feat(state): dvol_history multi-asset (ETH+BTC) + backfill ETH legacy rows

Migration 0006 promuove dvol_history da PK=(timestamp) mono-ETH a
PK=(timestamp, asset), rinomina eth_spot -> spot, e backfilla con
asset='ETH' le righe storiche. market_snapshot_cycle ora scrive sia
per ETH che per BTC; monitor_cycle resta ETH-only via WHERE asset='ETH'
nella lookup di return_4h.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
This commit is contained in:
root
2026-05-12 13:38:34 +00:00
parent 76d1a4a32d
commit 19695e4730
10 changed files with 111 additions and 33 deletions
@@ -181,19 +181,18 @@ async def collect_market_snapshot(
try:
with transaction(conn):
ctx.repository.record_market_snapshot(conn, record)
# Mirror ETH spot+DVOL into dvol_history so monitor_cycle's
# return_4h lookup has local samples even in data-only mode.
if (
record.asset == "ETH"
and record.spot is not None
and record.dvol is not None
):
# Mirror spot+DVOL into dvol_history (per asset) so
# monitor_cycle's return_4h lookup has local samples even
# in data-only mode. dvol_history enforces NOT NULL on
# dvol/spot so skip if either is missing.
if record.spot is not None and record.dvol is not None:
ctx.repository.record_dvol_snapshot(
conn,
DvolSnapshot(
timestamp=record.timestamp,
asset=record.asset,
dvol=record.dvol,
eth_spot=record.spot,
spot=record.spot,
),
)
finally: