129 lines
5.2 KiB
SQL
129 lines
5.2 KiB
SQL
ALTER TABLE recommendation
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ADD COLUMN IF NOT EXISTS strategy_code TEXT DEFAULT '',
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ADD COLUMN IF NOT EXISTS strategy_signal_id BIGINT DEFAULT 0,
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ADD COLUMN IF NOT EXISTS strategy_snapshot_json TEXT DEFAULT '{}',
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ADD COLUMN IF NOT EXISTS factor_roles_json TEXT DEFAULT '{}';
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ALTER TABLE paper_trades
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ADD COLUMN IF NOT EXISTS strategy_code TEXT DEFAULT '',
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ADD COLUMN IF NOT EXISTS strategy_signal_id BIGINT DEFAULT 0,
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ADD COLUMN IF NOT EXISTS strategy_snapshot_json TEXT DEFAULT '{}',
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ADD COLUMN IF NOT EXISTS factor_roles_json TEXT DEFAULT '{}';
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ALTER TABLE paper_orders
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ADD COLUMN IF NOT EXISTS strategy_code TEXT DEFAULT '',
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ADD COLUMN IF NOT EXISTS strategy_signal_id BIGINT DEFAULT 0,
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ADD COLUMN IF NOT EXISTS strategy_snapshot_json TEXT DEFAULT '{}',
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ADD COLUMN IF NOT EXISTS factor_roles_json TEXT DEFAULT '{}';
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ALTER TABLE paper_trade_events
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ADD COLUMN IF NOT EXISTS strategy_code TEXT DEFAULT '',
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ADD COLUMN IF NOT EXISTS strategy_signal_id BIGINT DEFAULT 0;
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CREATE TABLE IF NOT EXISTS strategy_catalog (
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strategy_code TEXT PRIMARY KEY,
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strategy_name TEXT NOT NULL,
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strategy_version TEXT DEFAULT '',
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status TEXT DEFAULT 'active',
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mode TEXT DEFAULT 'paper_only',
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description TEXT DEFAULT '',
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config_json TEXT DEFAULT '{}',
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created_at TEXT NOT NULL,
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updated_at TEXT NOT NULL
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);
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CREATE TABLE IF NOT EXISTS strategy_signals (
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id BIGSERIAL PRIMARY KEY,
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run_id TEXT DEFAULT '',
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strategy_code TEXT NOT NULL,
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strategy_version TEXT DEFAULT '',
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symbol TEXT NOT NULL,
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direction TEXT DEFAULT 'long',
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signal_status TEXT DEFAULT 'candidate',
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confidence DOUBLE PRECISION DEFAULT 0,
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score DOUBLE PRECISION DEFAULT 0,
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market_regime TEXT DEFAULT '',
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trigger_json TEXT DEFAULT '{}',
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factor_roles_json TEXT DEFAULT '{}',
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entry_plan_json TEXT DEFAULT '{}',
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risk_plan_json TEXT DEFAULT '{}',
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decision_log_json TEXT DEFAULT '{}',
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created_at TEXT NOT NULL
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);
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CREATE INDEX IF NOT EXISTS idx_strategy_signals_code_time
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ON strategy_signals(strategy_code, created_at DESC);
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CREATE INDEX IF NOT EXISTS idx_strategy_signals_symbol_time
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ON strategy_signals(symbol, created_at DESC);
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CREATE INDEX IF NOT EXISTS idx_rec_strategy_code_time
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ON recommendation(strategy_code, rec_time DESC);
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CREATE INDEX IF NOT EXISTS idx_paper_trades_strategy_code
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ON paper_trades(strategy_code, opened_at DESC);
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CREATE INDEX IF NOT EXISTS idx_paper_orders_strategy_code
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ON paper_orders(strategy_code, created_at DESC);
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INSERT INTO strategy_catalog (
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strategy_code, strategy_name, strategy_version, status, mode, description, config_json, created_at, updated_at
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) VALUES
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('main_composite_v1', '综合确认主链路', '', 'active', 'paper_enabled', '迁移期兼容主链路：统一承载旧的综合筛选与确认逻辑。', '{}', NOW()::TEXT, NOW()::TEXT),
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('box_retest_4h_v1', '4H箱体突破回踩', '', 'active', 'paper_only', '底部箱体突破后回踩箱体上沿或EMA承接的结构策略雏形。', '{}', NOW()::TEXT, NOW()::TEXT)
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ON CONFLICT(strategy_code) DO UPDATE SET
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strategy_name=EXCLUDED.strategy_name,
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status=EXCLUDED.status,
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mode=EXCLUDED.mode,
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description=EXCLUDED.description,
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updated_at=NOW()::TEXT;
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UPDATE recommendation
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SET strategy_code='main_composite_v1'
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WHERE COALESCE(strategy_code, '') = '';
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UPDATE paper_trades pt
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SET strategy_code=COALESCE(NULLIF(r.strategy_code, ''), 'main_composite_v1'),
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strategy_signal_id=COALESCE(NULLIF(pt.strategy_signal_id, 0), r.strategy_signal_id, 0),
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strategy_snapshot_json=CASE
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WHEN COALESCE(pt.strategy_snapshot_json, '{}') != '{}' THEN pt.strategy_snapshot_json
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ELSE COALESCE(NULLIF(r.strategy_snapshot_json, ''), '{}')
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END,
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factor_roles_json=CASE
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WHEN COALESCE(pt.factor_roles_json, '{}') != '{}' THEN pt.factor_roles_json
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ELSE COALESCE(NULLIF(r.factor_roles_json, ''), '{}')
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END
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FROM recommendation r
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WHERE pt.recommendation_id = r.id
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AND COALESCE(pt.strategy_code, '') = '';
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UPDATE paper_trades
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SET strategy_code='main_composite_v1'
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WHERE COALESCE(strategy_code, '') = '';
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UPDATE paper_orders po
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SET strategy_code=COALESCE(NULLIF(r.strategy_code, ''), 'main_composite_v1'),
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strategy_signal_id=COALESCE(NULLIF(po.strategy_signal_id, 0), r.strategy_signal_id, 0),
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strategy_snapshot_json=CASE
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WHEN COALESCE(po.strategy_snapshot_json, '{}') != '{}' THEN po.strategy_snapshot_json
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ELSE COALESCE(NULLIF(r.strategy_snapshot_json, ''), '{}')
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END,
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factor_roles_json=CASE
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WHEN COALESCE(po.factor_roles_json, '{}') != '{}' THEN po.factor_roles_json
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ELSE COALESCE(NULLIF(r.factor_roles_json, ''), '{}')
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END
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FROM recommendation r
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WHERE po.recommendation_id = r.id
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AND COALESCE(po.strategy_code, '') = '';
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UPDATE paper_orders
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SET strategy_code='main_composite_v1'
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WHERE COALESCE(strategy_code, '') = '';
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UPDATE paper_trade_events e
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SET strategy_code=COALESCE(NULLIF(pt.strategy_code, ''), 'main_composite_v1'),
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strategy_signal_id=COALESCE(pt.strategy_signal_id, 0)
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FROM paper_trades pt
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WHERE e.trade_id = pt.id
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AND COALESCE(e.strategy_code, '') = '';
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UPDATE paper_trade_events
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SET strategy_code='main_composite_v1'
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WHERE COALESCE(strategy_code, '') = '';
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