9c3d741a08
Move 17 library crates into crates/, CLI binary into bin/fxt, consolidate 10 test crates into testing/, split config crate from deployment config files. Root directory reduced from 38+ to ~17 directories. All Cargo.toml paths and build.rs proto refs updated. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
52 lines
2.1 KiB
SQL
52 lines
2.1 KiB
SQL
-- Test Fixture: Regime Detection Tables
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-- Minimal schema for orchestrator integration tests
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-- Based on migration 045_wave_d_regime_tracking.sql
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-- Regime States Table
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CREATE TABLE IF NOT EXISTS regime_states (
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id BIGSERIAL PRIMARY KEY,
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symbol TEXT NOT NULL,
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event_timestamp TIMESTAMPTZ NOT NULL,
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regime TEXT NOT NULL CHECK (regime IN ('Normal', 'Trending', 'Ranging', 'Volatile', 'Crisis', 'Illiquid', 'Momentum')),
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confidence DOUBLE PRECISION NOT NULL CHECK (confidence >= 0.0 AND confidence <= 1.0),
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-- CUSUM metrics
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cusum_s_plus DOUBLE PRECISION,
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cusum_s_minus DOUBLE PRECISION,
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-- ADX & Directional Indicators
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adx DOUBLE PRECISION CHECK (adx IS NULL OR (adx >= 0.0 AND adx <= 100.0)),
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-- Regime stability metrics
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stability DOUBLE PRECISION CHECK (stability IS NULL OR (stability >= 0.0 AND stability <= 1.0)),
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created_at TIMESTAMPTZ DEFAULT NOW(),
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CONSTRAINT unique_regime_state UNIQUE (symbol, event_timestamp)
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);
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CREATE INDEX idx_regime_states_symbol_timestamp ON regime_states(symbol, event_timestamp DESC);
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-- Regime Transitions Table
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CREATE TABLE IF NOT EXISTS regime_transitions (
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id BIGSERIAL PRIMARY KEY,
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symbol TEXT NOT NULL,
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event_timestamp TIMESTAMPTZ NOT NULL,
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from_regime TEXT NOT NULL CHECK (from_regime IN ('Normal', 'Trending', 'Ranging', 'Volatile', 'Crisis', 'Illiquid', 'Momentum')),
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to_regime TEXT NOT NULL CHECK (to_regime IN ('Normal', 'Trending', 'Ranging', 'Volatile', 'Crisis', 'Illiquid', 'Momentum')),
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duration_bars INTEGER CHECK (duration_bars >= 0),
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-- Transition probability
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transition_probability DOUBLE PRECISION CHECK (transition_probability IS NULL OR (transition_probability >= 0.0 AND transition_probability <= 1.0)),
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-- Transition context
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adx_at_transition DOUBLE PRECISION,
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cusum_alert_triggered BOOLEAN DEFAULT FALSE,
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created_at TIMESTAMPTZ DEFAULT NOW(),
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CONSTRAINT regime_transition_valid CHECK (from_regime != to_regime)
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);
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CREATE INDEX idx_regime_transitions_symbol_timestamp ON regime_transitions(symbol, event_timestamp DESC);
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