feat: add trading_days schema migration

api/migrations/001_trading_days_schema.py

@@ -0,0 +1,111 @@
+"""Migration: Create trading_days, holdings, and actions tables."""
+
+import sqlite3
+from typing import TYPE_CHECKING
+
+if TYPE_CHECKING:
+    from api.database import Database
+
+
+def create_trading_days_schema(db: "Database") -> None:
+    """Create new schema for day-centric trading results.
+
+    Args:
+        db: Database instance to apply migration to
+    """
+
+    # Create trading_days table
+    db.connection.execute("""
+        CREATE TABLE IF NOT EXISTS trading_days (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            job_id TEXT NOT NULL,
+            model TEXT NOT NULL,
+            date TEXT NOT NULL,
+
+            -- Starting position (cash only, holdings from previous day)
+            starting_cash REAL NOT NULL,
+            starting_portfolio_value REAL NOT NULL,
+
+            -- Daily performance metrics
+            daily_profit REAL NOT NULL,
+            daily_return_pct REAL NOT NULL,
+
+            -- Ending state (cash only, holdings in separate table)
+            ending_cash REAL NOT NULL,
+            ending_portfolio_value REAL NOT NULL,
+
+            -- Reasoning
+            reasoning_summary TEXT,
+            reasoning_full TEXT,
+
+            -- Metadata
+            total_actions INTEGER DEFAULT 0,
+            session_duration_seconds REAL,
+            days_since_last_trading INTEGER DEFAULT 1,
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+            completed_at TIMESTAMP,
+
+            UNIQUE(job_id, model, date),
+            FOREIGN KEY (job_id) REFERENCES jobs(job_id)
+        )
+    """)
+
+    # Create index for lookups
+    db.connection.execute("""
+        CREATE INDEX IF NOT EXISTS idx_trading_days_lookup
+        ON trading_days(job_id, model, date)
+    """)
+
+    # Create holdings table (ending positions only)
+    db.connection.execute("""
+        CREATE TABLE IF NOT EXISTS holdings (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            trading_day_id INTEGER NOT NULL,
+            symbol TEXT NOT NULL,
+            quantity INTEGER NOT NULL,
+
+            FOREIGN KEY (trading_day_id) REFERENCES trading_days(id) ON DELETE CASCADE,
+            UNIQUE(trading_day_id, symbol)
+        )
+    """)
+
+    # Create index for holdings lookups
+    db.connection.execute("""
+        CREATE INDEX IF NOT EXISTS idx_holdings_day
+        ON holdings(trading_day_id)
+    """)
+
+    # Create actions table (trade ledger)
+    db.connection.execute("""
+        CREATE TABLE IF NOT EXISTS actions (
+            id INTEGER PRIMARY KEY AUTOINCREMENT,
+            trading_day_id INTEGER NOT NULL,
+
+            action_type TEXT NOT NULL,
+            symbol TEXT,
+            quantity INTEGER,
+            price REAL,
+
+            created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
+
+            FOREIGN KEY (trading_day_id) REFERENCES trading_days(id) ON DELETE CASCADE
+        )
+    """)
+
+    # Create index for actions lookups
+    db.connection.execute("""
+        CREATE INDEX IF NOT EXISTS idx_actions_day
+        ON actions(trading_day_id)
+    """)
+
+    db.connection.commit()
+
+
+def drop_old_positions_table(db: "Database") -> None:
+    """Drop deprecated positions table after migration complete.
+
+    Args:
+        db: Database instance
+    """
+    db.connection.execute("DROP TABLE IF EXISTS positions")
+    db.connection.commit()

api/migrations/__init__.py

@@ -0,0 +1 @@
+"""Database schema migrations."""