);
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-- Indexes
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CREATE INDEX IF NOT EXISTS idx_backtest_runs_user ON ml.backtest_runs(user_id);
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CREATE INDEX IF NOT EXISTS idx_backtest_runs_symbol ON ml.backtest_runs(symbol);
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CREATE INDEX IF NOT EXISTS idx_backtest_runs_status ON ml.backtest_runs(status);
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CREATE INDEX IF NOT EXISTS idx_backtest_runs_created ON ml.backtest_runs(created_at DESC);
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-- Index for finding completed backtests by profit
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CREATE INDEX IF NOT EXISTS idx_backtest_runs_profit ON ml.backtest_runs((result->>'netProfit'))
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WHERE status = 'completed';
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-- Composite index for user queries
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CREATE INDEX IF NOT EXISTS idx_backtest_runs_user_symbol ON ml.backtest_runs(user_id, symbol, created_at DESC);
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-- Comments
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COMMENT ON TABLE ml.backtest_runs IS 'Backtest execution history and results';
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COMMENT ON COLUMN ml.backtest_runs.user_id IS 'User who initiated the backtest (null for system backtests)';
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COMMENT ON COLUMN ml.backtest_runs.symbol IS 'Trading symbol/pair tested';
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COMMENT ON COLUMN ml.backtest_runs.config IS 'Backtest configuration (capital, risk, strategy, etc.)';
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COMMENT ON COLUMN ml.backtest_runs.result IS 'Backtest results including metrics and trades';
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COMMENT ON COLUMN ml.backtest_runs.error IS 'Error message if backtest failed';
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COMMENT ON COLUMN ml.backtest_runs.started_at IS 'When backtest execution started';
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COMMENT ON COLUMN ml.backtest_runs.completed_at IS 'When backtest finished (success or failure)';
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