feat: Implement Alpha list and metrics enhancements
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- Added new metrics fields: sub_universe_sharpe, robust_universe_sharpe, two_year_sharpe, prod_correlation, pnl, check_type, and neutralization to the Alpha model. - Updated snapshot_columns function to derive new metrics and check types from platform snapshots. - Enhanced API to include failed checks and check types in responses. - Created migration script to backfill existing Alpha records with new metrics and check types. - Updated frontend components to display new metrics and allow editing of custom tags. - Improved filtering and sorting capabilities for new metrics in the Alpha list. - Added tests for new functionality including checks classification and metrics filtering.
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@@ -79,6 +79,13 @@ class Alpha(Base):
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turnover: Mapped[float | None] = mapped_column(Float)
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margin: Mapped[float | None] = mapped_column(Float)
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drawdown: Mapped[float | None] = mapped_column(Float)
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sub_universe_sharpe: Mapped[float | None] = mapped_column(Float)
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robust_universe_sharpe: Mapped[float | None] = mapped_column(Float)
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two_year_sharpe: Mapped[float | None] = mapped_column(Float)
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prod_correlation: Mapped[float | None] = mapped_column(Float)
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pnl: Mapped[float | None] = mapped_column(Float)
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neutralization: Mapped[str | None] = mapped_column(Text)
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check_type: Mapped[str] = mapped_column(String(20), default="PENDING", server_default="PENDING", index=True)
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date_created: Mapped[datetime | None] = mapped_column(DateTime(timezone=True), index=True)
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date_submitted: Mapped[datetime | None] = mapped_column(DateTime(timezone=True))
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synced_at: Mapped[datetime] = mapped_column(DateTime(timezone=True), default=now)
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