Celes Renata
48 lines
1.4 KiB
SQL
48 lines
1.4 KiB
SQL
-- View: paper_trade_detail
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-- Per-order paper trade detail joining orders, fills, and the originating
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-- recommendation's prediction outcome. Useful for drill-down from the scorecard.
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-- Requirements: 10.1, 10.3, 10.4
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-- Design ref: Section 9.2 (evidence-to-outcome drill-down)
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CREATE OR REPLACE VIEW lakehouse.stonks.paper_trade_detail AS
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SELECT
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o.order_id,
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o.recommendation_id,
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o.ticker,
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o.side,
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o.order_type,
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o.quantity,
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o.limit_price,
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o.status AS order_status,
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o.submitted_at,
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f.fill_id,
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f.fill_price,
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f.fill_quantity,
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f.commission,
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f.filled_at,
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-- Slippage: difference between limit and fill price (buys positive = worse)
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CASE
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WHEN o.limit_price IS NOT NULL AND o.limit_price > 0 THEN
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(f.fill_price - o.limit_price) / o.limit_price * 100
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ELSE NULL
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END AS slippage_pct,
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-- Link back to prediction outcome
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pvo.predicted_action,
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pvo.predicted_confidence,
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pvo.actual_move_pct,
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pvo.outcome AS prediction_outcome,
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o.broker_account,
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o.dt
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FROM
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lakehouse.stonks.trade_orders o
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LEFT JOIN
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lakehouse.stonks.trade_fills f
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ON o.order_id = f.order_id
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AND o.dt = f.dt
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LEFT JOIN
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lakehouse.stonks.prediction_vs_outcome pvo
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ON o.recommendation_id = pvo.recommendation_id
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AND o.dt = pvo.dt
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WHERE
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o.execution_mode = 'paper';
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