merge: integrate alpha management with main and sequence migration 0005

2026-09-08 10:45:00 +08:00
parent d2ccd94721 8095b63e01
commit 43336ad960
56 changed files with 7453 additions and 55 deletions
@@ -208,3 +208,180 @@ class AIToolCall(Base):
    status: Mapped[str] = mapped_column(String(30), default="pending")
    created_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)
    __table_args__ = (UniqueConstraint("run_id", "call_id"),)
+
+
+class BacktestConfig(Base):
+    __tablename__ = "backtest_config"
+    id: Mapped[int] = mapped_column(primary_key=True, default=1)
+    concurrency: Mapped[int] = mapped_column(Integer, default=3)
+    batch_size: Mapped[int] = mapped_column(Integer, default=8)
+    version: Mapped[int] = mapped_column(Integer, default=1)
+    blocked_reason: Mapped[str | None] = mapped_column(Text)
+    blocked_until: Mapped[datetime | None] = mapped_column(DateTime(timezone=True))
+
+
+class BacktestDraft(Base):
+    __tablename__ = "backtest_drafts"
+    id: Mapped[str] = mapped_column(String(36), primary_key=True)
+    version: Mapped[int] = mapped_column(Integer, default=1)
+    name: Mapped[str] = mapped_column(String(200))
+    source: Mapped[dict] = mapped_column(JSON)
+    candidates: Mapped[list] = mapped_column(JSON)
+    updated_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)
+
+
+class BacktestPreview(Base):
+    __tablename__ = "backtest_previews"
+    id: Mapped[str] = mapped_column(String(36), primary_key=True)
+    version: Mapped[int] = mapped_column(Integer, default=1)
+    name: Mapped[str] = mapped_column(String(200))
+    source: Mapped[dict] = mapped_column(JSON)
+    candidates: Mapped[list] = mapped_column(JSON)
+    batches: Mapped[list] = mapped_column(JSON)
+    batch_size: Mapped[int] = mapped_column(Integer)
+    digest: Mapped[str] = mapped_column(String(64))
+    duplicates: Mapped[list] = mapped_column(JSON)
+    ai_context: Mapped[dict] = mapped_column(JSON, default=dict)
+    created_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)
+
+
+class BacktestRun(Base):
+    __tablename__ = "backtest_runs"
+    id: Mapped[str] = mapped_column(String(36), primary_key=True)
+    preview_id: Mapped[str] = mapped_column(ForeignKey("backtest_previews.id"), unique=True)
+    idempotency_key: Mapped[str] = mapped_column(String(100), unique=True)
+    name: Mapped[str] = mapped_column(String(200))
+    source: Mapped[dict] = mapped_column(JSON)
+    ai_context: Mapped[dict] = mapped_column(JSON, default=dict)
+    control: Mapped[str] = mapped_column(String(20), default="active")
+    status: Mapped[str] = mapped_column(String(30), default="queued", index=True)
+    version: Mapped[int] = mapped_column(Integer, default=1)
+    event_seq: Mapped[int] = mapped_column(Integer, default=0)
+    total: Mapped[int] = mapped_column(Integer)
+    batch_size: Mapped[int] = mapped_column(Integer)
+    created_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)
+    updated_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)
+
+
+class SimulationAttempt(Base):
+    __tablename__ = "simulation_attempts"
+    id: Mapped[str] = mapped_column(String(36), primary_key=True)
+    run_id: Mapped[str] = mapped_column(ForeignKey("backtest_runs.id"), index=True)
+    ordinal: Mapped[int] = mapped_column(Integer)
+    state: Mapped[str] = mapped_column(String(30), default="queued", index=True)
+    payload: Mapped[list] = mapped_column(JSON)
+    progress_url: Mapped[str | None] = mapped_column(Text)
+    remote_complete: Mapped[bool] = mapped_column(Boolean, default=False)
+    children: Mapped[list] = mapped_column(JSON, default=list)
+    receipts: Mapped[dict] = mapped_column(JSON, default=dict)
+    poll_count: Mapped[int] = mapped_column(Integer, default=0)
+    submit_count: Mapped[int] = mapped_column(Integer, default=0)
+    next_poll_at: Mapped[datetime | None] = mapped_column(DateTime(timezone=True))
+    error: Mapped[str | None] = mapped_column(Text)
+    error_code: Mapped[str | None] = mapped_column(String(50))
+    created_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)
+    __table_args__ = (UniqueConstraint("run_id", "ordinal"),)
+
+
+class BacktestItem(Base):
+    __tablename__ = "backtest_items"
+    id: Mapped[str] = mapped_column(String(36), primary_key=True)
+    run_id: Mapped[str] = mapped_column(ForeignKey("backtest_runs.id"), index=True)
+    attempt_id: Mapped[str] = mapped_column(ForeignKey("simulation_attempts.id"), index=True)
+    client_item_id: Mapped[str] = mapped_column(String(100))
+    ordinal: Mapped[int] = mapped_column(Integer)
+    expression: Mapped[str] = mapped_column(Text)
+    settings: Mapped[dict] = mapped_column(JSON)
+    fingerprint: Mapped[str] = mapped_column(String(64), index=True)
+    platform_status: Mapped[str] = mapped_column(String(30), default="pending")
+    collection_status: Mapped[str] = mapped_column(String(30), default="pending")
+    persistence_status: Mapped[str] = mapped_column(String(30), default="pending")
+    simulation_id: Mapped[str | None] = mapped_column(String(100))
+    alpha_id: Mapped[str | None] = mapped_column(String(100))
+    error: Mapped[str | None] = mapped_column(Text)
+    __table_args__ = (UniqueConstraint("run_id", "client_item_id"),)
+
+
+class BacktestResult(Base):
+    __tablename__ = "backtest_results"
+    item_id: Mapped[str] = mapped_column(ForeignKey("backtest_items.id"), primary_key=True)
+    attempt_id: Mapped[str] = mapped_column(ForeignKey("simulation_attempts.id"))
+    alpha_id: Mapped[str] = mapped_column(ForeignKey("alphas.id"), index=True)
+    snapshot: Mapped[dict] = mapped_column(JSON)
+    observed_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)
+    complete: Mapped[bool] = mapped_column(Boolean, default=True)
+
+
+class BacktestEvent(Base):
+    __tablename__ = "backtest_events"
+    run_id: Mapped[str] = mapped_column(ForeignKey("backtest_runs.id"), primary_key=True)
+    seq: Mapped[int] = mapped_column(Integer, primary_key=True)
+    kind: Mapped[str] = mapped_column(String(50))
+    payload: Mapped[dict] = mapped_column(JSON)
+    created_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)
+
+
+class CatalogScope(Base):
+    __tablename__ = "catalog_scopes"
+    key: Mapped[str] = mapped_column(String(200), primary_key=True)
+    scope: Mapped[dict] = mapped_column(JSON)
+    catalog_version: Mapped[str | None] = mapped_column(String(36))
+    synced_at: Mapped[datetime | None] = mapped_column(DateTime(timezone=True))
+
+
+class CatalogBatch(Base):
+    __tablename__ = "catalog_batches"
+    id: Mapped[str] = mapped_column(ForeignKey("sync_jobs.id"), primary_key=True)
+    scope_key: Mapped[str] = mapped_column(ForeignKey("catalog_scopes.key"), index=True)
+    dataset_id: Mapped[str | None] = mapped_column(String(200))
+    complete: Mapped[bool] = mapped_column(Boolean, default=False)
+    count: Mapped[int] = mapped_column(Integer, default=0)
+    completed_at: Mapped[datetime | None] = mapped_column(DateTime(timezone=True))
+
+
+class CatalogDataset(Base):
+    __tablename__ = "catalog_datasets"
+    scope_key: Mapped[str] = mapped_column(ForeignKey("catalog_scopes.key"), primary_key=True)
+    id: Mapped[str] = mapped_column(String(200), primary_key=True)
+    field_version: Mapped[str | None] = mapped_column(ForeignKey("catalog_batches.id"))
+
+
+class CatalogEntry(Base):
+    """Immutable published snapshots; staging rows remain invisible until batch completion."""
+    __tablename__ = "catalog_entries"
+    batch_id: Mapped[str] = mapped_column(ForeignKey("catalog_batches.id"), primary_key=True)
+    id: Mapped[str] = mapped_column(String(200), primary_key=True)
+    name: Mapped[str | None] = mapped_column(Text)
+    category: Mapped[str | None] = mapped_column(String(200))
+    subcategory: Mapped[str | None] = mapped_column(String(200))
+    field_type: Mapped[str | None] = mapped_column(String(100))
+    coverage: Mapped[float | None] = mapped_column(Float)
+    user_count: Mapped[int | None] = mapped_column(Integer)
+    alpha_count: Mapped[int | None] = mapped_column(Integer)
+    field_count: Mapped[int | None] = mapped_column(Integer)
+    description: Mapped[str | None] = mapped_column(Text)
+    unit: Mapped[str | None] = mapped_column(Text)
+    synced_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)
+
+
+class CatalogNote(Base):
+    __tablename__ = "catalog_notes"
+    scope_key: Mapped[str] = mapped_column(ForeignKey("catalog_scopes.key"), primary_key=True)
+    dataset_id: Mapped[str] = mapped_column(String(200), primary_key=True)
+    # Empty field_id denotes the dataset; platform identifiers cannot be empty.
+    field_id: Mapped[str] = mapped_column(String(200), primary_key=True, default="")
+    note: Mapped[str] = mapped_column(Text, default="")
+    version: Mapped[int] = mapped_column(Integer, default=1)
+    updated_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)
+
+
+class TemplateInput(Base):
+    __tablename__ = "template_inputs"
+    id: Mapped[str] = mapped_column(String(36), primary_key=True)
+    scope_key: Mapped[str] = mapped_column(ForeignKey("catalog_scopes.key"), index=True)
+    dataset_id: Mapped[str] = mapped_column(String(200))
+    collection_version: Mapped[str] = mapped_column(ForeignKey("catalog_batches.id"))
+    selection: Mapped[str] = mapped_column(String(20))
+    field_ids: Mapped[list] = mapped_column(JSON)
+    field_types: Mapped[dict] = mapped_column(JSON)
+    created_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)