160 lines
5.2 KiB
SQL
160 lines
5.2 KiB
SQL
-- MySQL数据库架构（支持创新高回踩确认策略）
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-- 字符集：utf8mb4，支持emoji和完整Unicode
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-- 策略表：存储不同的交易策略配置
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CREATE TABLE IF NOT EXISTS strategies (
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id INT AUTO_INCREMENT PRIMARY KEY,
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strategy_name VARCHAR(100) NOT NULL UNIQUE,
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strategy_type VARCHAR(50) NOT NULL,
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description TEXT,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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updated_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_unicode_ci;
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-- 扫描会话表：记录每次策略扫描的会话信息
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CREATE TABLE IF NOT EXISTS scan_sessions (
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id INT AUTO_INCREMENT PRIMARY KEY,
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strategy_id INT NOT NULL,
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scan_date DATE NOT NULL,
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total_scanned INT DEFAULT 0,
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total_signals INT DEFAULT 0,
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data_source VARCHAR(200),
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scan_config JSON,
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status VARCHAR(20) DEFAULT 'completed',
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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FOREIGN KEY (strategy_id) REFERENCES strategies(id)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_unicode_ci;
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-- 股票信号表：存储具体的股票筛选信号（包括股票和加密货币）
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CREATE TABLE IF NOT EXISTS stock_signals (
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id INT AUTO_INCREMENT PRIMARY KEY,
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session_id INT,
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strategy_id INT,
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stock_code VARCHAR(20) NOT NULL,
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stock_name VARCHAR(100),
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asset_type VARCHAR(20) DEFAULT 'stock' COMMENT '资产类型: stock(股票), crypto(加密货币)',
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timeframe VARCHAR(20) NOT NULL,
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signal_date DATE NOT NULL,
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signal_type VARCHAR(100) NOT NULL,
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-- 价格信息
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breakout_price DECIMAL(10,3),
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yin_high DECIMAL(10,3),
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breakout_amount DECIMAL(15,2),
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breakout_pct DECIMAL(8,4),
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ema20_price DECIMAL(10,3),
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-- 技术指标
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yang1_entity_ratio DECIMAL(6,4),
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yang2_entity_ratio DECIMAL(6,4),
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final_yang_entity_ratio DECIMAL(6,4),
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turnover_ratio DECIMAL(8,4),
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above_ema20 BOOLEAN,
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-- 创新高回踩确认字段
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new_high_confirmed BOOLEAN DEFAULT FALSE,
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new_high_price DECIMAL(10,3),
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new_high_date DATE,
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confirmation_date DATE,
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confirmation_days INT,
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pullback_distance DECIMAL(8,4),
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-- K线详情（JSON格式存储）
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k1_data JSON,
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k2_data JSON,
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k3_data JSON,
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k4_data JSON,
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-- 元数据
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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FOREIGN KEY (session_id) REFERENCES scan_sessions(id),
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FOREIGN KEY (strategy_id) REFERENCES strategies(id),
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INDEX idx_stock_code (stock_code),
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INDEX idx_signal_date (signal_date),
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INDEX idx_strategy_id (strategy_id),
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INDEX idx_session_id (session_id),
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INDEX idx_new_high_confirmed (new_high_confirmed),
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INDEX idx_asset_type (asset_type)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_unicode_ci;
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-- 回踩监控表：存储回踩提醒信息
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CREATE TABLE IF NOT EXISTS pullback_alerts (
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id INT AUTO_INCREMENT PRIMARY KEY,
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signal_id INT,
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stock_code VARCHAR(20) NOT NULL,
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stock_name VARCHAR(100),
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asset_type VARCHAR(20) DEFAULT 'stock' COMMENT '资产类型: stock(股票), crypto(加密货币)',
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timeframe VARCHAR(20) NOT NULL,
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-- 原始信号信息
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original_signal_date DATE,
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original_breakout_price DECIMAL(10,3),
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yin_high DECIMAL(10,3),
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-- 回踩信息
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pullback_date DATE NOT NULL,
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current_price DECIMAL(10,3),
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current_low DECIMAL(10,3),
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pullback_pct DECIMAL(8,4),
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distance_to_yin_high DECIMAL(8,4),
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days_since_signal INT,
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-- 提醒状态
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alert_sent BOOLEAN DEFAULT FALSE,
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alert_sent_time TIMESTAMP NULL,
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created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
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FOREIGN KEY (signal_id) REFERENCES stock_signals(id),
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INDEX idx_stock_code (stock_code),
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INDEX idx_pullback_date (pullback_date)
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) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_unicode_ci;
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-- 创建索引以提高查询性能（忽略重复索引错误）
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-- CREATE INDEX idx_scan_sessions_scan_date ON scan_sessions (scan_date);
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-- 创建视图：最新信号概览
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CREATE OR REPLACE VIEW latest_signals_view AS
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SELECT
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ss.stock_code,
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ss.stock_name,
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ss.asset_type,
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ss.timeframe,
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ss.signal_date,
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ss.breakout_price,
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ss.yin_high,
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ss.breakout_pct,
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ss.final_yang_entity_ratio,
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ss.turnover_ratio,
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ss.new_high_confirmed,
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ss.new_high_price,
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ss.new_high_date,
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ss.confirmation_date,
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ss.confirmation_days,
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ss.pullback_distance,
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ss.above_ema20,
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s.strategy_name,
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scan.created_at as scan_time,
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scan.data_source
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FROM stock_signals ss
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JOIN strategies s ON ss.strategy_id = s.id
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JOIN scan_sessions scan ON ss.session_id = scan.id
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ORDER BY ss.signal_date DESC, ss.created_at DESC;
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-- 创建视图：策略统计概览
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CREATE OR REPLACE VIEW strategy_stats_view AS
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SELECT
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s.strategy_name,
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s.strategy_type,
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COUNT(DISTINCT scan.id) as total_scans,
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COUNT(ss.id) as total_signals,
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COUNT(DISTINCT ss.stock_code) as unique_stocks,
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MAX(scan.created_at) as last_scan_time,
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AVG(ss.breakout_pct) as avg_breakout_pct,
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AVG(ss.final_yang_entity_ratio) as avg_entity_ratio
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FROM strategies s
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LEFT JOIN scan_sessions scan ON s.id = scan.strategy_id
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LEFT JOIN stock_signals ss ON scan.id = ss.session_id
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GROUP BY s.id, s.strategy_name, s.strategy_type
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ORDER BY s.strategy_name; |