toki
9efc0a68dc
- Add backtest analysis results migration (000002) - Update backtest proto definitions and generated code - Extend backtest domain types and engine - Add parser map for backtest analysis - Update storage layer with backtest analysis queries and keys - Add client contract tests and generated code - Add m-backtest-analysis-surface task documentation
78 lines
3 KiB
SQL
78 lines
3 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: ListRuns :many
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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 (@status::text = '' OR status = @status::text)
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ORDER BY created_at DESC, id ASC;
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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, total_return, trade_count, equity_curve)
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VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9, $10)
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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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total_return = EXCLUDED.total_return,
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trade_count = EXCLUDED.trade_count,
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equity_curve = EXCLUDED.equity_curve;
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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, total_return, trade_count, equity_curve
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FROM backtest_results
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WHERE run_id = $1;
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