feat(strategy_pythagoras): port DB schema from strategy_crypto
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"""Schema SQLite per le tabelle paper-trading della strategia pythagoras.
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Owned dal member strategy_pythagoras: il DDL e' standalone rispetto al core,
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e scrive su un database dedicato (state/strategy_pythagoras_paper.db, env
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STRATEGY_PYTHAGORAS_PAPER_DB_PATH) separato dal runs.db del core GA. Pattern
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replicabile per future strategie.
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"""
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from __future__ import annotations
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import sqlite3
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from pathlib import Path
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PAPER_SCHEMA_SQL = """
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CREATE TABLE IF NOT EXISTS paper_trading_runs (
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id TEXT PRIMARY KEY,
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name TEXT NOT NULL,
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started_at TEXT NOT NULL,
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stopped_at TEXT,
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status TEXT NOT NULL DEFAULT 'running',
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initial_capital REAL NOT NULL,
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config_json TEXT NOT NULL
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);
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CREATE TABLE IF NOT EXISTS paper_trading_positions (
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paper_run_id TEXT NOT NULL,
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symbol TEXT NOT NULL,
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side TEXT NOT NULL,
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qty REAL NOT NULL,
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entry_price REAL NOT NULL,
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entry_ts TEXT NOT NULL,
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PRIMARY KEY (paper_run_id, symbol),
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FOREIGN KEY (paper_run_id) REFERENCES paper_trading_runs(id)
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);
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CREATE TABLE IF NOT EXISTS paper_trading_trades (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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paper_run_id TEXT NOT NULL,
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symbol TEXT NOT NULL,
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side TEXT NOT NULL,
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qty REAL NOT NULL,
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entry_price REAL NOT NULL,
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exit_price REAL NOT NULL,
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entry_ts TEXT NOT NULL,
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exit_ts TEXT NOT NULL,
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pnl REAL NOT NULL,
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fees REAL NOT NULL,
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FOREIGN KEY (paper_run_id) REFERENCES paper_trading_runs(id)
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);
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CREATE TABLE IF NOT EXISTS paper_trading_equity (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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paper_run_id TEXT NOT NULL,
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ts TEXT NOT NULL,
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equity REAL NOT NULL,
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cash REAL NOT NULL,
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positions_value REAL NOT NULL,
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FOREIGN KEY (paper_run_id) REFERENCES paper_trading_runs(id)
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);
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CREATE TABLE IF NOT EXISTS paper_trading_ticks (
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id INTEGER PRIMARY KEY AUTOINCREMENT,
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paper_run_id TEXT NOT NULL,
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symbol TEXT NOT NULL,
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ts TEXT NOT NULL,
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bar_ts TEXT NOT NULL,
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close_price REAL NOT NULL,
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signal TEXT NOT NULL,
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action_taken TEXT NOT NULL,
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FOREIGN KEY (paper_run_id) REFERENCES paper_trading_runs(id)
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);
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CREATE INDEX IF NOT EXISTS idx_paper_trades_run ON paper_trading_trades(paper_run_id, exit_ts);
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CREATE INDEX IF NOT EXISTS idx_paper_equity_run ON paper_trading_equity(paper_run_id, ts);
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CREATE INDEX IF NOT EXISTS idx_paper_ticks_run ON paper_trading_ticks(paper_run_id, ts);
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"""
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def init_schema(db_path: Path | str) -> None:
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"""Crea (se mancanti) le tabelle paper_trading_* sul db indicato."""
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Path(db_path).parent.mkdir(parents=True, exist_ok=True)
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conn = sqlite3.connect(str(db_path))
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try:
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conn.executescript(PAPER_SCHEMA_SQL)
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conn.commit()
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finally:
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conn.close()
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