toki
38b68315fc
- Add backtest proto definitions and generated code - Update domain types for backtest results and fixtures - Add PostgreSQL migrations for backtest tables - Implement storage layer for backtest result persistence - Add backtest job definitions and execution pipeline - Remove obsolete agent-task documents for completed items
69 lines
2.5 KiB
SQL
69 lines
2.5 KiB
SQL
-- name: UpsertInstrument :exec
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INSERT INTO instruments (id, market, venue, symbol, name, currency, provider_symbols)
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VALUES ($1, $2, $3, $4, $5, $6, $7)
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ON CONFLICT (id) DO UPDATE SET
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market = EXCLUDED.market,
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venue = EXCLUDED.venue,
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symbol = EXCLUDED.symbol,
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name = EXCLUDED.name,
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currency = EXCLUDED.currency,
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provider_symbols = EXCLUDED.provider_symbols;
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-- name: GetInstrument :one
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SELECT id, market, venue, symbol, name, currency, provider_symbols
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FROM instruments
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WHERE id = $1;
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-- name: ListInstruments :many
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SELECT id, market, venue, symbol, name, currency, provider_symbols
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FROM instruments;
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-- name: UpsertBar :exec
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INSERT INTO bars (instrument_id, timeframe, timestamp, open, high, low, close, volume)
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VALUES ($1, $2, $3, $4, $5, $6, $7, $8)
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ON CONFLICT (instrument_id, timeframe, timestamp) DO UPDATE SET
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open = EXCLUDED.open,
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high = EXCLUDED.high,
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low = EXCLUDED.low,
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close = EXCLUDED.close,
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volume = EXCLUDED.volume;
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-- name: GetBars :many
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SELECT instrument_id, timeframe, timestamp, open, high, low, close, volume
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FROM bars
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WHERE instrument_id = $1 AND timeframe = $2 AND timestamp >= $3 AND timestamp <= $4
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ORDER BY timestamp ASC;
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-- name: UpsertRun :exec
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INSERT INTO backtest_runs (id, strategy_id, market, timeframe, from_time, to_time, status, created_at, updated_at)
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VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)
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ON CONFLICT (id) DO UPDATE SET
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strategy_id = EXCLUDED.strategy_id,
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market = EXCLUDED.market,
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timeframe = EXCLUDED.timeframe,
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from_time = EXCLUDED.from_time,
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to_time = EXCLUDED.to_time,
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status = EXCLUDED.status,
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created_at = EXCLUDED.created_at,
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updated_at = EXCLUDED.updated_at;
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-- name: GetRun :one
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SELECT id, strategy_id, market, timeframe, from_time, to_time, status, created_at, updated_at
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FROM backtest_runs
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WHERE id = $1;
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-- name: UpsertResult :exec
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INSERT INTO backtest_results (run_id, starting_cash_currency, starting_cash_amount, ending_equity_currency, ending_equity_amount, trades, positions)
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VALUES ($1, $2, $3, $4, $5, $6, $7)
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ON CONFLICT (run_id) DO UPDATE SET
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starting_cash_currency = EXCLUDED.starting_cash_currency,
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starting_cash_amount = EXCLUDED.starting_cash_amount,
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ending_equity_currency = EXCLUDED.ending_equity_currency,
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ending_equity_amount = EXCLUDED.ending_equity_amount,
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trades = EXCLUDED.trades,
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positions = EXCLUDED.positions;
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-- name: GetResult :one
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SELECT run_id, starting_cash_currency, starting_cash_amount, ending_equity_currency, ending_equity_amount, trades, positions
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FROM backtest_results
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WHERE run_id = $1;
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