feat: add durable WorldQuant backtests with UI and AI confirmation
This commit is contained in:
yuxuanhui
@@ -0,0 +1,186 @@
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"""durable worldquant backtests"""
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import sqlalchemy as sa
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from alembic import op
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revision = "0003"
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down_revision = "0002"
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branch_labels = None
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depends_on = None
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def upgrade():
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# ### commands auto generated by Alembic - please adjust! ###
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op.create_table(
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"backtest_config",
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sa.Column("id", sa.Integer(), nullable=False),
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sa.Column("concurrency", sa.Integer(), nullable=False),
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sa.Column("batch_size", sa.Integer(), nullable=False),
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sa.Column("version", sa.Integer(), nullable=False),
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sa.Column("blocked_reason", sa.Text(), nullable=True),
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sa.Column("blocked_until", sa.DateTime(timezone=True), nullable=True),
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sa.PrimaryKeyConstraint("id"),
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)
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op.create_table(
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"backtest_drafts",
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sa.Column("id", sa.String(length=36), nullable=False),
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sa.Column("version", sa.Integer(), nullable=False),
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sa.Column("name", sa.String(length=200), nullable=False),
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sa.Column("source", sa.JSON(), nullable=False),
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sa.Column("candidates", sa.JSON(), nullable=False),
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sa.Column("updated_at", sa.DateTime(timezone=True), nullable=False),
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sa.PrimaryKeyConstraint("id"),
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)
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op.create_table(
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"backtest_previews",
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sa.Column("id", sa.String(length=36), nullable=False),
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sa.Column("version", sa.Integer(), nullable=False),
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sa.Column("name", sa.String(length=200), nullable=False),
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sa.Column("source", sa.JSON(), nullable=False),
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sa.Column("candidates", sa.JSON(), nullable=False),
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sa.Column("batches", sa.JSON(), nullable=False),
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sa.Column("batch_size", sa.Integer(), nullable=False),
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sa.Column("digest", sa.String(length=64), nullable=False),
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sa.Column("duplicates", sa.JSON(), nullable=False),
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sa.Column("ai_context", sa.JSON(), nullable=False),
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sa.Column("created_at", sa.DateTime(timezone=True), nullable=False),
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sa.PrimaryKeyConstraint("id"),
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)
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op.create_table(
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"backtest_runs",
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sa.Column("id", sa.String(length=36), nullable=False),
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sa.Column("preview_id", sa.String(length=36), nullable=False),
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sa.Column("idempotency_key", sa.String(length=100), nullable=False),
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sa.Column("name", sa.String(length=200), nullable=False),
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sa.Column("source", sa.JSON(), nullable=False),
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sa.Column("ai_context", sa.JSON(), nullable=False),
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sa.Column("control", sa.String(length=20), nullable=False),
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sa.Column("status", sa.String(length=30), nullable=False),
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sa.Column("version", sa.Integer(), nullable=False),
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sa.Column("event_seq", sa.Integer(), nullable=False),
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sa.Column("total", sa.Integer(), nullable=False),
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sa.Column("batch_size", sa.Integer(), nullable=False),
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sa.Column("created_at", sa.DateTime(timezone=True), nullable=False),
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sa.Column("updated_at", sa.DateTime(timezone=True), nullable=False),
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sa.ForeignKeyConstraint(
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["preview_id"],
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["backtest_previews.id"],
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),
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sa.PrimaryKeyConstraint("id"),
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sa.UniqueConstraint("idempotency_key"),
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sa.UniqueConstraint("preview_id"),
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)
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op.create_index(op.f("ix_backtest_runs_status"), "backtest_runs", ["status"], unique=False)
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op.create_table(
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"backtest_events",
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sa.Column("run_id", sa.String(length=36), nullable=False),
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sa.Column("seq", sa.Integer(), nullable=False),
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sa.Column("kind", sa.String(length=50), nullable=False),
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sa.Column("payload", sa.JSON(), nullable=False),
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sa.Column("created_at", sa.DateTime(timezone=True), nullable=False),
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sa.ForeignKeyConstraint(
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["run_id"],
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["backtest_runs.id"],
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),
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sa.PrimaryKeyConstraint("run_id", "seq"),
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)
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op.create_table(
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"simulation_attempts",
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sa.Column("id", sa.String(length=36), nullable=False),
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sa.Column("run_id", sa.String(length=36), nullable=False),
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sa.Column("ordinal", sa.Integer(), nullable=False),
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sa.Column("state", sa.String(length=30), nullable=False),
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sa.Column("payload", sa.JSON(), nullable=False),
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sa.Column("progress_url", sa.Text(), nullable=True),
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sa.Column("remote_complete", sa.Boolean(), nullable=False),
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sa.Column("children", sa.JSON(), nullable=False),
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sa.Column("receipts", sa.JSON(), nullable=False),
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sa.Column("poll_count", sa.Integer(), nullable=False),
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sa.Column("submit_count", sa.Integer(), nullable=False),
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sa.Column("next_poll_at", sa.DateTime(timezone=True), nullable=True),
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sa.Column("error", sa.Text(), nullable=True),
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sa.Column("error_code", sa.String(length=50), nullable=True),
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sa.Column("created_at", sa.DateTime(timezone=True), nullable=False),
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sa.ForeignKeyConstraint(
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["run_id"],
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["backtest_runs.id"],
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),
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sa.PrimaryKeyConstraint("id"),
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sa.UniqueConstraint("run_id", "ordinal"),
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)
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op.create_index(op.f("ix_simulation_attempts_run_id"), "simulation_attempts", ["run_id"], unique=False)
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op.create_index(op.f("ix_simulation_attempts_state"), "simulation_attempts", ["state"], unique=False)
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op.create_table(
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"backtest_items",
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sa.Column("id", sa.String(length=36), nullable=False),
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sa.Column("run_id", sa.String(length=36), nullable=False),
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sa.Column("attempt_id", sa.String(length=36), nullable=False),
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sa.Column("client_item_id", sa.String(length=100), nullable=False),
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sa.Column("ordinal", sa.Integer(), nullable=False),
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sa.Column("expression", sa.Text(), nullable=False),
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sa.Column("settings", sa.JSON(), nullable=False),
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sa.Column("fingerprint", sa.String(length=64), nullable=False),
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sa.Column("platform_status", sa.String(length=30), nullable=False),
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sa.Column("collection_status", sa.String(length=30), nullable=False),
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sa.Column("persistence_status", sa.String(length=30), nullable=False),
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sa.Column("simulation_id", sa.String(length=100), nullable=True),
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sa.Column("alpha_id", sa.String(length=100), nullable=True),
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sa.Column("error", sa.Text(), nullable=True),
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sa.ForeignKeyConstraint(
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["attempt_id"],
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["simulation_attempts.id"],
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),
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sa.ForeignKeyConstraint(
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["run_id"],
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["backtest_runs.id"],
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),
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sa.PrimaryKeyConstraint("id"),
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sa.UniqueConstraint("run_id", "client_item_id"),
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)
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op.create_index(op.f("ix_backtest_items_attempt_id"), "backtest_items", ["attempt_id"], unique=False)
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op.create_index(op.f("ix_backtest_items_fingerprint"), "backtest_items", ["fingerprint"], unique=False)
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op.create_index(op.f("ix_backtest_items_run_id"), "backtest_items", ["run_id"], unique=False)
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op.create_table(
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"backtest_results",
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sa.Column("item_id", sa.String(length=36), nullable=False),
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sa.Column("attempt_id", sa.String(length=36), nullable=False),
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sa.Column("alpha_id", sa.String(length=100), nullable=False),
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sa.Column("snapshot", sa.JSON(), nullable=False),
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sa.Column("observed_at", sa.DateTime(timezone=True), nullable=False),
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sa.Column("complete", sa.Boolean(), nullable=False),
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sa.ForeignKeyConstraint(
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["alpha_id"],
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["alphas.id"],
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),
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sa.ForeignKeyConstraint(
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["attempt_id"],
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["simulation_attempts.id"],
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),
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sa.ForeignKeyConstraint(
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["item_id"],
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["backtest_items.id"],
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),
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sa.PrimaryKeyConstraint("item_id"),
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)
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op.create_index(op.f("ix_backtest_results_alpha_id"), "backtest_results", ["alpha_id"], unique=False)
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# ### end Alembic commands ###
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def downgrade():
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# ### commands auto generated by Alembic - please adjust! ###
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op.drop_index(op.f("ix_backtest_results_alpha_id"), table_name="backtest_results")
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op.drop_table("backtest_results")
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op.drop_index(op.f("ix_backtest_items_run_id"), table_name="backtest_items")
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op.drop_index(op.f("ix_backtest_items_fingerprint"), table_name="backtest_items")
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op.drop_index(op.f("ix_backtest_items_attempt_id"), table_name="backtest_items")
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op.drop_table("backtest_items")
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op.drop_index(op.f("ix_simulation_attempts_state"), table_name="simulation_attempts")
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op.drop_index(op.f("ix_simulation_attempts_run_id"), table_name="simulation_attempts")
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op.drop_table("simulation_attempts")
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op.drop_table("backtest_events")
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op.drop_index(op.f("ix_backtest_runs_status"), table_name="backtest_runs")
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op.drop_table("backtest_runs")
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op.drop_table("backtest_previews")
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op.drop_table("backtest_drafts")
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op.drop_table("backtest_config")
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# ### end Alembic commands ###
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