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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>
115 lines
4.8 KiB
SQL
115 lines
4.8 KiB
SQL
-- ============================================================================
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-- INVESTMENT SCHEMA - Tabla: daily_performance
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-- ============================================================================
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-- Snapshots diarios de rendimiento de cuentas PAMM
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-- Usado para graficos, reportes y calculo de metricas
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-- ============================================================================
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CREATE TABLE IF NOT EXISTS investment.daily_performance (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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-- Relaciones
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account_id UUID NOT NULL REFERENCES investment.accounts(id) ON DELETE CASCADE,
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product_id UUID NOT NULL REFERENCES investment.products(id) ON DELETE CASCADE,
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-- Fecha del snapshot
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snapshot_date DATE NOT NULL,
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-- Balance
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opening_balance DECIMAL(20, 8) NOT NULL,
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closing_balance DECIMAL(20, 8) NOT NULL,
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-- Rendimiento del dia
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daily_pnl DECIMAL(20, 8) NOT NULL DEFAULT 0,
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daily_return_percentage DECIMAL(10, 6) NOT NULL DEFAULT 0,
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-- Rendimiento acumulado
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cumulative_pnl DECIMAL(20, 8) NOT NULL DEFAULT 0,
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cumulative_return_percentage DECIMAL(10, 6) NOT NULL DEFAULT 0,
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-- Movimientos del dia
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deposits DECIMAL(20, 8) NOT NULL DEFAULT 0,
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withdrawals DECIMAL(20, 8) NOT NULL DEFAULT 0,
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distributions_received DECIMAL(20, 8) NOT NULL DEFAULT 0,
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-- Metricas del agente de trading
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trades_executed INTEGER NOT NULL DEFAULT 0,
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winning_trades INTEGER NOT NULL DEFAULT 0,
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losing_trades INTEGER NOT NULL DEFAULT 0,
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win_rate DECIMAL(5, 2),
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-- Volatilidad y riesgo
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max_drawdown DECIMAL(10, 6),
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sharpe_ratio DECIMAL(10, 6),
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volatility DECIMAL(10, 6),
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-- High/Low del dia
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high_water_mark DECIMAL(20, 8),
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lowest_point DECIMAL(20, 8),
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-- Metadata del snapshot
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snapshot_source VARCHAR(50) DEFAULT 'cron', -- 'cron', 'manual', 'system'
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metadata JSONB DEFAULT '{}',
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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 uq_daily_performance_account_date UNIQUE(account_id, snapshot_date),
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CONSTRAINT chk_valid_balances CHECK (opening_balance >= 0 AND closing_balance >= 0),
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CONSTRAINT chk_valid_movements CHECK (deposits >= 0 AND withdrawals >= 0),
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CONSTRAINT chk_valid_trades CHECK (
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trades_executed >= 0 AND
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winning_trades >= 0 AND
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losing_trades >= 0 AND
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winning_trades + losing_trades <= trades_executed
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),
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CONSTRAINT chk_valid_win_rate CHECK (win_rate IS NULL OR (win_rate >= 0 AND win_rate <= 100))
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);
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-- Indices
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CREATE INDEX idx_daily_performance_account ON investment.daily_performance(account_id);
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CREATE INDEX idx_daily_performance_product ON investment.daily_performance(product_id);
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CREATE INDEX idx_daily_performance_date ON investment.daily_performance(snapshot_date DESC);
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CREATE INDEX idx_daily_performance_account_date ON investment.daily_performance(account_id, snapshot_date DESC);
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-- Index for recent performance (removed time-based predicate for immutability)
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CREATE INDEX idx_daily_performance_recent ON investment.daily_performance(account_id, snapshot_date DESC);
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-- Comentarios
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COMMENT ON TABLE investment.daily_performance IS 'Snapshots diarios de rendimiento de cuentas PAMM';
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COMMENT ON COLUMN investment.daily_performance.snapshot_date IS 'Fecha del snapshot (una entrada por dia por cuenta)';
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COMMENT ON COLUMN investment.daily_performance.daily_return_percentage IS 'Retorno del dia como porcentaje';
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COMMENT ON COLUMN investment.daily_performance.cumulative_return_percentage IS 'Retorno acumulado desde apertura de cuenta';
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COMMENT ON COLUMN investment.daily_performance.max_drawdown IS 'Maximo drawdown del dia';
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COMMENT ON COLUMN investment.daily_performance.high_water_mark IS 'Punto mas alto alcanzado';
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-- Vista para resumen mensual
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CREATE OR REPLACE VIEW investment.v_monthly_performance AS
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SELECT
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account_id,
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product_id,
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DATE_TRUNC('month', snapshot_date) AS month,
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MIN(opening_balance) AS month_opening,
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MAX(closing_balance) AS month_closing,
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SUM(daily_pnl) AS total_pnl,
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AVG(daily_return_percentage) AS avg_daily_return,
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SUM(deposits) AS total_deposits,
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SUM(withdrawals) AS total_withdrawals,
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SUM(distributions_received) AS total_distributions,
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SUM(trades_executed) AS total_trades,
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SUM(winning_trades) AS total_winning,
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SUM(losing_trades) AS total_losing,
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CASE
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WHEN SUM(winning_trades) + SUM(losing_trades) > 0
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THEN ROUND(SUM(winning_trades)::DECIMAL / (SUM(winning_trades) + SUM(losing_trades)) * 100, 2)
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ELSE NULL
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END AS monthly_win_rate,
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MIN(lowest_point) AS monthly_low,
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MAX(high_water_mark) AS monthly_high,
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COUNT(*) AS trading_days
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FROM investment.daily_performance
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GROUP BY account_id, product_id, DATE_TRUNC('month', snapshot_date);
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COMMENT ON VIEW investment.v_monthly_performance IS 'Resumen mensual de rendimiento agregado';
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