phase 14-15: docker build validation and helm deployment

2026-04-11 11:59:45 -07:00
parent 7394d241c9
commit ce10afa034
179 changed files with 32559 additions and 576 deletions
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+-- View: paper_trade_scorecard
+-- Aggregates paper trading performance per symbol with win rates, PnL, and
+-- average fill quality. Filters to paper execution mode only.
+-- Requirements: 10.1, 10.2, 10.3
+-- Design ref: Section 9.2 (paper trading PnL scorecard)
+
+CREATE OR REPLACE VIEW lakehouse.stonks.paper_trade_scorecard AS
+SELECT
+    pnl.ticker,
+    pnl.broker_account,
+    COUNT(DISTINCT pnl.dt)                          AS trading_days,
+    SUM(pnl.realized_pnl)                           AS total_realized_pnl,
+    SUM(pnl.unrealized_pnl)                         AS total_unrealized_pnl,
+    SUM(pnl.net_pnl)                                AS total_net_pnl,
+    SUM(pnl.fees)                                   AS total_fees,
+    AVG(pnl.net_pnl)                                AS avg_daily_pnl,
+    -- Win rate: fraction of days with positive net PnL
+    CAST(
+        COUNT(CASE WHEN pnl.net_pnl > 0 THEN 1 END) AS DOUBLE
+    ) / NULLIF(COUNT(*), 0)                         AS win_rate,
+    -- Worst and best single-day PnL
+    MIN(pnl.net_pnl)                                AS worst_day_pnl,
+    MAX(pnl.net_pnl)                                AS best_day_pnl,
+    -- Order counts from trade_orders
+    COUNT(DISTINCT o.order_id)                       AS total_orders,
+    COUNT(DISTINCT CASE WHEN o.status = 'filled' THEN o.order_id END)
+                                                     AS filled_orders,
+    MIN(pnl.dt)                                      AS first_trade_date,
+    MAX(pnl.dt)                                      AS last_trade_date
+FROM
+    lakehouse.stonks.pnl_daily pnl
+LEFT JOIN
+    lakehouse.stonks.trade_orders o
+    ON pnl.ticker = o.ticker
+    AND pnl.broker_account = o.broker_account
+    AND pnl.dt = o.dt
+    AND o.execution_mode = 'paper'
+WHERE
+    pnl.execution_mode = 'paper'
+GROUP BY
+    pnl.ticker,
+    pnl.broker_account;