stonks-oracle/infra/migrations/018_autonomous_trading_engine.sql

-- Autonomous Trading Engine
-- Adds tables for trading engine configuration, reserve pool management,
-- risk tier history, circuit breakers, trading decisions, stop levels,
-- portfolio snapshots, backtesting, tax lots, earnings calendar,
-- correlation matrix cache, and notifications.

-- ============================================================
-- Trading Engine Configuration
-- ============================================================

CREATE TABLE trading_engine_config (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    enabled BOOLEAN NOT NULL DEFAULT FALSE,
    paused BOOLEAN NOT NULL DEFAULT FALSE,
    risk_tier VARCHAR(20) NOT NULL DEFAULT 'moderate',
    reserve_siphon_pct FLOAT NOT NULL DEFAULT 0.20,
    polling_interval_seconds INTEGER NOT NULL DEFAULT 60,
    gradual_entry_tranches INTEGER NOT NULL DEFAULT 3,
    gradual_entry_threshold_dollars FLOAT NOT NULL DEFAULT 30.0,
    gradual_entry_interval_minutes INTEGER NOT NULL DEFAULT 15,
    trading_window_start_minutes INTEGER NOT NULL DEFAULT 15,
    trading_window_end_minutes INTEGER NOT NULL DEFAULT 15,
    max_open_positions INTEGER NOT NULL DEFAULT 10,
    circuit_breaker_daily_loss_pct FLOAT NOT NULL DEFAULT 0.05,
    circuit_breaker_single_position_loss_pct FLOAT NOT NULL DEFAULT 0.15,
    circuit_breaker_ticker_cooldown_hours INTEGER NOT NULL DEFAULT 48,
    circuit_breaker_volatility_pause_hours INTEGER NOT NULL DEFAULT 2,
    circuit_breaker_stop_loss_hits_threshold INTEGER NOT NULL DEFAULT 3,
    circuit_breaker_stop_loss_window_minutes INTEGER NOT NULL DEFAULT 30,
    active_pool_minimum FLOAT NOT NULL DEFAULT 100.0,
    emergency_drawdown_threshold_pct FLOAT NOT NULL DEFAULT 0.40,
    reserve_high_water_pct FLOAT NOT NULL DEFAULT 0.30,
    absolute_position_cap FLOAT NOT NULL DEFAULT 50.0,
    correlation_reduction_threshold FLOAT NOT NULL DEFAULT 0.5,
    correlation_rejection_threshold FLOAT NOT NULL DEFAULT 0.8,
    earnings_pre_window_days INTEGER NOT NULL DEFAULT 3,
    earnings_post_cooldown_days INTEGER NOT NULL DEFAULT 1,
    micro_trading_enabled BOOLEAN NOT NULL DEFAULT FALSE,
    micro_trading_interval_seconds INTEGER NOT NULL DEFAULT 300,
    micro_trading_allocation_cap_pct FLOAT NOT NULL DEFAULT 0.03,
    micro_trading_max_daily INTEGER NOT NULL DEFAULT 10,
    micro_trading_max_hold_minutes INTEGER NOT NULL DEFAULT 120,
    notification_sms_enabled BOOLEAN NOT NULL DEFAULT FALSE,
    notification_email_enabled BOOLEAN NOT NULL DEFAULT FALSE,
    notification_phone_number VARCHAR(20),
    notification_email_recipient VARCHAR(200),
    notification_sns_topic_arn VARCHAR(300),
    notification_rate_limit_sms_per_hour INTEGER NOT NULL DEFAULT 10,
    notification_rate_limit_email_per_hour INTEGER NOT NULL DEFAULT 20,
    notification_daily_summary_time TIME NOT NULL DEFAULT '16:30',
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
    updated_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
);

-- ============================================================
-- Reserve Pool Ledger
-- ============================================================

CREATE TABLE reserve_pool_ledger (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    amount FLOAT NOT NULL,
    balance_after FLOAT NOT NULL,
    trigger_type VARCHAR(30) NOT NULL,
    reference_id UUID,
    notes TEXT,
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
    CONSTRAINT chk_trigger_type CHECK (
        trigger_type IN ('profit_siphon', 'emergency_liquidation', 'manual_adjustment', 'initial')
    )
);

CREATE INDEX idx_reserve_pool_ledger_created ON reserve_pool_ledger(created_at DESC);

-- ============================================================
-- Risk Tier History
-- ============================================================

CREATE TABLE risk_tier_history (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    previous_tier VARCHAR(20) NOT NULL,
    new_tier VARCHAR(20) NOT NULL,
    trigger_source VARCHAR(30) NOT NULL,
    trigger_metrics JSONB NOT NULL DEFAULT '{}',
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
);

CREATE INDEX idx_risk_tier_history_created ON risk_tier_history(created_at DESC);

-- ============================================================
-- Circuit Breaker Events
-- ============================================================

CREATE TABLE circuit_breaker_events (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    trigger_type VARCHAR(30) NOT NULL,
    threshold_value FLOAT,
    actual_value FLOAT,
    ticker VARCHAR(20),
    cooldown_expires TIMESTAMPTZ,
    resolved_at TIMESTAMPTZ,
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
    CONSTRAINT chk_cb_trigger_type CHECK (
        trigger_type IN ('daily_loss', 'single_position', 'volatility', 'manual')
    )
);

CREATE INDEX idx_circuit_breaker_events_active ON circuit_breaker_events(created_at DESC)
    WHERE resolved_at IS NULL;

-- ============================================================
-- Trading Decisions
-- ============================================================

CREATE TABLE trading_decisions (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    recommendation_id UUID REFERENCES recommendations(id),
    decision VARCHAR(10) NOT NULL,
    skip_reason TEXT,
    ticker VARCHAR(20) NOT NULL,
    computed_position_size FLOAT,
    computed_share_quantity INTEGER,
    risk_tier_at_decision VARCHAR(20) NOT NULL,
    portfolio_heat_at_decision FLOAT,
    active_pool_at_decision FLOAT,
    reserve_pool_at_decision FLOAT,
    circuit_breaker_status VARCHAR(20) NOT NULL DEFAULT 'inactive',
    correlation_check_result JSONB DEFAULT '{}',
    sector_exposure_check_result JSONB DEFAULT '{}',
    earnings_proximity_flag BOOLEAN NOT NULL DEFAULT FALSE,
    is_micro_trade BOOLEAN NOT NULL DEFAULT FALSE,
    decision_trace JSONB NOT NULL DEFAULT '{}',
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
);

CREATE INDEX idx_trading_decisions_ticker ON trading_decisions(ticker, created_at DESC);
CREATE INDEX idx_trading_decisions_rec ON trading_decisions(recommendation_id);
CREATE INDEX idx_trading_decisions_decision ON trading_decisions(decision, created_at DESC);

-- ============================================================
-- Position Stop Levels
-- ============================================================

CREATE TABLE position_stop_levels (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    ticker VARCHAR(20) NOT NULL,
    entry_price FLOAT NOT NULL,
    stop_loss_price FLOAT NOT NULL,
    take_profit_price FLOAT NOT NULL,
    trailing_stop_active BOOLEAN NOT NULL DEFAULT FALSE,
    atr_value FLOAT NOT NULL,
    atr_multiplier FLOAT NOT NULL,
    reward_risk_ratio FLOAT NOT NULL,
    signal_confidence FLOAT,
    is_micro_trade BOOLEAN NOT NULL DEFAULT FALSE,
    active BOOLEAN NOT NULL DEFAULT TRUE,
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
    updated_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
);

CREATE INDEX idx_position_stop_levels_ticker ON position_stop_levels(ticker) WHERE active = TRUE;

-- ============================================================
-- Portfolio Snapshots
-- ============================================================

CREATE TABLE portfolio_snapshots (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    snapshot_date DATE NOT NULL UNIQUE,
    portfolio_value FLOAT NOT NULL,
    active_pool FLOAT NOT NULL,
    reserve_pool FLOAT NOT NULL,
    daily_return FLOAT,
    cumulative_return FLOAT,
    unrealized_pnl FLOAT,
    realized_pnl FLOAT,
    win_count INTEGER NOT NULL DEFAULT 0,
    loss_count INTEGER NOT NULL DEFAULT 0,
    win_rate FLOAT,
    sharpe_ratio FLOAT,
    max_drawdown FLOAT,
    current_drawdown_pct FLOAT,
    portfolio_heat FLOAT,
    risk_tier VARCHAR(20),
    positions JSONB NOT NULL DEFAULT '[]',
    metrics JSONB NOT NULL DEFAULT '{}',
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
);

CREATE INDEX idx_portfolio_snapshots_date ON portfolio_snapshots(snapshot_date DESC);

-- ============================================================
-- Backtest Runs
-- ============================================================

CREATE TABLE backtest_runs (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    start_date DATE NOT NULL,
    end_date DATE NOT NULL,
    initial_capital FLOAT NOT NULL,
    risk_tier VARCHAR(20) NOT NULL,
    config JSONB NOT NULL DEFAULT '{}',
    total_return FLOAT,
    sharpe_ratio FLOAT,
    max_drawdown FLOAT,
    win_rate FLOAT,
    profit_factor FLOAT,
    trade_count INTEGER,
    equity_curve JSONB DEFAULT '[]',
    status VARCHAR(20) NOT NULL DEFAULT 'running',
    completed_at TIMESTAMPTZ,
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
);

-- ============================================================
-- Backtest Trades
-- ============================================================

CREATE TABLE backtest_trades (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    backtest_id UUID NOT NULL REFERENCES backtest_runs(id) ON DELETE CASCADE,
    ticker VARCHAR(20) NOT NULL,
    side VARCHAR(10) NOT NULL,
    entry_price FLOAT NOT NULL,
    exit_price FLOAT,
    quantity INTEGER NOT NULL,
    pnl FLOAT,
    pnl_pct FLOAT,
    entry_date DATE NOT NULL,
    exit_date DATE,
    hold_duration_days INTEGER,
    recommendation_id UUID,
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
);

CREATE INDEX idx_backtest_trades_run ON backtest_trades(backtest_id);

-- ============================================================
-- Tax Lots
-- ============================================================

CREATE TABLE tax_lots (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    ticker VARCHAR(20) NOT NULL,
    quantity INTEGER NOT NULL,
    cost_basis_per_share FLOAT NOT NULL,
    acquisition_date DATE NOT NULL,
    status VARCHAR(10) NOT NULL DEFAULT 'open',
    closed_date DATE,
    exit_price FLOAT,
    realized_pnl FLOAT,
    wash_sale_flag BOOLEAN NOT NULL DEFAULT FALSE,
    wash_sale_details TEXT,
    order_id UUID REFERENCES orders(id),
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
    CONSTRAINT chk_tax_lot_status CHECK (status IN ('open', 'closed', 'washed'))
);

CREATE INDEX idx_tax_lots_ticker ON tax_lots(ticker, acquisition_date DESC);
CREATE INDEX idx_tax_lots_status ON tax_lots(status) WHERE status = 'open';

-- ============================================================
-- Earnings Calendar
-- ============================================================

CREATE TABLE earnings_calendar (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    ticker VARCHAR(20) NOT NULL,
    earnings_date DATE NOT NULL,
    source VARCHAR(30) NOT NULL DEFAULT 'manual',
    confirmed BOOLEAN NOT NULL DEFAULT FALSE,
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
    updated_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
    UNIQUE(ticker, earnings_date)
);

CREATE INDEX idx_earnings_calendar_date ON earnings_calendar(earnings_date);
CREATE INDEX idx_earnings_calendar_ticker ON earnings_calendar(ticker);

-- ============================================================
-- Correlation Matrix Cache
-- ============================================================

CREATE TABLE correlation_matrix_cache (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    ticker_a VARCHAR(20) NOT NULL,
    ticker_b VARCHAR(20) NOT NULL,
    correlation_coefficient FLOAT NOT NULL,
    lookback_days INTEGER NOT NULL DEFAULT 90,
    computed_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
    UNIQUE(ticker_a, ticker_b)
);

CREATE INDEX idx_correlation_cache_tickers ON correlation_matrix_cache(ticker_a, ticker_b);

-- ============================================================
-- Notifications
-- ============================================================

CREATE TABLE notifications (
    id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
    channel VARCHAR(10) NOT NULL,
    event_type VARCHAR(50) NOT NULL,
    message TEXT NOT NULL,
    delivery_status VARCHAR(20) NOT NULL DEFAULT 'pending',
    retry_count INTEGER NOT NULL DEFAULT 0,
    error_message TEXT,
    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
    delivered_at TIMESTAMPTZ,
    CONSTRAINT chk_channel CHECK (channel IN ('sms', 'email')),
    CONSTRAINT chk_delivery_status CHECK (
        delivery_status IN ('pending', 'delivered', 'failed', 'rate_limited')
    )
);

CREATE INDEX idx_notifications_created ON notifications(created_at DESC);
CREATE INDEX idx_notifications_event ON notifications(event_type, created_at DESC);

-- ============================================================
-- Default Data
-- ============================================================

-- Insert default trading engine configuration (moderate tier defaults)
INSERT INTO trading_engine_config (
    enabled, paused, risk_tier, reserve_siphon_pct,
    polling_interval_seconds, gradual_entry_tranches,
    gradual_entry_threshold_dollars, gradual_entry_interval_minutes,
    trading_window_start_minutes, trading_window_end_minutes,
    max_open_positions,
    circuit_breaker_daily_loss_pct, circuit_breaker_single_position_loss_pct,
    circuit_breaker_ticker_cooldown_hours, circuit_breaker_volatility_pause_hours,
    circuit_breaker_stop_loss_hits_threshold, circuit_breaker_stop_loss_window_minutes,
    active_pool_minimum, emergency_drawdown_threshold_pct,
    reserve_high_water_pct, absolute_position_cap,
    correlation_reduction_threshold, correlation_rejection_threshold,
    earnings_pre_window_days, earnings_post_cooldown_days,
    micro_trading_enabled, micro_trading_interval_seconds,
    micro_trading_allocation_cap_pct, micro_trading_max_daily,
    micro_trading_max_hold_minutes,
    notification_sms_enabled, notification_email_enabled,
    notification_rate_limit_sms_per_hour, notification_rate_limit_email_per_hour,
    notification_daily_summary_time
) VALUES (
    FALSE, FALSE, 'moderate', 0.20,
    60, 3,
    30.0, 15,
    15, 15,
    10,
    0.05, 0.15,
    48, 2,
    3, 30,
    100.0, 0.40,
    0.30, 50.0,
    0.5, 0.8,
    3, 1,
    FALSE, 300,
    0.03, 10,
    120,
    FALSE, FALSE,
    10, 20,
    '16:30'
);

-- Insert initial reserve pool ledger entry with zero balance
INSERT INTO reserve_pool_ledger (amount, balance_after, trigger_type, notes)
VALUES (0.0, 0.0, 'initial', 'Initial reserve pool entry');