added new exchanges system
This commit is contained in:
parent
95eda4a842
commit
263e9513b7
98 changed files with 4643 additions and 1496 deletions
13
database/postgres/init/01-init-database.sql
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13
database/postgres/init/01-init-database.sql
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-- Initialize main database and user
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-- This runs first when PostgreSQL container starts
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-- Create main database if it doesn't exist
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SELECT 'CREATE DATABASE trading_bot'
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WHERE NOT EXISTS (SELECT FROM pg_database WHERE datname = 'trading_bot')\gexec
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-- Connect to the trading_bot database
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\c trading_bot;
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-- Create extensions we'll need
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CREATE EXTENSION IF NOT EXISTS "uuid-ossp";
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CREATE EXTENSION IF NOT EXISTS "pg_trgm"; -- For fuzzy string matching
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-- Trading Bot Database Schema Initialization
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-- Create schemas
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CREATE SCHEMA IF NOT EXISTS trading;
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CREATE SCHEMA IF NOT EXISTS strategy;
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CREATE SCHEMA IF NOT EXISTS risk;
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CREATE SCHEMA IF NOT EXISTS audit;
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-- Set search path for the database
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ALTER DATABASE trading_bot SET search_path TO trading, strategy, risk, audit, public;
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-- Create extensions
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CREATE EXTENSION IF NOT EXISTS "uuid-ossp";
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CREATE EXTENSION IF NOT EXISTS "btree_gin";
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CREATE EXTENSION IF NOT EXISTS "pg_stat_statements";
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-- Create a read-only user for analytics
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CREATE USER trading_reader WITH PASSWORD 'reader_pass_dev';
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GRANT CONNECT ON DATABASE trading_bot TO trading_reader;
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GRANT USAGE ON SCHEMA trading, strategy, risk, audit TO trading_reader;
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63
database/postgres/init/02-master-schema.sql
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63
database/postgres/init/02-master-schema.sql
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-- Simple Master Schema for Symbol Resolution
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-- Connect to trading_bot database
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\c trading_bot;
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-- Exchanges Table
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CREATE TABLE IF NOT EXISTS exchanges (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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code VARCHAR(10) UNIQUE NOT NULL, -- NASDAQ, NYSE, TSX, etc.
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name VARCHAR(255) NOT NULL, -- Full exchange name
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country CHAR(2) NOT NULL, -- US, CA, GB
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currency CHAR(3) NOT NULL DEFAULT 'USD', -- USD, CAD, GBP
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is_active BOOLEAN DEFAULT true,
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created_at TIMESTAMP DEFAULT NOW(),
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updated_at TIMESTAMP DEFAULT NOW()
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);
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-- Symbols Table
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CREATE TABLE IF NOT EXISTS symbols (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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symbol VARCHAR(20) NOT NULL, -- AAPL, SHOP, etc.
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exchange_id UUID REFERENCES exchanges(id),
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company_name VARCHAR(255),
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sector VARCHAR(100),
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country CHAR(2),
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currency CHAR(3),
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is_active BOOLEAN DEFAULT true,
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created_at TIMESTAMP DEFAULT NOW(),
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updated_at TIMESTAMP DEFAULT NOW(),
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UNIQUE(symbol, exchange_id)
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);
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-- Provider Symbol Mappings (How each provider refers to our symbols)
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CREATE TABLE IF NOT EXISTS provider_mappings (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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symbol_id UUID REFERENCES symbols(id),
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provider VARCHAR(50) NOT NULL, -- 'qm', 'yahoo', 'ib', etc.
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provider_symbol VARCHAR(100) NOT NULL, -- How provider names it: "AAPL:NASDAQ", "SHOP.TO"
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provider_exchange VARCHAR(50), -- Provider's exchange code
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confidence DECIMAL(3,2) DEFAULT 1.0, -- 0.0 to 1.0 matching confidence
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verified BOOLEAN DEFAULT false, -- Manually verified flag
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last_seen TIMESTAMP DEFAULT NOW(),
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created_at TIMESTAMP DEFAULT NOW(),
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UNIQUE(provider, provider_symbol)
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);
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-- Simple sync tracking table
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CREATE TABLE IF NOT EXISTS sync_status (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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provider VARCHAR(50) NOT NULL,
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data_type VARCHAR(50) NOT NULL, -- 'symbols', 'exchanges'
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last_sync_at TIMESTAMP,
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last_sync_count INTEGER DEFAULT 0,
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sync_errors TEXT,
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created_at TIMESTAMP DEFAULT NOW(),
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updated_at TIMESTAMP DEFAULT NOW(),
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UNIQUE(provider, data_type)
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);
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-- Create basic indexes
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CREATE INDEX IF NOT EXISTS idx_symbols_symbol ON symbols(symbol);
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CREATE INDEX IF NOT EXISTS idx_symbols_exchange ON symbols(exchange_id);
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CREATE INDEX IF NOT EXISTS idx_provider_mappings_provider ON provider_mappings(provider, provider_symbol);
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CREATE INDEX IF NOT EXISTS idx_provider_mappings_symbol ON provider_mappings(symbol_id);
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@ -1,93 +0,0 @@
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-- Core trading tables
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-- Symbols and instruments
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CREATE TABLE trading.symbols (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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symbol VARCHAR(20) NOT NULL UNIQUE,
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name VARCHAR(255),
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exchange VARCHAR(50),
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asset_type VARCHAR(20) DEFAULT 'equity',
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sector VARCHAR(100),
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is_active BOOLEAN DEFAULT true,
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metadata JSONB DEFAULT '{}',
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Orders
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CREATE TABLE trading.orders (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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symbol_id UUID REFERENCES trading.symbols(id),
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strategy_id UUID,
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order_type VARCHAR(20) NOT NULL, -- 'market', 'limit', 'stop', etc.
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side VARCHAR(10) NOT NULL CHECK (side IN ('buy', 'sell')),
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quantity DECIMAL(18,8) NOT NULL CHECK (quantity > 0),
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price DECIMAL(18,8),
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stop_price DECIMAL(18,8),
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status VARCHAR(20) DEFAULT 'pending' CHECK (status IN ('pending', 'submitted', 'filled', 'cancelled', 'rejected')),
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broker_order_id VARCHAR(100),
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filled_quantity DECIMAL(18,8) DEFAULT 0,
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avg_fill_price DECIMAL(18,8),
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commission DECIMAL(18,8) DEFAULT 0,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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CONSTRAINT valid_prices CHECK (
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(order_type = 'market') OR
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(order_type = 'limit' AND price IS NOT NULL) OR
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(order_type = 'stop' AND stop_price IS NOT NULL)
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)
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);
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-- Positions
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CREATE TABLE trading.positions (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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symbol_id UUID REFERENCES trading.symbols(id),
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strategy_id UUID,
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quantity DECIMAL(18,8) NOT NULL,
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avg_cost DECIMAL(18,8) NOT NULL,
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market_value DECIMAL(18,8),
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unrealized_pnl DECIMAL(18,8),
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realized_pnl DECIMAL(18,8) DEFAULT 0,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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UNIQUE(symbol_id, strategy_id)
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);
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-- Executions/Fills
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CREATE TABLE trading.executions (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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order_id UUID REFERENCES trading.orders(id),
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symbol_id UUID REFERENCES trading.symbols(id),
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side VARCHAR(10) NOT NULL CHECK (side IN ('buy', 'sell')),
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quantity DECIMAL(18,8) NOT NULL,
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price DECIMAL(18,8) NOT NULL,
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commission DECIMAL(18,8) DEFAULT 0,
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broker_execution_id VARCHAR(100),
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executed_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Accounts/Portfolios
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CREATE TABLE trading.accounts (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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name VARCHAR(255) NOT NULL,
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account_type VARCHAR(50) DEFAULT 'paper', -- 'paper', 'live'
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broker VARCHAR(50),
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cash_balance DECIMAL(18,2) DEFAULT 0,
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buying_power DECIMAL(18,2) DEFAULT 0,
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total_value DECIMAL(18,2) DEFAULT 0,
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is_active BOOLEAN DEFAULT true,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create indexes for performance
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CREATE INDEX idx_orders_symbol_created ON trading.orders(symbol_id, created_at);
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CREATE INDEX idx_orders_status ON trading.orders(status);
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CREATE INDEX idx_orders_strategy ON trading.orders(strategy_id);
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CREATE INDEX idx_positions_strategy ON trading.positions(strategy_id);
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CREATE INDEX idx_executions_order ON trading.executions(order_id);
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CREATE INDEX idx_executions_symbol_time ON trading.executions(symbol_id, executed_at);
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-- Grant permissions to reader
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GRANT SELECT ON ALL TABLES IN SCHEMA trading TO trading_reader;
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23
database/postgres/init/03-initial-data.sql
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23
database/postgres/init/03-initial-data.sql
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-- Insert initial reference data
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\c trading_bot;
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-- Insert basic exchanges to start with
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INSERT INTO exchanges (code, name, country, currency) VALUES
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('NASDAQ', 'NASDAQ Stock Market', 'US', 'USD'),
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('NYSE', 'New York Stock Exchange', 'US', 'USD'),
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('TSX', 'Toronto Stock Exchange', 'CA', 'CAD'),
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('LSE', 'London Stock Exchange', 'GB', 'GBP'),
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('CME', 'Chicago Mercantile Exchange', 'US', 'USD')
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ON CONFLICT (code) DO NOTHING;
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-- Insert initial sync status records for QM provider
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INSERT INTO sync_status (provider, data_type) VALUES
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('qm', 'symbols'),
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('qm', 'exchanges')
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ON CONFLICT (provider, data_type) DO NOTHING;
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-- Show what we created
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SELECT 'Database setup complete. Tables created:' as status;
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SELECT table_name FROM information_schema.tables
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WHERE table_schema = 'public'
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ORDER BY table_name;
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-- Strategy and Risk Management Tables
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-- Strategies
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CREATE TABLE strategy.strategies (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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name VARCHAR(255) NOT NULL,
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description TEXT,
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version VARCHAR(20) DEFAULT '1.0.0',
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config JSONB DEFAULT '{}',
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parameters JSONB DEFAULT '{}',
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is_active BOOLEAN DEFAULT false,
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is_enabled BOOLEAN DEFAULT true,
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created_by VARCHAR(255),
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Strategy executions/runs
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CREATE TABLE strategy.executions (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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strategy_id UUID REFERENCES strategy.strategies(id),
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status VARCHAR(20) DEFAULT 'running' CHECK (status IN ('running', 'stopped', 'error', 'completed')),
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started_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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stopped_at TIMESTAMP WITH TIME ZONE,
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error_message TEXT,
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execution_stats JSONB DEFAULT '{}',
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Strategy signals
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CREATE TABLE strategy.signals (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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strategy_id UUID REFERENCES strategy.strategies(id),
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symbol_id UUID REFERENCES trading.symbols(id),
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signal_type VARCHAR(20) NOT NULL CHECK (signal_type IN ('buy', 'sell', 'hold')),
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strength DECIMAL(3,2) CHECK (strength >= 0 AND strength <= 1), -- 0.0 to 1.0
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confidence DECIMAL(3,2) CHECK (confidence >= 0 AND confidence <= 1),
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target_price DECIMAL(18,8),
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stop_loss DECIMAL(18,8),
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take_profit DECIMAL(18,8),
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metadata JSONB DEFAULT '{}',
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Risk limits
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CREATE TABLE risk.limits (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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strategy_id UUID REFERENCES strategy.strategies(id),
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account_id UUID REFERENCES trading.accounts(id),
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limit_type VARCHAR(50) NOT NULL, -- 'max_position_size', 'max_daily_loss', 'max_drawdown', etc.
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limit_value DECIMAL(18,8) NOT NULL,
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current_value DECIMAL(18,8) DEFAULT 0,
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threshold_warning DECIMAL(18,8), -- Warning at X% of limit
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is_active BOOLEAN DEFAULT true,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Risk events/alerts
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CREATE TABLE risk.events (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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limit_id UUID REFERENCES risk.limits(id),
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strategy_id UUID,
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event_type VARCHAR(50) NOT NULL, -- 'warning', 'breach', 'resolved'
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severity VARCHAR(20) DEFAULT 'medium' CHECK (severity IN ('low', 'medium', 'high', 'critical')),
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message TEXT NOT NULL,
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current_value DECIMAL(18,8),
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limit_value DECIMAL(18,8),
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metadata JSONB DEFAULT '{}',
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acknowledged BOOLEAN DEFAULT false,
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acknowledged_by VARCHAR(255),
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acknowledged_at TIMESTAMP WITH TIME ZONE,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Performance tracking
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CREATE TABLE strategy.performance (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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strategy_id UUID REFERENCES strategy.strategies(id),
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date DATE NOT NULL,
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total_return DECIMAL(10,4),
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daily_return DECIMAL(10,4),
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sharpe_ratio DECIMAL(10,4),
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max_drawdown DECIMAL(10,4),
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win_rate DECIMAL(5,4),
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profit_factor DECIMAL(10,4),
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total_trades INTEGER DEFAULT 0,
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winning_trades INTEGER DEFAULT 0,
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losing_trades INTEGER DEFAULT 0,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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UNIQUE(strategy_id, date)
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);
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-- Create indexes
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CREATE INDEX idx_strategies_active ON strategy.strategies(is_active, is_enabled);
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CREATE INDEX idx_executions_strategy ON strategy.executions(strategy_id);
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CREATE INDEX idx_signals_strategy_time ON strategy.signals(strategy_id, created_at);
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CREATE INDEX idx_signals_symbol ON strategy.signals(symbol_id);
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CREATE INDEX idx_limits_strategy ON risk.limits(strategy_id);
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CREATE INDEX idx_risk_events_severity ON risk.events(severity, created_at);
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CREATE INDEX idx_performance_strategy_date ON strategy.performance(strategy_id, date);
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-- Grant permissions
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GRANT SELECT ON ALL TABLES IN SCHEMA strategy TO trading_reader;
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GRANT SELECT ON ALL TABLES IN SCHEMA risk TO trading_reader;
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@ -1,59 +0,0 @@
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-- Audit and System Tables
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-- System events audit
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CREATE TABLE audit.system_events (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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service_name VARCHAR(100) NOT NULL,
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event_type VARCHAR(50) NOT NULL,
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event_data JSONB DEFAULT '{}',
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user_id VARCHAR(255),
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ip_address INET,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Trading events audit
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CREATE TABLE audit.trading_events (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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event_type VARCHAR(50) NOT NULL, -- 'order_created', 'order_filled', 'position_opened', etc.
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entity_type VARCHAR(50) NOT NULL, -- 'order', 'position', 'execution'
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entity_id UUID NOT NULL,
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old_values JSONB,
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new_values JSONB,
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changed_by VARCHAR(255),
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Service health monitoring
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CREATE TABLE audit.service_health (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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service_name VARCHAR(100) NOT NULL,
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status VARCHAR(20) NOT NULL CHECK (status IN ('healthy', 'unhealthy', 'degraded')),
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version VARCHAR(50),
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uptime_seconds INTEGER,
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memory_usage_mb INTEGER,
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cpu_usage_percent DECIMAL(5,2),
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last_health_check TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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metadata JSONB DEFAULT '{}',
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Configuration changes
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CREATE TABLE audit.config_changes (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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config_key VARCHAR(255) NOT NULL,
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old_value TEXT,
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new_value TEXT,
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changed_by VARCHAR(255),
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reason TEXT,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create indexes
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CREATE INDEX idx_system_events_service_time ON audit.system_events(service_name, created_at);
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CREATE INDEX idx_trading_events_type_time ON audit.trading_events(event_type, created_at);
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CREATE INDEX idx_trading_events_entity ON audit.trading_events(entity_type, entity_id);
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CREATE INDEX idx_service_health_name_time ON audit.service_health(service_name, created_at);
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CREATE INDEX idx_config_changes_key_time ON audit.config_changes(config_key, created_at);
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-- Grant permissions
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GRANT SELECT ON ALL TABLES IN SCHEMA audit TO trading_reader;
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@ -0,0 +1,73 @@
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-- Enhanced Schema with Provider Exchange Mappings
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-- Connect to trading_bot database
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\c trading_bot;
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-- First, rename is_active to active in existing tables
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ALTER TABLE IF EXISTS exchanges RENAME COLUMN is_active TO active;
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ALTER TABLE IF EXISTS symbols RENAME COLUMN is_active TO active;
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-- Provider Exchange Mappings Table
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-- Maps provider-specific exchange codes to our master exchanges
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CREATE TABLE IF NOT EXISTS provider_exchange_mappings (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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provider VARCHAR(50) NOT NULL, -- 'qm', 'eod', 'ib', etc.
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provider_exchange_code VARCHAR(50) NOT NULL, -- Provider's exchange code: 'NYE', 'US', 'NASDAQ'
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provider_exchange_name VARCHAR(255), -- Provider's exchange name
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master_exchange_id UUID REFERENCES exchanges(id),
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country_code CHAR(2), -- Provider's country code
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currency CHAR(3), -- Provider's currency
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confidence DECIMAL(3,2) DEFAULT 0.8, -- Mapping confidence (0.0 to 1.0)
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active BOOLEAN DEFAULT false, -- Manual activation flag
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verified BOOLEAN DEFAULT false, -- Manually verified flag
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auto_mapped BOOLEAN DEFAULT true, -- Was this auto-created by sync?
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created_at TIMESTAMP DEFAULT NOW(),
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updated_at TIMESTAMP DEFAULT NOW(),
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UNIQUE(provider, provider_exchange_code)
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);
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-- Create indexes for provider exchange mappings
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CREATE INDEX IF NOT EXISTS idx_provider_exchange_mappings_provider ON provider_exchange_mappings(provider);
|
||||
CREATE INDEX IF NOT EXISTS idx_provider_exchange_mappings_master ON provider_exchange_mappings(master_exchange_id);
|
||||
CREATE INDEX IF NOT EXISTS idx_provider_exchange_mappings_active ON provider_exchange_mappings(provider, active);
|
||||
|
||||
-- Update existing exchanges to be inactive by default (for new syncs)
|
||||
-- But preserve any existing active status
|
||||
-- This only affects future INSERTs, not existing data
|
||||
|
||||
-- Add some useful views for management
|
||||
CREATE OR REPLACE VIEW exchange_provider_summary AS
|
||||
SELECT
|
||||
e.code as master_code,
|
||||
e.name as master_name,
|
||||
e.country,
|
||||
e.currency,
|
||||
e.active as master_active,
|
||||
COUNT(pem.id) as provider_mappings,
|
||||
COUNT(CASE WHEN pem.active = true THEN 1 END) as active_mappings,
|
||||
COUNT(CASE WHEN pem.verified = true THEN 1 END) as verified_mappings,
|
||||
STRING_AGG(DISTINCT pem.provider, ', ') as providers
|
||||
FROM exchanges e
|
||||
LEFT JOIN provider_exchange_mappings pem ON e.id = pem.master_exchange_id
|
||||
GROUP BY e.id, e.code, e.name, e.country, e.currency, e.active
|
||||
ORDER BY e.code;
|
||||
|
||||
CREATE OR REPLACE VIEW provider_exchange_details AS
|
||||
SELECT
|
||||
pem.provider,
|
||||
pem.provider_exchange_code,
|
||||
pem.provider_exchange_name,
|
||||
pem.country_code,
|
||||
pem.currency,
|
||||
pem.active,
|
||||
pem.verified,
|
||||
pem.auto_mapped,
|
||||
pem.confidence,
|
||||
e.code as master_exchange_code,
|
||||
e.name as master_exchange_name,
|
||||
e.active as master_active
|
||||
FROM provider_exchange_mappings pem
|
||||
JOIN exchanges e ON pem.master_exchange_id = e.id
|
||||
ORDER BY pem.provider, pem.provider_exchange_code;
|
||||
|
||||
-- Show what we created
|
||||
SELECT 'Enhanced provider exchange mapping schema created' as status;
|
||||
|
|
@ -1,55 +0,0 @@
|
|||
-- Insert initial reference data
|
||||
|
||||
-- Insert common symbols
|
||||
INSERT INTO trading.symbols (symbol, name, exchange, asset_type, sector) VALUES
|
||||
('AAPL', 'Apple Inc.', 'NASDAQ', 'equity', 'Technology'),
|
||||
('GOOGL', 'Alphabet Inc.', 'NASDAQ', 'equity', 'Technology'),
|
||||
('MSFT', 'Microsoft Corporation', 'NASDAQ', 'equity', 'Technology'),
|
||||
('AMZN', 'Amazon.com Inc.', 'NASDAQ', 'equity', 'Consumer Discretionary'),
|
||||
('TSLA', 'Tesla Inc.', 'NASDAQ', 'equity', 'Consumer Discretionary'),
|
||||
('NVDA', 'NVIDIA Corporation', 'NASDAQ', 'equity', 'Technology'),
|
||||
('META', 'Meta Platforms Inc.', 'NASDAQ', 'equity', 'Technology'),
|
||||
('NFLX', 'Netflix Inc.', 'NASDAQ', 'equity', 'Communication Services'),
|
||||
('SPY', 'SPDR S&P 500 ETF Trust', 'NYSE', 'etf', 'Broad Market'),
|
||||
('QQQ', 'Invesco QQQ Trust', 'NASDAQ', 'etf', 'Technology'),
|
||||
('BTC-USD', 'Bitcoin USD', 'CRYPTO', 'cryptocurrency', 'Digital Assets'),
|
||||
('ETH-USD', 'Ethereum USD', 'CRYPTO', 'cryptocurrency', 'Digital Assets');
|
||||
|
||||
-- Insert default trading account
|
||||
INSERT INTO trading.accounts (name, account_type, broker, cash_balance, buying_power, total_value) VALUES
|
||||
('Demo Account', 'paper', 'demo', 100000.00, 100000.00, 100000.00);
|
||||
|
||||
-- Insert demo strategy
|
||||
INSERT INTO strategy.strategies (name, description, config, parameters, is_active) VALUES
|
||||
('Demo Mean Reversion', 'Simple mean reversion strategy for demonstration',
|
||||
'{"timeframe": "1h", "lookback_period": 20}',
|
||||
'{"rsi_oversold": 30, "rsi_overbought": 70, "position_size": 0.1}',
|
||||
false);
|
||||
|
||||
-- Insert basic risk limits
|
||||
INSERT INTO risk.limits (strategy_id, limit_type, limit_value, threshold_warning)
|
||||
SELECT s.id, 'max_position_size', 10000.00, 8000.00
|
||||
FROM strategy.strategies s
|
||||
WHERE s.name = 'Demo Mean Reversion';
|
||||
|
||||
INSERT INTO risk.limits (strategy_id, limit_type, limit_value, threshold_warning)
|
||||
SELECT s.id, 'max_daily_loss', 5000.00, 4000.00
|
||||
FROM strategy.strategies s
|
||||
WHERE s.name = 'Demo Mean Reversion';
|
||||
|
||||
-- Create updated_at trigger function
|
||||
CREATE OR REPLACE FUNCTION update_updated_at_column()
|
||||
RETURNS TRIGGER AS $$
|
||||
BEGIN
|
||||
NEW.updated_at = NOW();
|
||||
RETURN NEW;
|
||||
END;
|
||||
$$ language 'plpgsql';
|
||||
|
||||
-- Apply updated_at triggers
|
||||
CREATE TRIGGER update_symbols_updated_at BEFORE UPDATE ON trading.symbols FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();
|
||||
CREATE TRIGGER update_orders_updated_at BEFORE UPDATE ON trading.orders FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();
|
||||
CREATE TRIGGER update_positions_updated_at BEFORE UPDATE ON trading.positions FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();
|
||||
CREATE TRIGGER update_accounts_updated_at BEFORE UPDATE ON trading.accounts FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();
|
||||
CREATE TRIGGER update_strategies_updated_at BEFORE UPDATE ON strategy.strategies FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();
|
||||
CREATE TRIGGER update_limits_updated_at BEFORE UPDATE ON risk.limits FOR EACH ROW EXECUTE FUNCTION update_updated_at_column();
|
||||
Loading…
Add table
Add a link
Reference in a new issue