e73d62cd3a
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ci/woodpecker/push/woodpecker Pipeline failed
The alembic migration unconditionally called create_hypertable() which fails if TimescaleDB isn't installed on the PostgreSQL instance. Wrap in a DO block that checks for the extension first.
290 lines
12 KiB
Python
290 lines
12 KiB
Python
"""initial schema
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Revision ID: a1b2c3d4e5f6
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Revises:
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Create Date: 2026-02-22 15:15:15.661206
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"""
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from typing import Sequence, Union
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import sqlalchemy as sa
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from alembic import op
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from sqlalchemy.dialects import postgresql
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# revision identifiers, used by Alembic.
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revision: str = "a1b2c3d4e5f6"
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down_revision: Union[str, Sequence[str], None] = None
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branch_labels: Union[str, Sequence[str], None] = None
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depends_on: Union[str, Sequence[str], None] = None
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def upgrade() -> None:
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"""Create all tables for the trading bot."""
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# --- Core trading tables ---
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op.create_table(
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"strategies",
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sa.Column("id", postgresql.UUID(as_uuid=True), primary_key=True),
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sa.Column("name", sa.String(255), unique=True, nullable=False),
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sa.Column("description", sa.Text, nullable=True),
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sa.Column("current_weight", sa.Float, nullable=False, server_default="0.333"),
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sa.Column("active", sa.Boolean, nullable=False, server_default=sa.text("true")),
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sa.Column("created_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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sa.Column("updated_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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)
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op.create_table(
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"signals",
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sa.Column("id", postgresql.UUID(as_uuid=True), primary_key=True),
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sa.Column("ticker", sa.String(20), nullable=False, index=True),
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sa.Column(
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"direction",
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sa.Enum("LONG", "SHORT", "NEUTRAL", name="signaldirection"),
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nullable=False,
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),
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sa.Column("strength", sa.Float, nullable=False),
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sa.Column("strategy_sources", postgresql.JSON, nullable=True),
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sa.Column("sentiment_score", sa.Float, nullable=True),
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sa.Column("acted_on", sa.Boolean, nullable=False, server_default=sa.text("false")),
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sa.Column(
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"strategy_id",
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postgresql.UUID(as_uuid=True),
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sa.ForeignKey("strategies.id"),
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nullable=True,
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),
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sa.Column("created_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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sa.Column("updated_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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)
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op.create_table(
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"trades",
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sa.Column("id", postgresql.UUID(as_uuid=True), primary_key=True),
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sa.Column("ticker", sa.String(20), nullable=False, index=True),
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sa.Column(
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"side",
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sa.Enum("BUY", "SELL", name="tradeside"),
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nullable=False,
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),
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sa.Column("qty", sa.Numeric(16, 6), nullable=False),
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sa.Column("price", sa.Numeric(16, 6), nullable=False),
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sa.Column("timestamp", sa.String, nullable=True),
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sa.Column(
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"strategy_id",
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postgresql.UUID(as_uuid=True),
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sa.ForeignKey("strategies.id"),
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nullable=True,
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),
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sa.Column(
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"signal_id",
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postgresql.UUID(as_uuid=True),
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sa.ForeignKey("signals.id"),
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nullable=True,
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),
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sa.Column(
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"status",
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sa.Enum("PENDING", "FILLED", "CANCELLED", "REJECTED", name="tradestatus"),
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nullable=False,
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server_default="PENDING",
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),
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sa.Column("pnl", sa.Numeric(16, 6), nullable=True),
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sa.Column("created_at", sa.DateTime(timezone=True), server_default=sa.func.now(), index=True),
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sa.Column("updated_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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)
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op.create_table(
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"positions",
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sa.Column("id", postgresql.UUID(as_uuid=True), primary_key=True),
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sa.Column("ticker", sa.String(20), unique=True, nullable=False),
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sa.Column("qty", sa.Numeric(16, 6), nullable=False),
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sa.Column("avg_entry", sa.Numeric(16, 6), nullable=False),
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sa.Column("unrealized_pnl", sa.Numeric(16, 6), nullable=True),
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sa.Column("stop_loss", sa.Numeric(16, 6), nullable=True),
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sa.Column("take_profit", sa.Numeric(16, 6), nullable=True),
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sa.Column("created_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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sa.Column("updated_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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)
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op.create_table(
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"strategy_weight_history",
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sa.Column("id", postgresql.UUID(as_uuid=True), primary_key=True),
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sa.Column(
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"strategy_id",
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postgresql.UUID(as_uuid=True),
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sa.ForeignKey("strategies.id"),
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nullable=False,
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),
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sa.Column("old_weight", sa.Float, nullable=False),
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sa.Column("new_weight", sa.Float, nullable=False),
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sa.Column("reason", sa.String(500), nullable=True),
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sa.Column("created_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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sa.Column("updated_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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)
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# --- News & sentiment ---
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op.create_table(
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"articles",
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sa.Column("id", postgresql.UUID(as_uuid=True), primary_key=True),
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sa.Column("source", sa.String(100), nullable=False),
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sa.Column("url", sa.Text, nullable=False),
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sa.Column("title", sa.Text, nullable=False),
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sa.Column("published_at", sa.DateTime(timezone=True), nullable=True),
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sa.Column("fetched_at", sa.DateTime(timezone=True), nullable=False),
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sa.Column("content_hash", sa.String(64), unique=True, nullable=False),
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sa.Column("created_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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sa.Column("updated_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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)
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op.create_table(
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"article_sentiments",
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sa.Column("id", postgresql.UUID(as_uuid=True), primary_key=True),
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sa.Column(
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"article_id",
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postgresql.UUID(as_uuid=True),
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sa.ForeignKey("articles.id"),
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nullable=False,
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),
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sa.Column("ticker", sa.String(20), nullable=False, index=True),
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sa.Column("score", sa.Float, nullable=False),
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sa.Column("confidence", sa.Float, nullable=False),
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sa.Column("model_used", sa.String(50), nullable=False),
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sa.Column("created_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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sa.Column("updated_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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)
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# --- Learning ---
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op.create_table(
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"trade_outcomes",
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sa.Column("id", postgresql.UUID(as_uuid=True), primary_key=True),
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sa.Column(
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"trade_id",
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postgresql.UUID(as_uuid=True),
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sa.ForeignKey("trades.id"),
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unique=True,
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nullable=False,
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),
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sa.Column("hold_duration", sa.Interval, nullable=True),
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sa.Column("realized_pnl", sa.Float, nullable=False),
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sa.Column("roi_pct", sa.Float, nullable=False),
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sa.Column("was_profitable", sa.Boolean, nullable=False),
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sa.Column("created_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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sa.Column("updated_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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)
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op.create_table(
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"learning_adjustments",
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sa.Column("id", postgresql.UUID(as_uuid=True), primary_key=True),
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sa.Column(
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"strategy_id",
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postgresql.UUID(as_uuid=True),
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sa.ForeignKey("strategies.id"),
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nullable=False,
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),
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sa.Column("old_weight", sa.Float, nullable=False),
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sa.Column("new_weight", sa.Float, nullable=False),
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sa.Column("reason", sa.Text, nullable=True),
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sa.Column("reward_signal", sa.Float, nullable=False),
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sa.Column("created_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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sa.Column("updated_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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)
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# --- Auth ---
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op.create_table(
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"users",
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sa.Column("id", postgresql.UUID(as_uuid=True), primary_key=True),
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sa.Column("username", sa.String(100), unique=True, nullable=False),
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sa.Column("display_name", sa.String(255), nullable=True),
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sa.Column("created_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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sa.Column("updated_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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)
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op.create_table(
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"user_credentials",
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sa.Column("id", postgresql.UUID(as_uuid=True), primary_key=True),
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sa.Column(
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"user_id",
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postgresql.UUID(as_uuid=True),
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sa.ForeignKey("users.id"),
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nullable=False,
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),
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sa.Column("credential_id", sa.String(512), unique=True, nullable=False),
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sa.Column("public_key", sa.LargeBinary, nullable=False),
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sa.Column("sign_count", sa.Integer, nullable=False, server_default="0"),
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sa.Column("created_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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sa.Column("updated_at", sa.DateTime(timezone=True), server_default=sa.func.now()),
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)
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# --- Timeseries (TimescaleDB hypertables) ---
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op.create_table(
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"market_data",
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sa.Column("timestamp", sa.DateTime(timezone=True), primary_key=True),
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sa.Column("ticker", sa.String(20), primary_key=True),
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sa.Column("open", sa.Float, nullable=False),
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sa.Column("high", sa.Float, nullable=False),
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sa.Column("low", sa.Float, nullable=False),
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sa.Column("close", sa.Float, nullable=False),
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sa.Column("volume", sa.Float, nullable=False),
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)
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op.create_table(
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"portfolio_snapshots",
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sa.Column("timestamp", sa.DateTime(timezone=True), primary_key=True),
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sa.Column("total_value", sa.Float, nullable=False),
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sa.Column("cash", sa.Float, nullable=False),
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sa.Column("positions_value", sa.Float, nullable=False),
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sa.Column("daily_pnl", sa.Float, nullable=False),
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)
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op.create_table(
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"strategy_metrics",
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sa.Column("timestamp", sa.DateTime(timezone=True), primary_key=True),
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sa.Column(
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"strategy_id",
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postgresql.UUID(as_uuid=True),
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sa.ForeignKey("strategies.id"),
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primary_key=True,
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),
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sa.Column("win_rate", sa.Float, nullable=False),
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sa.Column("total_pnl", sa.Float, nullable=False),
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sa.Column("trade_count", sa.Integer, nullable=False),
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sa.Column("sharpe_ratio", sa.Float, nullable=True),
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)
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# Convert timeseries tables to TimescaleDB hypertables if the extension is available.
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op.execute("""
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DO $$
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BEGIN
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IF EXISTS (SELECT 1 FROM pg_extension WHERE extname = 'timescaledb') THEN
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PERFORM create_hypertable('market_data', 'timestamp', if_not_exists => TRUE);
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PERFORM create_hypertable('portfolio_snapshots', 'timestamp', if_not_exists => TRUE);
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PERFORM create_hypertable('strategy_metrics', 'timestamp', if_not_exists => TRUE);
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END IF;
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END $$;
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""")
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def downgrade() -> None:
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"""Drop all tables in reverse dependency order."""
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op.drop_table("strategy_metrics")
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op.drop_table("portfolio_snapshots")
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op.drop_table("market_data")
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op.drop_table("user_credentials")
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op.drop_table("users")
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op.drop_table("learning_adjustments")
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op.drop_table("trade_outcomes")
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op.drop_table("article_sentiments")
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op.drop_table("articles")
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op.drop_table("strategy_weight_history")
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op.drop_table("positions")
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op.drop_table("trades")
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op.drop_table("signals")
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op.drop_table("strategies")
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# Drop enums
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sa.Enum(name="signaldirection").drop(op.get_bind(), checkfirst=True)
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sa.Enum(name="tradeside").drop(op.get_bind(), checkfirst=True)
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sa.Enum(name="tradestatus").drop(op.get_bind(), checkfirst=True)
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