6da2786590
ST-3.1: Course tags system - education.course_tags with slug, color, featured flag - education.course_tag_assignments (M:N) with auto usage_count - Seeds: 10 initial tags (forex, crypto, ICT, etc.) ST-3.2: Drawing tools for charts - Enum: trading.drawing_tool_type (18 types including ICT) - trading.drawing_tools with JSONB points and styles - trading.drawing_templates for reusable presets ST-3.3: Complete agent_executions - Added 10 columns: execution_time_ms, slippage, risk_score, etc. - 5 new performance indexes - Trigger for updated_at ST-3.4: ML composite indexes - 8 new composite/partial indexes for predictions - Optimized for symbol+timeframe+date queries - Partial indexes for high confidence and overlay display New files: 7 DDL, 2 migrations, 1 seed Modified: 3 existing DDL files Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
173 lines
7.5 KiB
SQL
173 lines
7.5 KiB
SQL
-- =====================================================
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-- INVESTMENT SCHEMA - AGENT EXECUTIONS TABLE
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-- =====================================================
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-- Description: Tracking de ejecuciones de trading agents
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-- Schema: investment
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-- Gap: GAP-DDL-005, GAP-007
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-- Task: ST-3.3
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-- Created: 2026-02-03
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-- Updated: 2026-02-03
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-- Related: OQI-004 Investment Accounts
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-- =====================================================
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CREATE TABLE investment.agent_executions (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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-- Relacion con cuenta PAMM
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account_id UUID NOT NULL REFERENCES investment.accounts(id) ON DELETE CASCADE,
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-- Tipo de agente (Atlas, Orion, Nova)
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agent_type investment.trading_agent NOT NULL,
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-- Tipo de ejecucion
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execution_type VARCHAR(20) NOT NULL CHECK (
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execution_type IN ('trade', 'rebalance', 'distribution', 'stop_loss', 'take_profit', 'hedge')
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),
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-- Detalles del trade
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symbol VARCHAR(20),
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side VARCHAR(4) CHECK (side IN ('buy', 'sell')),
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quantity DECIMAL(20,8),
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entry_price DECIMAL(20,8),
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exit_price DECIMAL(20,8),
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-- Resultado (P&L)
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pnl DECIMAL(20,8),
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pnl_percentage DECIMAL(8,4),
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fees DECIMAL(20,8) DEFAULT 0,
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-- Metricas de ejecucion
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execution_time_ms INTEGER,
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slippage DECIMAL(20,8),
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-- Metricas de riesgo
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risk_score DECIMAL(5,4) CHECK (risk_score IS NULL OR risk_score BETWEEN 0 AND 1),
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position_size_percent DECIMAL(5,2),
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-- Detalles adicionales (JSON)
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trade_details JSONB DEFAULT '{}',
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market_conditions JSONB, -- volatility, trend, liquidity, etc.
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-- Estado
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status VARCHAR(20) DEFAULT 'executed' CHECK (
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status IN ('pending', 'executed', 'partially_filled', 'cancelled', 'failed')
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),
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error_code VARCHAR(50),
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failure_reason TEXT,
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notes TEXT,
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-- Metadata ML/AI
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signal_source VARCHAR(50), -- ml_model, llm, manual, scheduled, ensemble
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confidence_score DECIMAL(5,4) CHECK (confidence_score IS NULL OR confidence_score BETWEEN 0 AND 1),
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model_version VARCHAR(50),
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model_id UUID, -- Reference to ML model
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-- Referencias externas
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external_order_id VARCHAR(100),
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-- Timestamps
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executed_at TIMESTAMPTZ DEFAULT NOW(),
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closed_at TIMESTAMPTZ,
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created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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updated_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
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);
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-- =====================================================
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-- INDEXES
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-- =====================================================
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-- Primary lookup indexes
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CREATE INDEX idx_agent_exec_account ON investment.agent_executions(account_id);
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CREATE INDEX idx_agent_exec_type ON investment.agent_executions(agent_type);
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CREATE INDEX idx_agent_exec_status ON investment.agent_executions(status);
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-- Time-based indexes
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CREATE INDEX idx_agent_exec_date ON investment.agent_executions(executed_at DESC);
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CREATE INDEX idx_agent_exec_account_date ON investment.agent_executions(account_id, executed_at DESC);
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-- Symbol and P&L indexes (partial for efficiency)
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CREATE INDEX idx_agent_exec_symbol ON investment.agent_executions(symbol)
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WHERE symbol IS NOT NULL;
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CREATE INDEX idx_agent_exec_pnl ON investment.agent_executions(pnl DESC NULLS LAST)
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WHERE pnl IS NOT NULL;
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-- Performance analysis indexes
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CREATE INDEX idx_agent_exec_slippage ON investment.agent_executions(slippage)
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WHERE slippage IS NOT NULL;
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CREATE INDEX idx_agent_exec_risk_score ON investment.agent_executions(risk_score)
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WHERE risk_score IS NOT NULL;
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-- External reference indexes
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CREATE INDEX idx_agent_exec_external_order ON investment.agent_executions(external_order_id)
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WHERE external_order_id IS NOT NULL;
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CREATE INDEX idx_agent_exec_model ON investment.agent_executions(model_id)
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WHERE model_id IS NOT NULL;
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-- Signal analysis index (composite)
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CREATE INDEX idx_agent_exec_signal_confidence ON investment.agent_executions(signal_source, confidence_score DESC NULLS LAST)
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WHERE signal_source IS NOT NULL;
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-- =====================================================
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-- TRIGGER
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-- =====================================================
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CREATE TRIGGER trg_agent_executions_updated_at
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BEFORE UPDATE ON investment.agent_executions
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FOR EACH ROW
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EXECUTE FUNCTION public.update_updated_at();
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-- =====================================================
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-- COMMENTS
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-- =====================================================
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COMMENT ON TABLE investment.agent_executions IS 'Tracking de ejecuciones de trading agents (Atlas, Orion, Nova)';
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-- Agent and execution type
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COMMENT ON COLUMN investment.agent_executions.agent_type IS 'Agente que ejecuto: atlas (conservador), orion (moderado), nova (agresivo)';
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COMMENT ON COLUMN investment.agent_executions.execution_type IS 'Tipo: trade, rebalance, distribution, stop_loss, take_profit, hedge';
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-- Trade details
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COMMENT ON COLUMN investment.agent_executions.symbol IS 'Trading pair symbol (e.g., BTCUSDT, EURUSD)';
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COMMENT ON COLUMN investment.agent_executions.side IS 'Trade direction: buy or sell';
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COMMENT ON COLUMN investment.agent_executions.quantity IS 'Position size in base currency';
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COMMENT ON COLUMN investment.agent_executions.entry_price IS 'Entry price of the position';
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COMMENT ON COLUMN investment.agent_executions.exit_price IS 'Exit price (null if position still open)';
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-- P&L
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COMMENT ON COLUMN investment.agent_executions.pnl IS 'Profit/Loss in quote currency';
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COMMENT ON COLUMN investment.agent_executions.pnl_percentage IS 'P&L as percentage of position';
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COMMENT ON COLUMN investment.agent_executions.fees IS 'Trading fees/commissions paid';
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-- Execution metrics
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COMMENT ON COLUMN investment.agent_executions.execution_time_ms IS 'Time taken to execute the trade in milliseconds';
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COMMENT ON COLUMN investment.agent_executions.slippage IS 'Price slippage between requested and executed price';
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-- Risk metrics
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COMMENT ON COLUMN investment.agent_executions.risk_score IS 'Risk assessment score at time of execution (0-1)';
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COMMENT ON COLUMN investment.agent_executions.position_size_percent IS 'Position size as percentage of portfolio';
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-- JSON details
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COMMENT ON COLUMN investment.agent_executions.trade_details IS 'JSON with additional trade details (leverage, margin, etc.)';
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COMMENT ON COLUMN investment.agent_executions.market_conditions IS 'Market conditions at execution (volatility, trend, liquidity)';
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-- Status and errors
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COMMENT ON COLUMN investment.agent_executions.status IS 'Execution status: pending, executed, partially_filled, cancelled, failed';
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COMMENT ON COLUMN investment.agent_executions.error_code IS 'Standardized error code for failures';
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COMMENT ON COLUMN investment.agent_executions.failure_reason IS 'Detailed failure description';
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COMMENT ON COLUMN investment.agent_executions.notes IS 'Manual annotations or additional context';
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-- ML/AI metadata
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COMMENT ON COLUMN investment.agent_executions.signal_source IS 'Signal origin: ml_model, llm, manual, scheduled, ensemble';
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COMMENT ON COLUMN investment.agent_executions.confidence_score IS 'ML model confidence score (0-1)';
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COMMENT ON COLUMN investment.agent_executions.model_version IS 'Version of the ML model used';
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COMMENT ON COLUMN investment.agent_executions.model_id IS 'Reference to ML model that generated the signal';
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-- External references
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COMMENT ON COLUMN investment.agent_executions.external_order_id IS 'Order ID from external broker/exchange (Binance, MT4, etc.)';
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-- Timestamps
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COMMENT ON COLUMN investment.agent_executions.executed_at IS 'When the trade was executed';
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COMMENT ON COLUMN investment.agent_executions.closed_at IS 'When the position was closed';
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COMMENT ON COLUMN investment.agent_executions.created_at IS 'Record creation timestamp';
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COMMENT ON COLUMN investment.agent_executions.updated_at IS 'Last modification timestamp';
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