book: scaffold + ch00 (execution trail as spine) — evidence exp 8-31, round 3

This commit is contained in:
TradeAC Book Agent
2026-08-18 22:35:23 +00:00
commit c93424e76c
83 changed files with 17676 additions and 0 deletions
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CREATE TABLE "rd_experiments" (
"id" bigserial PRIMARY KEY NOT NULL,
"experiment_name" text,
"rational" text NOT NULL,
"rational_embedding" vector(384),
"details" text,
"details_embedding" vector(384),
"evaluation" text,
"metrics" jsonb,
"evolved_from" bigint,
"start_ts" timestamp with time zone DEFAULT now() NOT NULL,
"end_ts" timestamp with time zone,
"git_branch" text NOT NULL,
"experiment_ref_id" text,
"mlruns_dir" text,
"status" text DEFAULT 'starting' NOT NULL,
"created_at" timestamp with time zone DEFAULT now() NOT NULL,
"updated_at" timestamp with time zone DEFAULT now() NOT NULL
);
--> statement-breakpoint
ALTER TABLE "rd_experiments" ADD CONSTRAINT "rd_experiments_evolved_from_rd_experiments_id_fk" FOREIGN KEY ("evolved_from") REFERENCES "public"."rd_experiments"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
CREATE INDEX "rd_experiments_ref_id_idx" ON "rd_experiments" USING btree ("experiment_ref_id");--> statement-breakpoint
CREATE INDEX "rd_experiments_evolved_from_idx" ON "rd_experiments" USING btree ("evolved_from");
@@ -0,0 +1,54 @@
CREATE TABLE "rd_models" (
"id" bigserial PRIMARY KEY NOT NULL,
"name" text NOT NULL,
"description" text,
"experiment_name" text NOT NULL,
"run_id" text NOT NULL,
"model_path" text,
"universe" text,
"label" text,
"default_strategy" text,
"metrics" jsonb,
"status" text DEFAULT 'active' NOT NULL,
"created_at" timestamp with time zone DEFAULT now() NOT NULL,
"updated_at" timestamp with time zone DEFAULT now() NOT NULL,
CONSTRAINT "rd_models_name_unique" UNIQUE("name")
);
--> statement-breakpoint
CREATE TABLE "scheduler_jobs" (
"id" bigserial PRIMARY KEY NOT NULL,
"name" text,
"city" text DEFAULT 'new-york' NOT NULL,
"timezone" text DEFAULT 'America/New_York' NOT NULL,
"time" text NOT NULL,
"model_id" bigint NOT NULL,
"strategy" text DEFAULT 'workflow_lgb_sp5d_rankic.yaml' NOT NULL,
"enabled" boolean DEFAULT true NOT NULL,
"last_run_at" timestamp with time zone,
"last_status" text,
"last_error" text,
"created_at" timestamp with time zone DEFAULT now() NOT NULL,
"updated_at" timestamp with time zone DEFAULT now() NOT NULL
);
--> statement-breakpoint
CREATE TABLE "scheduler_runs" (
"id" bigserial PRIMARY KEY NOT NULL,
"job_id" bigint,
"city" text NOT NULL,
"model_id" bigint NOT NULL,
"strategy" text NOT NULL,
"title" text NOT NULL,
"session_id" text,
"status" text DEFAULT 'pending' NOT NULL,
"error" text,
"triggered_at" timestamp with time zone DEFAULT now() NOT NULL,
"created_at" timestamp with time zone DEFAULT now() NOT NULL
);
--> statement-breakpoint
ALTER TABLE "scheduler_jobs" ADD CONSTRAINT "scheduler_jobs_model_id_rd_models_id_fk" FOREIGN KEY ("model_id") REFERENCES "public"."rd_models"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
CREATE INDEX "rd_models_run_id_idx" ON "rd_models" USING btree ("run_id");--> statement-breakpoint
CREATE INDEX "rd_models_name_idx" ON "rd_models" USING btree ("name");--> statement-breakpoint
CREATE INDEX "scheduler_jobs_model_id_idx" ON "scheduler_jobs" USING btree ("model_id");--> statement-breakpoint
CREATE INDEX "scheduler_jobs_enabled_idx" ON "scheduler_jobs" USING btree ("enabled");--> statement-breakpoint
CREATE INDEX "scheduler_runs_job_id_idx" ON "scheduler_runs" USING btree ("job_id");--> statement-breakpoint
CREATE INDEX "scheduler_runs_session_id_idx" ON "scheduler_runs" USING btree ("session_id");
@@ -0,0 +1,5 @@
ALTER TABLE "scheduler_jobs" ALTER COLUMN "model_id" DROP NOT NULL;--> statement-breakpoint
ALTER TABLE "scheduler_runs" ALTER COLUMN "model_id" DROP NOT NULL;--> statement-breakpoint
ALTER TABLE "scheduler_jobs" ADD COLUMN "days" text DEFAULT '1,2,3,4,5' NOT NULL;--> statement-breakpoint
ALTER TABLE "scheduler_jobs" ADD COLUMN "experiment_name" text;--> statement-breakpoint
ALTER TABLE "scheduler_jobs" ADD COLUMN "run_id" text;
+3
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@@ -0,0 +1,3 @@
ALTER TABLE "scheduler_jobs" ALTER COLUMN "strategy" DROP DEFAULT;--> statement-breakpoint
ALTER TABLE "scheduler_jobs" ALTER COLUMN "strategy" DROP NOT NULL;--> statement-breakpoint
ALTER TABLE "scheduler_runs" ALTER COLUMN "strategy" DROP NOT NULL;
@@ -0,0 +1 @@
ALTER TABLE "scheduler_runs" ADD COLUMN "source" text DEFAULT 'scheduled' NOT NULL;
@@ -0,0 +1,98 @@
CREATE TABLE "fact_events" (
"id" bigserial PRIMARY KEY NOT NULL,
"round_id" bigint NOT NULL,
"kind" text NOT NULL,
"symbol" text,
"payload" jsonb,
"source" text,
"at" timestamp with time zone DEFAULT now() NOT NULL
);
--> statement-breakpoint
CREATE TABLE "round_decisions" (
"id" bigserial PRIMARY KEY NOT NULL,
"round_id" bigint NOT NULL,
"intent_id" bigint,
"symbol" text NOT NULL,
"side" text NOT NULL,
"qty" numeric,
"order_type" text,
"expected_price" numeric,
"status" text DEFAULT 'intended' NOT NULL,
"reason" text,
"reason_detail" text,
"superseded_by_decision_id" bigint,
"created_at" timestamp with time zone DEFAULT now() NOT NULL,
"updated_at" timestamp with time zone DEFAULT now() NOT NULL
);
--> statement-breakpoint
CREATE TABLE "round_intents" (
"id" bigserial PRIMARY KEY NOT NULL,
"round_id" bigint NOT NULL,
"version" bigint NOT NULL,
"supersedes_intent_id" bigint,
"target_portfolio" jsonb,
"raw_strategy_output" jsonb,
"reason" text,
"created_at" timestamp with time zone DEFAULT now() NOT NULL
);
--> statement-breakpoint
CREATE TABLE "round_orders" (
"id" bigserial PRIMARY KEY NOT NULL,
"decision_id" bigint NOT NULL,
"round_id" bigint NOT NULL,
"alpaca_order_id" text,
"client_order_id" text,
"qty_intended" numeric,
"qty_filled" numeric DEFAULT '0' NOT NULL,
"avg_fill_price" numeric,
"status" text DEFAULT 'accepted' NOT NULL,
"superseded_by_order_id" bigint,
"created_at" timestamp with time zone DEFAULT now() NOT NULL,
"updated_at" timestamp with time zone DEFAULT now() NOT NULL
);
--> statement-breakpoint
CREATE TABLE "trading_rounds" (
"id" bigserial PRIMARY KEY NOT NULL,
"source" text DEFAULT 'scheduled' NOT NULL,
"target_date" date NOT NULL,
"signal_date" date,
"scheduler_run_id" bigint,
"rd_experiment_id" bigint,
"experiment_name" text,
"run_id" text,
"model_path" text,
"strategy_snapshot" jsonb,
"account_equity_at_sizing" numeric,
"status" text DEFAULT 'open' NOT NULL,
"locked_intent_id" bigint,
"summary_metrics" jsonb,
"feedback_note" text,
"created_at" timestamp with time zone DEFAULT now() NOT NULL,
"updated_at" timestamp with time zone DEFAULT now() NOT NULL
);
--> statement-breakpoint
ALTER TABLE "fact_events" ADD CONSTRAINT "fact_events_round_id_trading_rounds_id_fk" FOREIGN KEY ("round_id") REFERENCES "public"."trading_rounds"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
ALTER TABLE "round_decisions" ADD CONSTRAINT "round_decisions_round_id_trading_rounds_id_fk" FOREIGN KEY ("round_id") REFERENCES "public"."trading_rounds"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
ALTER TABLE "round_decisions" ADD CONSTRAINT "round_decisions_intent_id_round_intents_id_fk" FOREIGN KEY ("intent_id") REFERENCES "public"."round_intents"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
ALTER TABLE "round_decisions" ADD CONSTRAINT "round_decisions_superseded_by_round_decisions_id_fk" FOREIGN KEY ("superseded_by_decision_id") REFERENCES "public"."round_decisions"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
ALTER TABLE "round_intents" ADD CONSTRAINT "round_intents_round_id_trading_rounds_id_fk" FOREIGN KEY ("round_id") REFERENCES "public"."trading_rounds"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
ALTER TABLE "round_intents" ADD CONSTRAINT "round_intents_supersedes_intent_id_round_intents_id_fk" FOREIGN KEY ("supersedes_intent_id") REFERENCES "public"."round_intents"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
ALTER TABLE "round_orders" ADD CONSTRAINT "round_orders_round_id_trading_rounds_id_fk" FOREIGN KEY ("round_id") REFERENCES "public"."trading_rounds"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
ALTER TABLE "round_orders" ADD CONSTRAINT "round_orders_decision_id_round_decisions_id_fk" FOREIGN KEY ("decision_id") REFERENCES "public"."round_decisions"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
ALTER TABLE "round_orders" ADD CONSTRAINT "round_orders_superseded_by_round_orders_id_fk" FOREIGN KEY ("superseded_by_order_id") REFERENCES "public"."round_orders"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
ALTER TABLE "trading_rounds" ADD CONSTRAINT "trading_rounds_scheduler_run_id_scheduler_runs_id_fk" FOREIGN KEY ("scheduler_run_id") REFERENCES "public"."scheduler_runs"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
ALTER TABLE "trading_rounds" ADD CONSTRAINT "trading_rounds_rd_experiment_id_rd_experiments_id_fk" FOREIGN KEY ("rd_experiment_id") REFERENCES "public"."rd_experiments"("id") ON DELETE no action ON UPDATE no action;--> statement-breakpoint
CREATE INDEX "fact_events_round_id_idx" ON "fact_events" USING btree ("round_id");--> statement-breakpoint
CREATE INDEX "fact_events_round_kind_idx" ON "fact_events" USING btree ("round_id","kind");--> statement-breakpoint
CREATE INDEX "round_decisions_round_id_idx" ON "round_decisions" USING btree ("round_id");--> statement-breakpoint
CREATE INDEX "round_decisions_round_symbol_idx" ON "round_decisions" USING btree ("round_id","symbol");--> statement-breakpoint
CREATE INDEX "round_decisions_intent_id_idx" ON "round_decisions" USING btree ("intent_id");--> statement-breakpoint
CREATE INDEX "round_intents_round_id_idx" ON "round_intents" USING btree ("round_id");--> statement-breakpoint
CREATE INDEX "round_intents_round_version_idx" ON "round_intents" USING btree ("round_id","version");--> statement-breakpoint
CREATE INDEX "round_orders_round_id_idx" ON "round_orders" USING btree ("round_id");--> statement-breakpoint
CREATE INDEX "round_orders_decision_id_idx" ON "round_orders" USING btree ("decision_id");--> statement-breakpoint
CREATE INDEX "round_orders_alpaca_order_id_idx" ON "round_orders" USING btree ("alpaca_order_id");--> statement-breakpoint
CREATE INDEX "trading_rounds_target_date_idx" ON "trading_rounds" USING btree ("target_date");--> statement-breakpoint
CREATE INDEX "trading_rounds_scheduler_run_id_idx" ON "trading_rounds" USING btree ("scheduler_run_id");--> statement-breakpoint
CREATE INDEX "trading_rounds_rd_experiment_id_idx" ON "trading_rounds" USING btree ("rd_experiment_id");--> statement-breakpoint
CREATE INDEX "trading_rounds_locked_intent_id_idx" ON "trading_rounds" USING btree ("locked_intent_id");
@@ -0,0 +1 @@
ALTER TABLE "rd_experiments" ADD COLUMN IF NOT EXISTS "session_id" text;
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@@ -0,0 +1,183 @@
{
"id": "07d19100-254c-4adf-8b83-480fa6ffc00e",
"prevId": "00000000-0000-0000-0000-000000000000",
"version": "7",
"dialect": "postgresql",
"tables": {
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},
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"notNull": false
},
"rational": {
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"type": "text",
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},
"rational_embedding": {
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"primaryKey": false,
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},
"details": {
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"details_embedding": {
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"primaryKey": false,
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"evaluation": {
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"primaryKey": false,
"notNull": false
},
"metrics": {
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"evolved_from": {
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"status": {
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"tableTo": "rd_experiments",
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"_meta": {
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}
+571
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@@ -0,0 +1,571 @@
{
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"prevId": "07d19100-254c-4adf-8b83-480fa6ffc00e",
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"dialect": "postgresql",
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"default": "'new-york'"
},
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"default": "'America/New_York'"
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},
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+590
View File
@@ -0,0 +1,590 @@
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+589
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@@ -0,0 +1,589 @@
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@@ -0,0 +1,596 @@
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File diff suppressed because it is too large Load Diff
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