feat: Smart AI Trading Bot for XAUUSD with ML and SMC
- XGBoost ML model with 37 features for market direction prediction - Smart Money Concepts (SMC): Order Blocks, FVG, BOS, CHoCH - HMM market regime detection (trending/ranging/volatile) - ATR-based stop loss with 1.5 ATR minimum distance - Broker-level SL protection with fallback - Time-based exit (max 6 hours per trade) - Session-aware trading optimized for London/NY overlap - Auto-retraining based on market conditions - Telegram notifications and web dashboard - Backtest results: 63.9% win rate, 2.64 profit factor, 4.83 Sharpe Backtest period: Jan 2025 - Feb 2026, 654 trades, $4,189 net P/L Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
This commit is contained in:
GifariKemal
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-- ============================================================
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-- Trading Bot Database Schema
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-- ============================================================
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-- Version: 1.0.0
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-- Created: 2026-02-05
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-- Description: PostgreSQL schema for AI Trading Bot data persistence
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-- ============================================================
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-- Enable UUID extension
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CREATE EXTENSION IF NOT EXISTS "uuid-ossp";
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-- ============================================================
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-- TRADES TABLE - Main trade history
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-- ============================================================
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CREATE TABLE IF NOT EXISTS trades (
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id SERIAL PRIMARY KEY,
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ticket BIGINT UNIQUE NOT NULL,
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symbol VARCHAR(20) NOT NULL DEFAULT 'XAUUSD',
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direction VARCHAR(4) NOT NULL CHECK (direction IN ('BUY', 'SELL')),
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-- Prices
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entry_price DECIMAL(12,5) NOT NULL,
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exit_price DECIMAL(12,5),
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stop_loss DECIMAL(12,5) DEFAULT 0,
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take_profit DECIMAL(12,5) DEFAULT 0,
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-- Size & Result
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lot_size DECIMAL(8,4) NOT NULL,
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profit_usd DECIMAL(12,2),
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profit_pips DECIMAL(10,2),
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-- Timing
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opened_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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closed_at TIMESTAMPTZ,
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duration_seconds INT,
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-- Market Context at Entry
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entry_regime VARCHAR(30),
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entry_volatility VARCHAR(20),
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entry_session VARCHAR(30),
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entry_spread DECIMAL(8,2),
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entry_atr DECIMAL(10,5),
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-- SMC Signals
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smc_signal VARCHAR(10),
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smc_confidence DECIMAL(5,4),
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smc_reason TEXT,
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smc_fvg_detected BOOLEAN DEFAULT FALSE,
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smc_ob_detected BOOLEAN DEFAULT FALSE,
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smc_bos_detected BOOLEAN DEFAULT FALSE,
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smc_choch_detected BOOLEAN DEFAULT FALSE,
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-- ML Signals
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ml_signal VARCHAR(10),
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ml_confidence DECIMAL(5,4),
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-- Dynamic Analysis
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market_quality VARCHAR(20),
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market_score INT,
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dynamic_threshold DECIMAL(5,4),
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-- Exit Details
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exit_reason VARCHAR(50),
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exit_regime VARCHAR(30),
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exit_ml_signal VARCHAR(10),
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exit_ml_confidence DECIMAL(5,4),
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-- Balance Tracking
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balance_before DECIMAL(12,2),
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balance_after DECIMAL(12,2),
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equity_at_entry DECIMAL(12,2),
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-- Features (JSONB for flexibility)
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features_entry JSONB DEFAULT '{}',
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features_exit JSONB DEFAULT '{}',
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-- Meta
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bot_version VARCHAR(20) DEFAULT '2.1',
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trade_mode VARCHAR(30) DEFAULT 'SMC-ONLY',
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-- Timestamps
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created_at TIMESTAMPTZ DEFAULT NOW(),
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updated_at TIMESTAMPTZ DEFAULT NOW()
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);
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-- ============================================================
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-- TRAINING_RUNS TABLE - ML model training history
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-- ============================================================
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CREATE TABLE IF NOT EXISTS training_runs (
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id SERIAL PRIMARY KEY,
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run_id UUID DEFAULT uuid_generate_v4(),
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-- Timing
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started_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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completed_at TIMESTAMPTZ,
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duration_seconds INT,
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-- Configuration
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training_type VARCHAR(20) NOT NULL CHECK (training_type IN ('daily', 'weekend', 'manual', 'initial')),
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bars_used INT,
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num_boost_rounds INT,
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-- Results - HMM
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hmm_trained BOOLEAN DEFAULT FALSE,
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hmm_n_regimes INT,
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-- Results - XGBoost
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xgb_trained BOOLEAN DEFAULT FALSE,
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train_auc DECIMAL(6,5),
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test_auc DECIMAL(6,5),
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train_accuracy DECIMAL(6,5),
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test_accuracy DECIMAL(6,5),
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-- Model Paths
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model_path VARCHAR(255),
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backup_path VARCHAR(255),
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-- Status
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success BOOLEAN DEFAULT FALSE,
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error_message TEXT,
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-- Rollback
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rolled_back BOOLEAN DEFAULT FALSE,
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rollback_reason TEXT,
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rollback_at TIMESTAMPTZ,
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-- Meta
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created_at TIMESTAMPTZ DEFAULT NOW()
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);
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-- ============================================================
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-- MARKET_SNAPSHOTS TABLE - Periodic market state (time-series)
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-- ============================================================
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CREATE TABLE IF NOT EXISTS market_snapshots (
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id SERIAL PRIMARY KEY,
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snapshot_time TIMESTAMPTZ NOT NULL,
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symbol VARCHAR(20) NOT NULL DEFAULT 'XAUUSD',
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-- Price
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price DECIMAL(12,5) NOT NULL,
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-- OHLC (current candle)
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open_price DECIMAL(12,5),
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high_price DECIMAL(12,5),
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low_price DECIMAL(12,5),
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close_price DECIMAL(12,5),
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-- Market State
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regime VARCHAR(30),
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volatility VARCHAR(20),
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session VARCHAR(30),
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atr DECIMAL(10,5),
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spread DECIMAL(8,2),
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-- Signals
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ml_signal VARCHAR(10),
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ml_confidence DECIMAL(5,4),
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smc_signal VARCHAR(10),
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smc_confidence DECIMAL(5,4),
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-- Position State
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open_positions INT DEFAULT 0,
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floating_pnl DECIMAL(12,2) DEFAULT 0,
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-- Features Snapshot
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features JSONB DEFAULT '{}',
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-- Meta
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created_at TIMESTAMPTZ DEFAULT NOW(),
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-- Composite unique constraint
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UNIQUE (snapshot_time, symbol)
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);
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-- ============================================================
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-- SIGNALS TABLE - Every signal generated
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-- ============================================================
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CREATE TABLE IF NOT EXISTS signals (
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id SERIAL PRIMARY KEY,
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signal_time TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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symbol VARCHAR(20) NOT NULL DEFAULT 'XAUUSD',
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price DECIMAL(12,5) NOT NULL,
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-- Signal Details
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signal_type VARCHAR(10) CHECK (signal_type IN ('BUY', 'SELL', 'NONE', 'HOLD')),
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signal_source VARCHAR(20), -- 'SMC', 'ML', 'COMBINED', 'SMC-ONLY'
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combined_confidence DECIMAL(5,4),
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-- SMC Analysis
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smc_signal VARCHAR(10),
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smc_confidence DECIMAL(5,4),
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smc_fvg BOOLEAN DEFAULT FALSE,
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smc_ob BOOLEAN DEFAULT FALSE,
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smc_bos BOOLEAN DEFAULT FALSE,
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smc_choch BOOLEAN DEFAULT FALSE,
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smc_reason TEXT,
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-- ML Analysis
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ml_signal VARCHAR(10),
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ml_confidence DECIMAL(5,4),
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-- Market Context
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regime VARCHAR(30),
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session VARCHAR(30),
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volatility VARCHAR(20),
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market_score INT,
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dynamic_threshold DECIMAL(5,4),
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-- Execution
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executed BOOLEAN DEFAULT FALSE,
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execution_reason VARCHAR(100),
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trade_ticket BIGINT,
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-- Meta
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created_at TIMESTAMPTZ DEFAULT NOW()
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);
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-- ============================================================
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-- DAILY_SUMMARIES TABLE - Daily performance tracking
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-- ============================================================
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CREATE TABLE IF NOT EXISTS daily_summaries (
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id SERIAL PRIMARY KEY,
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summary_date DATE UNIQUE NOT NULL,
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-- Trades
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total_trades INT DEFAULT 0,
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winning_trades INT DEFAULT 0,
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losing_trades INT DEFAULT 0,
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breakeven_trades INT DEFAULT 0,
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-- P/L
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gross_profit DECIMAL(12,2) DEFAULT 0,
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gross_loss DECIMAL(12,2) DEFAULT 0,
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net_profit DECIMAL(12,2) DEFAULT 0,
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-- Balance
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start_balance DECIMAL(12,2),
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end_balance DECIMAL(12,2),
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-- Metrics
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win_rate DECIMAL(5,2),
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profit_factor DECIMAL(8,4),
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average_win DECIMAL(12,2),
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average_loss DECIMAL(12,2),
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largest_win DECIMAL(12,2),
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largest_loss DECIMAL(12,2),
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-- Sessions
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trades_sydney INT DEFAULT 0,
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trades_tokyo INT DEFAULT 0,
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trades_london INT DEFAULT 0,
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trades_ny INT DEFAULT 0,
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trades_golden INT DEFAULT 0,
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-- SMC Performance
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fvg_trades INT DEFAULT 0,
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fvg_wins INT DEFAULT 0,
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ob_trades INT DEFAULT 0,
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ob_wins INT DEFAULT 0,
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-- Meta
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created_at TIMESTAMPTZ DEFAULT NOW(),
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updated_at TIMESTAMPTZ DEFAULT NOW()
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);
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-- ============================================================
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-- BOT_STATUS TABLE - Bot health and status tracking
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-- ============================================================
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CREATE TABLE IF NOT EXISTS bot_status (
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id SERIAL PRIMARY KEY,
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status_time TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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-- Status
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is_running BOOLEAN DEFAULT TRUE,
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status VARCHAR(20) DEFAULT 'active', -- 'active', 'paused', 'stopped', 'error'
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-- Performance
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loop_count INT DEFAULT 0,
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avg_execution_ms DECIMAL(10,2),
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uptime_seconds INT DEFAULT 0,
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-- Account
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balance DECIMAL(12,2),
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equity DECIMAL(12,2),
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margin_used DECIMAL(12,2),
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-- Positions
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open_positions INT DEFAULT 0,
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floating_pnl DECIMAL(12,2),
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-- Risk State
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daily_pnl DECIMAL(12,2),
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risk_mode VARCHAR(20), -- 'normal', 'recovery', 'protected', 'stopped'
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-- Session
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current_session VARCHAR(30),
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is_golden_time BOOLEAN DEFAULT FALSE,
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-- Error
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last_error TEXT,
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last_error_at TIMESTAMPTZ,
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created_at TIMESTAMPTZ DEFAULT NOW()
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);
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-- ============================================================
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-- INDEXES for fast queries
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-- ============================================================
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-- Trades indexes
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CREATE INDEX IF NOT EXISTS idx_trades_opened_at ON trades(opened_at DESC);
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CREATE INDEX IF NOT EXISTS idx_trades_closed_at ON trades(closed_at DESC);
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CREATE INDEX IF NOT EXISTS idx_trades_symbol ON trades(symbol);
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CREATE INDEX IF NOT EXISTS idx_trades_direction ON trades(direction);
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CREATE INDEX IF NOT EXISTS idx_trades_profit ON trades(profit_usd);
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CREATE INDEX IF NOT EXISTS idx_trades_exit_reason ON trades(exit_reason);
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CREATE INDEX IF NOT EXISTS idx_trades_entry_session ON trades(entry_session);
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-- Training runs indexes
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CREATE INDEX IF NOT EXISTS idx_training_started_at ON training_runs(started_at DESC);
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CREATE INDEX IF NOT EXISTS idx_training_type ON training_runs(training_type);
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-- Snapshots indexes
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CREATE INDEX IF NOT EXISTS idx_snapshots_time ON market_snapshots(snapshot_time DESC);
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CREATE INDEX IF NOT EXISTS idx_snapshots_symbol_time ON market_snapshots(symbol, snapshot_time DESC);
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-- Signals indexes
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CREATE INDEX IF NOT EXISTS idx_signals_time ON signals(signal_time DESC);
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CREATE INDEX IF NOT EXISTS idx_signals_executed ON signals(executed);
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CREATE INDEX IF NOT EXISTS idx_signals_type ON signals(signal_type);
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-- Daily summaries index
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CREATE INDEX IF NOT EXISTS idx_daily_date ON daily_summaries(summary_date DESC);
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-- Bot status index
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CREATE INDEX IF NOT EXISTS idx_bot_status_time ON bot_status(status_time DESC);
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-- ============================================================
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-- FUNCTIONS for automatic updates
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-- ============================================================
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-- Function to update updated_at timestamp
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CREATE OR REPLACE FUNCTION update_updated_at_column()
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RETURNS TRIGGER AS $$
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BEGIN
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NEW.updated_at = NOW();
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RETURN NEW;
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END;
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$$ language 'plpgsql';
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-- Trigger for trades table
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DROP TRIGGER IF EXISTS update_trades_updated_at ON trades;
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CREATE TRIGGER update_trades_updated_at
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BEFORE UPDATE ON trades
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FOR EACH ROW
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EXECUTE FUNCTION update_updated_at_column();
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-- Trigger for daily_summaries table
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DROP TRIGGER IF EXISTS update_daily_summaries_updated_at ON daily_summaries;
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CREATE TRIGGER update_daily_summaries_updated_at
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BEFORE UPDATE ON daily_summaries
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FOR EACH ROW
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EXECUTE FUNCTION update_updated_at_column();
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-- ============================================================
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-- VIEWS for easy querying
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-- ============================================================
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-- Recent trades view
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CREATE OR REPLACE VIEW v_recent_trades AS
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SELECT
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ticket,
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direction,
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entry_price,
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exit_price,
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lot_size,
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profit_usd,
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profit_pips,
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duration_seconds,
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entry_session,
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smc_reason,
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ml_confidence,
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exit_reason,
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opened_at,
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closed_at
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FROM trades
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WHERE closed_at IS NOT NULL
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ORDER BY closed_at DESC
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LIMIT 100;
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-- Daily performance view
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CREATE OR REPLACE VIEW v_daily_performance AS
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SELECT
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DATE(closed_at) as trade_date,
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COUNT(*) as total_trades,
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SUM(CASE WHEN profit_usd > 0 THEN 1 ELSE 0 END) as wins,
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SUM(CASE WHEN profit_usd < 0 THEN 1 ELSE 0 END) as losses,
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SUM(profit_usd) as net_profit,
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ROUND(AVG(profit_usd)::numeric, 2) as avg_profit,
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ROUND((SUM(CASE WHEN profit_usd > 0 THEN 1 ELSE 0 END)::numeric /
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NULLIF(COUNT(*), 0) * 100), 1) as win_rate
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FROM trades
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WHERE closed_at IS NOT NULL
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GROUP BY DATE(closed_at)
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ORDER BY trade_date DESC;
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-- SMC performance view
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CREATE OR REPLACE VIEW v_smc_performance AS
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SELECT
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CASE
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WHEN smc_fvg_detected THEN 'FVG'
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WHEN smc_ob_detected THEN 'OB'
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WHEN smc_bos_detected THEN 'BOS'
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ELSE 'OTHER'
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END as pattern_type,
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COUNT(*) as total_trades,
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SUM(CASE WHEN profit_usd > 0 THEN 1 ELSE 0 END) as wins,
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SUM(profit_usd) as total_profit,
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ROUND(AVG(profit_usd)::numeric, 2) as avg_profit,
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ROUND((SUM(CASE WHEN profit_usd > 0 THEN 1 ELSE 0 END)::numeric /
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NULLIF(COUNT(*), 0) * 100), 1) as win_rate
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FROM trades
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WHERE closed_at IS NOT NULL
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GROUP BY pattern_type
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ORDER BY total_trades DESC;
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-- Session performance view
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CREATE OR REPLACE VIEW v_session_performance AS
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SELECT
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entry_session,
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COUNT(*) as total_trades,
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SUM(CASE WHEN profit_usd > 0 THEN 1 ELSE 0 END) as wins,
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SUM(profit_usd) as total_profit,
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ROUND(AVG(profit_usd)::numeric, 2) as avg_profit,
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ROUND((SUM(CASE WHEN profit_usd > 0 THEN 1 ELSE 0 END)::numeric /
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NULLIF(COUNT(*), 0) * 100), 1) as win_rate
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FROM trades
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WHERE closed_at IS NOT NULL AND entry_session IS NOT NULL
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GROUP BY entry_session
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ORDER BY total_trades DESC;
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-- ============================================================
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-- INITIAL DATA / SEED
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-- ============================================================
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-- Insert initial bot status
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INSERT INTO bot_status (status, is_running, risk_mode)
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VALUES ('initialized', false, 'normal')
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ON CONFLICT DO NOTHING;
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-- ============================================================
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-- GRANTS (if needed for specific users)
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-- ============================================================
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-- GRANT ALL PRIVILEGES ON ALL TABLES IN SCHEMA public TO trading_bot;
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-- GRANT ALL PRIVILEGES ON ALL SEQUENCES IN SCHEMA public TO trading_bot;
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-- ============================================================
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-- Done!
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-- ============================================================
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Reference in New Issue
Block a user