Patrick Selamy
5f5a2bffd6
* feat(detector): persist all risk assessments to risk_assessments table
* docs+test: add CHANGELOG and persistence regression tests
Documents the persist-all-assessments feature shipped in 8a0e8c9 and adds two regression tests covering: (1) sub-threshold assessments still hit the DB, and (2) DB write failures do not block alert dispatch.
* fix: add detector mock to pipeline test fixture
The persist_assessments feature accesses settings.detector which the
existing mock_settings fixture didn't include.
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
* fix: ruff lint and format fixes for persist assessment
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
---------
Co-authored-by: jp-vps-deploy <vps-deploy@schrodinger01>
Co-authored-by: schrodinger01 <schrodinger01@users.noreply.github.com>
Co-authored-by: Claude Opus 4.6 <noreply@anthropic.com>
65 lines
3.1 KiB
Python
65 lines
3.1 KiB
Python
"""Risk assessment persistence layer.
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Adds the `risk_assessments` table — one row per signal-bearing trade —
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so future backtests can rebuild ground truth without grepping the
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systemd log or hammering the public data-api.
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Revision ID: 002_risk_assessments
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Revises: 001_initial
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Create Date: 2026-05-22 11:30:00.000000+00:00
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"""
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from collections.abc import Sequence
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import sqlalchemy as sa
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from alembic import op
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revision: str = "002_risk_assessments"
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down_revision: str | None = "001_initial"
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branch_labels: str | Sequence[str] | None = None
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depends_on: str | Sequence[str] | None = None
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def upgrade() -> None:
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op.create_table(
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"risk_assessments",
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sa.Column("id", sa.Integer(), autoincrement=True, nullable=False),
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sa.Column("assessment_id", sa.String(36), nullable=False),
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sa.Column("trade_id", sa.String(80), nullable=False),
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sa.Column("wallet_address", sa.String(42), nullable=False),
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sa.Column("market_id", sa.String(80), nullable=False),
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sa.Column("asset_id", sa.String(80), nullable=True),
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sa.Column("side", sa.String(8), nullable=False),
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sa.Column("outcome", sa.String(120), nullable=True),
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sa.Column("outcome_index", sa.Integer(), nullable=True),
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sa.Column("price", sa.Numeric(10, 6), nullable=False),
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sa.Column("size", sa.Numeric(20, 6), nullable=False),
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sa.Column("notional_usdc", sa.Numeric(20, 6), nullable=False),
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sa.Column("trade_timestamp", sa.DateTime(timezone=True), nullable=False),
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sa.Column("weighted_score", sa.Numeric(4, 3), nullable=False),
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sa.Column("signals_triggered", sa.Integer(), nullable=False),
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sa.Column("fresh_wallet_confidence", sa.Numeric(4, 3), nullable=True),
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sa.Column("size_anomaly_confidence", sa.Numeric(4, 3), nullable=True),
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sa.Column("is_niche_market", sa.Boolean(), nullable=True),
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sa.Column("volume_impact", sa.Numeric(8, 4), nullable=True),
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sa.Column("book_impact", sa.Numeric(8, 4), nullable=True),
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sa.Column("wallet_age_hours", sa.Numeric(10, 2), nullable=True),
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sa.Column("should_alert", sa.Boolean(), nullable=False),
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sa.Column("threshold_at_eval", sa.Numeric(4, 3), nullable=False),
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sa.Column("created_at", sa.DateTime(timezone=True), nullable=False),
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sa.PrimaryKeyConstraint("id"),
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sa.UniqueConstraint("assessment_id"),
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)
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op.create_index("idx_risk_assessments_wallet", "risk_assessments", ["wallet_address"])
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op.create_index("idx_risk_assessments_market", "risk_assessments", ["market_id"])
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op.create_index("idx_risk_assessments_trade_ts", "risk_assessments", ["trade_timestamp"])
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op.create_index("idx_risk_assessments_score", "risk_assessments", ["weighted_score"])
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def downgrade() -> None:
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op.drop_index("idx_risk_assessments_score", table_name="risk_assessments")
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op.drop_index("idx_risk_assessments_trade_ts", table_name="risk_assessments")
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op.drop_index("idx_risk_assessments_market", table_name="risk_assessments")
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op.drop_index("idx_risk_assessments_wallet", table_name="risk_assessments")
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op.drop_table("risk_assessments")
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