351 lines
14 KiB
PL/PgSQL
351 lines
14 KiB
PL/PgSQL
BEGIN;
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CREATE TABLE IF NOT EXISTS strategy_run (
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run_id TEXT PRIMARY KEY,
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user_id TEXT NOT NULL REFERENCES app_user(id) ON DELETE CASCADE,
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created_at TIMESTAMPTZ NOT NULL DEFAULT now(),
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started_at TIMESTAMPTZ,
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stopped_at TIMESTAMPTZ,
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status TEXT NOT NULL,
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strategy TEXT,
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mode TEXT,
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broker TEXT,
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meta JSONB
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);
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ALTER TABLE strategy_log ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE strategy_log ADD COLUMN IF NOT EXISTS run_id TEXT;
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ALTER TABLE engine_status ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE engine_status ADD COLUMN IF NOT EXISTS run_id TEXT;
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ALTER TABLE engine_event ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE engine_event ADD COLUMN IF NOT EXISTS run_id TEXT;
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ALTER TABLE paper_broker_account ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE paper_broker_account ADD COLUMN IF NOT EXISTS run_id TEXT;
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ALTER TABLE paper_position ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE paper_position ADD COLUMN IF NOT EXISTS run_id TEXT;
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ALTER TABLE paper_order ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE paper_order ADD COLUMN IF NOT EXISTS run_id TEXT;
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ALTER TABLE paper_trade ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE paper_trade ADD COLUMN IF NOT EXISTS run_id TEXT;
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ALTER TABLE paper_equity_curve ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE paper_equity_curve ADD COLUMN IF NOT EXISTS run_id TEXT;
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ALTER TABLE engine_state ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE engine_state ADD COLUMN IF NOT EXISTS run_id TEXT;
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ALTER TABLE engine_state_paper ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE engine_state_paper ADD COLUMN IF NOT EXISTS run_id TEXT;
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ALTER TABLE mtm_ledger ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE mtm_ledger ADD COLUMN IF NOT EXISTS run_id TEXT;
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ALTER TABLE event_ledger ADD COLUMN IF NOT EXISTS user_id TEXT;
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ALTER TABLE event_ledger ADD COLUMN IF NOT EXISTS run_id TEXT;
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-- Temporarily disable user triggers to allow backfill on STOPPED runs.
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ALTER TABLE engine_status DISABLE TRIGGER USER;
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ALTER TABLE engine_state DISABLE TRIGGER USER;
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ALTER TABLE engine_state_paper DISABLE TRIGGER USER;
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ALTER TABLE paper_broker_account DISABLE TRIGGER USER;
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ALTER TABLE paper_order DISABLE TRIGGER USER;
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ALTER TABLE paper_trade DISABLE TRIGGER USER;
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ALTER TABLE mtm_ledger DISABLE TRIGGER USER;
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ALTER TABLE event_ledger DISABLE TRIGGER USER;
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ALTER TABLE paper_position DISABLE TRIGGER USER;
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ALTER TABLE paper_equity_curve DISABLE TRIGGER USER;
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DO $$
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DECLARE
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default_user_id TEXT;
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BEGIN
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SELECT id INTO default_user_id FROM app_user ORDER BY username LIMIT 1;
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IF default_user_id IS NULL THEN
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RAISE EXCEPTION 'No app_user rows exist for default_user_id';
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END IF;
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INSERT INTO strategy_run (run_id, user_id, status)
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VALUES ('default_run', default_user_id, 'STOPPED')
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ON CONFLICT (run_id) DO NOTHING;
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UPDATE strategy_log
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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UPDATE engine_status
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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UPDATE engine_event
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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UPDATE paper_broker_account
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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UPDATE paper_position
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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UPDATE paper_order
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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UPDATE paper_trade
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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UPDATE paper_equity_curve
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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UPDATE engine_state
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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UPDATE engine_state_paper
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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UPDATE mtm_ledger
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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UPDATE event_ledger
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SET user_id = default_user_id,
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run_id = 'default_run'
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WHERE user_id IS NULL OR run_id IS NULL;
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END $$;
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ALTER TABLE strategy_log ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE strategy_log ALTER COLUMN run_id SET NOT NULL;
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ALTER TABLE engine_status ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE engine_status ALTER COLUMN run_id SET NOT NULL;
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ALTER TABLE engine_event ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE engine_event ALTER COLUMN run_id SET NOT NULL;
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ALTER TABLE paper_broker_account ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE paper_broker_account ALTER COLUMN run_id SET NOT NULL;
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ALTER TABLE paper_position ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE paper_position ALTER COLUMN run_id SET NOT NULL;
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ALTER TABLE paper_order ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE paper_order ALTER COLUMN run_id SET NOT NULL;
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ALTER TABLE paper_trade ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE paper_trade ALTER COLUMN run_id SET NOT NULL;
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ALTER TABLE paper_equity_curve ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE paper_equity_curve ALTER COLUMN run_id SET NOT NULL;
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ALTER TABLE engine_state ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE engine_state ALTER COLUMN run_id SET NOT NULL;
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ALTER TABLE engine_state_paper ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE engine_state_paper ALTER COLUMN run_id SET NOT NULL;
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ALTER TABLE mtm_ledger ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE mtm_ledger ALTER COLUMN run_id SET NOT NULL;
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ALTER TABLE event_ledger ALTER COLUMN user_id SET NOT NULL;
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ALTER TABLE event_ledger ALTER COLUMN run_id SET NOT NULL;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_strategy_log_user_id') THEN
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ALTER TABLE strategy_log
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ADD CONSTRAINT fk_strategy_log_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_strategy_log_run_id') THEN
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ALTER TABLE strategy_log
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ADD CONSTRAINT fk_strategy_log_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_engine_status_user_id') THEN
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ALTER TABLE engine_status
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ADD CONSTRAINT fk_engine_status_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_engine_status_run_id') THEN
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ALTER TABLE engine_status
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ADD CONSTRAINT fk_engine_status_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_engine_event_user_id') THEN
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ALTER TABLE engine_event
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ADD CONSTRAINT fk_engine_event_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_engine_event_run_id') THEN
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ALTER TABLE engine_event
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ADD CONSTRAINT fk_engine_event_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_paper_broker_account_user_id') THEN
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ALTER TABLE paper_broker_account
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ADD CONSTRAINT fk_paper_broker_account_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_paper_broker_account_run_id') THEN
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ALTER TABLE paper_broker_account
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ADD CONSTRAINT fk_paper_broker_account_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_paper_position_user_id') THEN
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ALTER TABLE paper_position
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ADD CONSTRAINT fk_paper_position_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_paper_position_run_id') THEN
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ALTER TABLE paper_position
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ADD CONSTRAINT fk_paper_position_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_paper_order_user_id') THEN
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ALTER TABLE paper_order
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ADD CONSTRAINT fk_paper_order_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_paper_order_run_id') THEN
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ALTER TABLE paper_order
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ADD CONSTRAINT fk_paper_order_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_paper_trade_user_id') THEN
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ALTER TABLE paper_trade
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ADD CONSTRAINT fk_paper_trade_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_paper_trade_run_id') THEN
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ALTER TABLE paper_trade
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ADD CONSTRAINT fk_paper_trade_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_paper_equity_curve_user_id') THEN
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ALTER TABLE paper_equity_curve
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ADD CONSTRAINT fk_paper_equity_curve_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_paper_equity_curve_run_id') THEN
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ALTER TABLE paper_equity_curve
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ADD CONSTRAINT fk_paper_equity_curve_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_engine_state_user_id') THEN
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ALTER TABLE engine_state
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ADD CONSTRAINT fk_engine_state_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_engine_state_run_id') THEN
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ALTER TABLE engine_state
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ADD CONSTRAINT fk_engine_state_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_engine_state_paper_user_id') THEN
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ALTER TABLE engine_state_paper
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ADD CONSTRAINT fk_engine_state_paper_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_engine_state_paper_run_id') THEN
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ALTER TABLE engine_state_paper
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ADD CONSTRAINT fk_engine_state_paper_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_mtm_ledger_user_id') THEN
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ALTER TABLE mtm_ledger
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ADD CONSTRAINT fk_mtm_ledger_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_mtm_ledger_run_id') THEN
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ALTER TABLE mtm_ledger
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ADD CONSTRAINT fk_mtm_ledger_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_event_ledger_user_id') THEN
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ALTER TABLE event_ledger
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ADD CONSTRAINT fk_event_ledger_user_id FOREIGN KEY (user_id) REFERENCES app_user(id) ON DELETE CASCADE;
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END IF;
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IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'fk_event_ledger_run_id') THEN
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ALTER TABLE event_ledger
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ADD CONSTRAINT fk_event_ledger_run_id FOREIGN KEY (run_id) REFERENCES strategy_run(run_id) ON DELETE CASCADE;
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END IF;
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END $$;
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CREATE INDEX IF NOT EXISTS idx_strategy_log_user_run ON strategy_log (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_engine_status_user_run ON engine_status (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_engine_event_user_run ON engine_event (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_paper_broker_account_user_run ON paper_broker_account (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_paper_position_user_run ON paper_position (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_paper_order_user_run ON paper_order (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_paper_trade_user_run ON paper_trade (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_paper_equity_curve_user_run ON paper_equity_curve (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_engine_state_user_run ON engine_state (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_engine_state_paper_user_run ON engine_state_paper (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_mtm_ledger_user_run ON mtm_ledger (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_event_ledger_user_run ON event_ledger (user_id, run_id);
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CREATE INDEX IF NOT EXISTS idx_strategy_log_user_run_ts ON strategy_log (user_id, run_id, ts DESC);
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CREATE INDEX IF NOT EXISTS idx_engine_event_user_run_ts ON engine_event (user_id, run_id, ts DESC);
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CREATE INDEX IF NOT EXISTS idx_paper_order_user_run_ts ON paper_order (user_id, run_id, "timestamp" DESC);
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CREATE INDEX IF NOT EXISTS idx_paper_trade_user_run_ts ON paper_trade (user_id, run_id, "timestamp" DESC);
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CREATE INDEX IF NOT EXISTS idx_paper_equity_curve_user_run_ts ON paper_equity_curve (user_id, run_id, "timestamp" DESC);
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CREATE INDEX IF NOT EXISTS idx_mtm_ledger_user_run_ts ON mtm_ledger (user_id, run_id, "timestamp" DESC);
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CREATE INDEX IF NOT EXISTS idx_event_ledger_user_run_ts ON event_ledger (user_id, run_id, "timestamp" DESC);
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ALTER TABLE engine_status ENABLE TRIGGER USER;
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ALTER TABLE engine_state ENABLE TRIGGER USER;
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ALTER TABLE engine_state_paper ENABLE TRIGGER USER;
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ALTER TABLE paper_broker_account ENABLE TRIGGER USER;
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ALTER TABLE paper_order ENABLE TRIGGER USER;
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ALTER TABLE paper_trade ENABLE TRIGGER USER;
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ALTER TABLE mtm_ledger ENABLE TRIGGER USER;
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ALTER TABLE event_ledger ENABLE TRIGGER USER;
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ALTER TABLE paper_position ENABLE TRIGGER USER;
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ALTER TABLE paper_equity_curve ENABLE TRIGGER USER;
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COMMIT;
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