mirror of
https://github.com/Xe138/AI-Trader.git
synced 2026-04-01 17:17:24 -04:00
docs: update API reference and database schema for new results endpoint
This commit is contained in:
@@ -42,26 +42,45 @@ CREATE TABLE job_details (
|
||||
);
|
||||
```
|
||||
|
||||
### positions
|
||||
Trading position records with P&L.
|
||||
### trading_days
|
||||
|
||||
Core table for each model-day execution with daily P&L metrics.
|
||||
|
||||
```sql
|
||||
CREATE TABLE positions (
|
||||
CREATE TABLE trading_days (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
job_id TEXT,
|
||||
date TEXT,
|
||||
model TEXT,
|
||||
action_id INTEGER,
|
||||
action_type TEXT,
|
||||
symbol TEXT,
|
||||
amount INTEGER,
|
||||
price REAL,
|
||||
cash REAL,
|
||||
portfolio_value REAL,
|
||||
daily_profit REAL,
|
||||
daily_return_pct REAL,
|
||||
created_at TEXT
|
||||
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 idx_trading_days_lookup ON trading_days(job_id, model, date);
|
||||
```
|
||||
|
||||
**Column Descriptions:**
|
||||
@@ -70,45 +89,123 @@ CREATE TABLE positions (
|
||||
|--------|------|-------------|
|
||||
| id | INTEGER | Primary key, auto-incremented |
|
||||
| job_id | TEXT | Foreign key to jobs table |
|
||||
| date | TEXT | Trading date (YYYY-MM-DD) |
|
||||
| model | TEXT | Model signature/identifier |
|
||||
| action_id | INTEGER | Sequential action ID for the day (0 = start-of-day baseline) |
|
||||
| action_type | TEXT | Type of action: 'no_trade', 'buy', or 'sell' |
|
||||
| symbol | TEXT | Stock symbol (null for no_trade) |
|
||||
| amount | INTEGER | Number of shares traded (null for no_trade) |
|
||||
| price | REAL | Price per share (null for no_trade) |
|
||||
| cash | REAL | Cash balance after action |
|
||||
| portfolio_value | REAL | Total portfolio value (cash + holdings value) |
|
||||
| daily_profit | REAL | **Daily profit/loss compared to start-of-day portfolio value (action_id=0).** Calculated as: `current_portfolio_value - start_of_day_portfolio_value`. This shows the actual gain/loss from price movements and trading decisions, not affected by merely buying/selling stocks. |
|
||||
| daily_return_pct | REAL | **Daily return percentage compared to start-of-day portfolio value.** Calculated as: `(daily_profit / start_of_day_portfolio_value) * 100` |
|
||||
| created_at | TEXT | ISO 8601 timestamp with 'Z' suffix |
|
||||
| date | TEXT | Trading date (YYYY-MM-DD) |
|
||||
| starting_cash | REAL | Cash balance at start of day |
|
||||
| starting_portfolio_value | REAL | Total portfolio value at start (includes holdings valued at current prices) |
|
||||
| daily_profit | REAL | Dollar P&L from previous close (portfolio appreciation/depreciation) |
|
||||
| daily_return_pct | REAL | Percentage return from previous close |
|
||||
| ending_cash | REAL | Cash balance at end of day |
|
||||
| ending_portfolio_value | REAL | Total portfolio value at end |
|
||||
| reasoning_summary | TEXT | AI-generated 2-3 sentence summary of trading strategy |
|
||||
| reasoning_full | TEXT | JSON array of complete conversation log |
|
||||
| total_actions | INTEGER | Number of trades executed during the day |
|
||||
| session_duration_seconds | REAL | AI session duration in seconds |
|
||||
| days_since_last_trading | INTEGER | Days since previous trading day (1=normal, 3=weekend, 0=first day) |
|
||||
| created_at | TIMESTAMP | Record creation timestamp |
|
||||
| completed_at | TIMESTAMP | Session completion timestamp |
|
||||
|
||||
**Important Notes:**
|
||||
|
||||
- **Position tracking flow:** Positions are written by trade tools (`buy()`, `sell()` in `agent_tools/tool_trade.py`) and no-trade records (`add_no_trade_record_to_db()` in `tools/price_tools.py`). Each trade creates a new position record.
|
||||
- **Day-centric structure:** Each row represents one complete trading day for one model
|
||||
- **First trading day:** `daily_profit = 0`, `daily_return_pct = 0`, `days_since_last_trading = 0`
|
||||
- **Subsequent days:** Daily P&L calculated by valuing previous day's holdings at current prices
|
||||
- **Weekend gaps:** System handles multi-day gaps automatically (e.g., Monday following Friday shows `days_since_last_trading = 3`)
|
||||
- **Starting holdings:** Derived from previous day's ending holdings (not stored in this table, see `holdings` table)
|
||||
- **Unique constraint:** One record per (job_id, model, date) combination
|
||||
|
||||
- **Action ID sequence:**
|
||||
- `action_id=0`: Start-of-day position (created by `ModelDayExecutor._initialize_starting_position()` on first day only)
|
||||
- `action_id=1+`: Each trade or no-trade action increments the action_id
|
||||
**Daily P&L Calculation:**
|
||||
|
||||
- **Profit calculation:** Daily profit is calculated by comparing current portfolio value to the **start-of-day** portfolio value (action_id=0 for the current date). This ensures that:
|
||||
- Buying stocks doesn't show as a loss (cash ↓, stock value ↑ equally)
|
||||
- Selling stocks doesn't show as a gain (cash ↑, stock value ↓ equally)
|
||||
- Only actual price movements and strategic trading show as profit/loss
|
||||
Daily profit accurately reflects portfolio appreciation from price movements:
|
||||
|
||||
1. Get previous day's ending holdings and cash
|
||||
2. Value those holdings at current day's opening prices
|
||||
3. `daily_profit = current_value - previous_value`
|
||||
4. `daily_return_pct = (daily_profit / previous_value) * 100`
|
||||
|
||||
This ensures buying/selling stocks doesn't affect P&L - only price changes do.
|
||||
|
||||
---
|
||||
|
||||
### holdings
|
||||
Portfolio holdings breakdown per position.
|
||||
|
||||
Portfolio holdings snapshots (ending positions only).
|
||||
|
||||
```sql
|
||||
CREATE TABLE holdings (
|
||||
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
||||
position_id INTEGER,
|
||||
symbol TEXT,
|
||||
quantity REAL,
|
||||
FOREIGN KEY (position_id) REFERENCES positions(id) ON DELETE CASCADE
|
||||
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 idx_holdings_day ON holdings(trading_day_id);
|
||||
```
|
||||
|
||||
**Column Descriptions:**
|
||||
|
||||
| Column | Type | Description |
|
||||
|--------|------|-------------|
|
||||
| id | INTEGER | Primary key, auto-incremented |
|
||||
| trading_day_id | INTEGER | Foreign key to trading_days table |
|
||||
| symbol | TEXT | Stock symbol |
|
||||
| quantity | INTEGER | Number of shares held at end of day |
|
||||
|
||||
**Important Notes:**
|
||||
|
||||
- **Ending positions only:** This table stores only the final holdings at end of day
|
||||
- **Starting positions:** Derived by querying holdings for previous day's trading_day_id
|
||||
- **Cascade deletion:** Holdings are automatically deleted when parent trading_day is deleted
|
||||
- **Unique constraint:** One row per (trading_day_id, symbol) combination
|
||||
- **No cash:** Cash is stored directly in trading_days table (`ending_cash`)
|
||||
|
||||
---
|
||||
|
||||
### actions
|
||||
|
||||
Trade execution ledger.
|
||||
|
||||
```sql
|
||||
CREATE TABLE 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 idx_actions_day ON actions(trading_day_id);
|
||||
```
|
||||
|
||||
**Column Descriptions:**
|
||||
|
||||
| Column | Type | Description |
|
||||
|--------|------|-------------|
|
||||
| id | INTEGER | Primary key, auto-incremented |
|
||||
| trading_day_id | INTEGER | Foreign key to trading_days table |
|
||||
| action_type | TEXT | Trade type: 'buy', 'sell', or 'no_trade' |
|
||||
| symbol | TEXT | Stock symbol (NULL for no_trade) |
|
||||
| quantity | INTEGER | Number of shares traded (NULL for no_trade) |
|
||||
| price | REAL | Execution price per share (NULL for no_trade) |
|
||||
| created_at | TIMESTAMP | Timestamp of trade execution |
|
||||
|
||||
**Important Notes:**
|
||||
|
||||
- **Trade ledger:** Sequential log of all trades executed during a trading day
|
||||
- **No_trade actions:** Recorded when agent decides not to trade
|
||||
- **Cascade deletion:** Actions are automatically deleted when parent trading_day is deleted
|
||||
- **Execution order:** Use `created_at` to determine trade execution sequence
|
||||
- **Price snapshot:** Records actual execution price at time of trade
|
||||
|
||||
### price_data
|
||||
Cached historical price data.
|
||||
|
||||
|
||||
Reference in New Issue
Block a user