feat: Add cross-sectional strategy support
- Add cross-sectional strategy type (single vs cross-sectional) - Support multi-symbol portfolio management with automatic ranking - Add portfolio size, long ratio, and rebalance frequency configuration - Implement parallel order execution for cross-sectional strategies - Add frontend UI for strategy type selection and configuration - Add i18n support (Chinese and English) for cross-sectional features - Fix decimal precision issues in exchange order quantities - Add last_rebalance_at field to database schema - Add comprehensive documentation and examples Database migration required: Add last_rebalance_at column to qd_strategies_trading table
This commit is contained in:
@@ -162,6 +162,18 @@ CREATE INDEX IF NOT EXISTS idx_strategies_user_id ON qd_strategies_trading(user_
|
||||
CREATE INDEX IF NOT EXISTS idx_strategies_status ON qd_strategies_trading(status);
|
||||
CREATE INDEX IF NOT EXISTS idx_strategies_group_id ON qd_strategies_trading(strategy_group_id);
|
||||
|
||||
-- Add last_rebalance_at column for cross-sectional strategies (if not exists)
|
||||
DO $$
|
||||
BEGIN
|
||||
IF NOT EXISTS (
|
||||
SELECT 1 FROM information_schema.columns
|
||||
WHERE table_name = 'qd_strategies_trading' AND column_name = 'last_rebalance_at'
|
||||
) THEN
|
||||
ALTER TABLE qd_strategies_trading ADD COLUMN last_rebalance_at TIMESTAMP;
|
||||
RAISE NOTICE 'Added last_rebalance_at column to qd_strategies_trading';
|
||||
END IF;
|
||||
END $$;
|
||||
|
||||
-- =============================================================================
|
||||
-- 3. Strategy Positions
|
||||
-- =============================================================================
|
||||
|
||||
Reference in New Issue
Block a user