mirror of
https://github.com/Xe138/AI-Trader.git
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Bill
655f2a66eb
- Add PRAGMA foreign_keys = ON at the beginning of create_trading_days_schema() - Create jobs table if it doesn't exist as a prerequisite for the foreign key constraint - Ensures referential integrity is properly enforced for the trading_days table
132 lines
4.0 KiB
Python
132 lines
4.0 KiB
Python
"""Migration: Create trading_days, holdings, and actions tables."""
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import sqlite3
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from typing import TYPE_CHECKING
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if TYPE_CHECKING:
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from api.database import Database
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def create_trading_days_schema(db: "Database") -> None:
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"""Create new schema for day-centric trading results.
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Args:
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db: Database instance to apply migration to
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"""
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# Enable foreign key constraint enforcement
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db.connection.execute("PRAGMA foreign_keys = ON")
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# Create jobs table if it doesn't exist (prerequisite for foreign key)
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db.connection.execute("""
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CREATE TABLE IF NOT EXISTS jobs (
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job_id TEXT PRIMARY KEY,
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config_path TEXT NOT NULL,
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status TEXT NOT NULL CHECK(status IN ('pending', 'downloading_data', 'running', 'completed', 'partial', 'failed')),
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date_range TEXT NOT NULL,
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models TEXT NOT NULL,
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created_at TEXT NOT NULL,
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started_at TEXT,
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updated_at TEXT,
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completed_at TEXT,
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total_duration_seconds REAL,
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error TEXT,
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warnings TEXT
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)
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""")
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# Create trading_days table
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db.connection.execute("""
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CREATE TABLE IF NOT EXISTS trading_days (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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job_id TEXT NOT NULL,
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model TEXT NOT NULL,
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date TEXT NOT NULL,
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-- Starting position (cash only, holdings from previous day)
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starting_cash REAL NOT NULL,
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starting_portfolio_value REAL NOT NULL,
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-- Daily performance metrics
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daily_profit REAL NOT NULL,
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daily_return_pct REAL NOT NULL,
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-- Ending state (cash only, holdings in separate table)
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ending_cash REAL NOT NULL,
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ending_portfolio_value REAL NOT NULL,
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-- Reasoning
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reasoning_summary TEXT,
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reasoning_full TEXT,
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-- Metadata
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total_actions INTEGER DEFAULT 0,
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session_duration_seconds REAL,
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days_since_last_trading INTEGER DEFAULT 1,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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completed_at TIMESTAMP,
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UNIQUE(job_id, model, date),
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FOREIGN KEY (job_id) REFERENCES jobs(job_id)
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)
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""")
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# Create index for lookups
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db.connection.execute("""
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CREATE INDEX IF NOT EXISTS idx_trading_days_lookup
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ON trading_days(job_id, model, date)
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""")
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# Create holdings table (ending positions only)
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db.connection.execute("""
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CREATE TABLE IF NOT EXISTS holdings (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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trading_day_id INTEGER NOT NULL,
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symbol TEXT NOT NULL,
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quantity INTEGER NOT NULL,
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FOREIGN KEY (trading_day_id) REFERENCES trading_days(id) ON DELETE CASCADE,
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UNIQUE(trading_day_id, symbol)
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)
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""")
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# Create index for holdings lookups
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db.connection.execute("""
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CREATE INDEX IF NOT EXISTS idx_holdings_day
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ON holdings(trading_day_id)
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""")
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# Create actions table (trade ledger)
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db.connection.execute("""
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CREATE TABLE IF NOT EXISTS actions (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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trading_day_id INTEGER NOT NULL,
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action_type TEXT NOT NULL,
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symbol TEXT,
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quantity INTEGER,
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price REAL,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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FOREIGN KEY (trading_day_id) REFERENCES trading_days(id) ON DELETE CASCADE
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)
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""")
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# Create index for actions lookups
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db.connection.execute("""
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CREATE INDEX IF NOT EXISTS idx_actions_day
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ON actions(trading_day_id)
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""")
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db.connection.commit()
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def drop_old_positions_table(db: "Database") -> None:
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"""Drop deprecated positions table after migration complete.
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Args:
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db: Database instance
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"""
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db.connection.execute("DROP TABLE IF EXISTS positions")
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db.connection.commit()
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