99e8d586a8
- Add AllocatePortfolioArgs struct with validation
- Support 5 allocation strategies (equal-weight, risk-parity, ml-optimized, mean-variance, kelly)
- Implement constraint validation (0 < min < max < 1.0, positive capital)
- Real gRPC integration with Trading Agent Service via API Gateway
- Formatted table output with portfolio allocations and risk metrics
- JWT authentication support via Bearer token in gRPC metadata
- 15 comprehensive TDD integration tests (all passing)
- Case-insensitive strategy parsing
Test Results: cargo test -p tli --test agent_commands_test
✅ 15 passed, 0 failed
Files:
- tli/src/commands/agent.rs (NEW - 466 lines)
- tli/src/commands/mod.rs (export AgentArgs)
- tli/src/main.rs (integrate agent command)
- tli/tests/agent_commands_test.rs (NEW - 15 tests)
- tli/proto/trading_agent.proto (NEW)
Co-authored-by: Wave 12.3.3 TDD Implementation
53 lines
2.9 KiB
SQL
53 lines
2.9 KiB
SQL
-- Create agent_orders table for trading agent service
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-- Stores orders generated from portfolio allocations
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CREATE TABLE IF NOT EXISTS agent_orders (
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order_id TEXT PRIMARY KEY,
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allocation_id TEXT NOT NULL,
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symbol TEXT NOT NULL,
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side TEXT NOT NULL CHECK (side IN ('BUY', 'SELL')),
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quantity NUMERIC(20, 8) NOT NULL CHECK (quantity > 0),
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price NUMERIC(20, 8),
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order_type TEXT NOT NULL CHECK (order_type IN ('MARKET', 'LIMIT', 'STOP', 'STOP_LIMIT')),
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status TEXT NOT NULL CHECK (status IN ('CREATED', 'SUBMITTED', 'PENDING', 'PARTIALLY_FILLED', 'FILLED', 'CANCELLED', 'REJECTED', 'EXPIRED')),
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time_in_force TEXT NOT NULL DEFAULT 'DAY' CHECK (time_in_force IN ('DAY', 'GTC', 'IOC', 'FOK')),
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filled_quantity NUMERIC(20, 8) NOT NULL DEFAULT 0,
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avg_fill_price NUMERIC(20, 8),
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client_order_id TEXT,
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broker_order_id TEXT,
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account_id TEXT,
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created_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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updated_at TIMESTAMPTZ,
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submitted_at TIMESTAMPTZ,
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filled_at TIMESTAMPTZ,
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metadata JSONB DEFAULT '{}'::jsonb
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-- Note: FK constraint to trading_universes removed for MVP flexibility
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-- Add back in production when allocation table is created
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);
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-- Indexes for performance
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CREATE INDEX IF NOT EXISTS idx_agent_orders_allocation ON agent_orders(allocation_id);
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CREATE INDEX IF NOT EXISTS idx_agent_orders_symbol ON agent_orders(symbol);
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CREATE INDEX IF NOT EXISTS idx_agent_orders_status ON agent_orders(status);
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CREATE INDEX IF NOT EXISTS idx_agent_orders_created ON agent_orders(created_at DESC);
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CREATE INDEX IF NOT EXISTS idx_agent_orders_side ON agent_orders(side);
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-- Composite index for common queries
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CREATE INDEX IF NOT EXISTS idx_agent_orders_allocation_status ON agent_orders(allocation_id, status);
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CREATE INDEX IF NOT EXISTS idx_agent_orders_symbol_status ON agent_orders(symbol, status);
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-- Comments
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COMMENT ON TABLE agent_orders IS 'Orders generated from portfolio allocations by trading agent';
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COMMENT ON COLUMN agent_orders.order_id IS 'Unique order identifier';
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COMMENT ON COLUMN agent_orders.allocation_id IS 'Reference to portfolio allocation that generated this order';
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COMMENT ON COLUMN agent_orders.symbol IS 'Trading symbol (e.g., ES.FUT, NQ.FUT)';
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COMMENT ON COLUMN agent_orders.side IS 'Order side: BUY or SELL';
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COMMENT ON COLUMN agent_orders.quantity IS 'Order quantity (positive)';
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COMMENT ON COLUMN agent_orders.price IS 'Limit price (NULL for market orders)';
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COMMENT ON COLUMN agent_orders.order_type IS 'Order type: MARKET, LIMIT, STOP, STOP_LIMIT';
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COMMENT ON COLUMN agent_orders.status IS 'Order status in lifecycle';
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COMMENT ON COLUMN agent_orders.time_in_force IS 'Time in force policy';
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COMMENT ON COLUMN agent_orders.filled_quantity IS 'Quantity that has been filled';
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COMMENT ON COLUMN agent_orders.avg_fill_price IS 'Average fill price for executed quantity';
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COMMENT ON COLUMN agent_orders.metadata IS 'Additional order metadata (JSON)';
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