institutional-trader/backend/database/missing_tables.sql

395 lines
17 KiB
SQL

-- ============================================
-- MISSING DATABASE TABLES
-- ============================================
-- This file creates all tables referenced by SQL queries but missing from schema.sql
-- Run this in your Supabase SQL Editor after running schema.sql
-- ============================================
-- 1. MINUTE_BARS_ET
-- ============================================
-- Used by: premarketgaprangescreener.sql
CREATE TABLE IF NOT EXISTS public.minute_bars_et (
symbol VARCHAR(10) NOT NULL,
d_et DATE NOT NULL,
ts TIMESTAMP WITH TIME ZONE NOT NULL,
session VARCHAR(10) NOT NULL CHECK (session IN ('pre', 'rth', 'post')),
hh INTEGER,
mm INTEGER,
open NUMERIC(12, 4),
high NUMERIC(12, 4),
low NUMERIC(12, 4),
close NUMERIC(12, 4),
volume NUMERIC(15, 2),
PRIMARY KEY (symbol, ts)
);
CREATE INDEX IF NOT EXISTS idx_minute_bars_et_symbol_date ON public.minute_bars_et(symbol, d_et);
CREATE INDEX IF NOT EXISTS idx_minute_bars_et_session ON public.minute_bars_et(session, d_et);
CREATE INDEX IF NOT EXISTS idx_minute_bars_et_ts ON public.minute_bars_et(ts DESC);
-- ============================================
-- 2. BUCKET_MEMBERS
-- ============================================
-- Used by: premarketgaprangescreener.sql
CREATE TABLE IF NOT EXISTS public.bucket_members (
symbol VARCHAR(10) NOT NULL,
bucket VARCHAR(50) NOT NULL,
PRIMARY KEY (symbol, bucket)
);
CREATE INDEX IF NOT EXISTS idx_bucket_members_bucket ON public.bucket_members(bucket);
CREATE INDEX IF NOT EXISTS idx_bucket_members_symbol ON public.bucket_members(symbol);
-- ============================================
-- 3. DAILY_BARS
-- ============================================
-- Used by: premarketgaprangescreener.sql
CREATE TABLE IF NOT EXISTS public.daily_bars (
symbol VARCHAR(10) NOT NULL,
date DATE NOT NULL,
open NUMERIC(12, 4),
high NUMERIC(12, 4),
low NUMERIC(12, 4),
close NUMERIC(12, 4),
volume NUMERIC(15, 2),
PRIMARY KEY (symbol, date)
);
CREATE INDEX IF NOT EXISTS idx_daily_bars_symbol_date ON public.daily_bars(symbol, date DESC);
CREATE INDEX IF NOT EXISTS idx_daily_bars_date ON public.daily_bars(date DESC);
-- ============================================
-- 4. ALERTSTREAM_MONTHLY (CamelCase)
-- ============================================
-- Used by: premarketgaprangescreener.sql, optionflowrockerscorer.sql, intradayoptionfactors.sql
-- Note: Table may already exist, so we create it if not exists, then add missing columns
DO $$
BEGIN
-- Create table if it doesn't exist (with a minimal structure)
IF NOT EXISTS (SELECT 1 FROM information_schema.tables WHERE table_schema='public' AND table_name='AlertStream_monthly') THEN
CREATE TABLE public."AlertStream_monthly" (
"Date" TEXT,
"AlertDate" TEXT,
"date" TEXT,
"alert_date" TEXT,
"Ticker" TEXT,
"ticker" TEXT,
"Symbol" TEXT,
"symbol" TEXT,
"Type" TEXT,
"type" TEXT,
"AlertType" TEXT,
"alert_type" TEXT,
"Message" TEXT,
"message" TEXT,
"Timestamp" TEXT,
"timestamp" TEXT,
"alert_time_txt" TEXT,
"Notional" TEXT,
"notional" TEXT,
"Pct_of_Avg30Day" TEXT,
"pct_of_avg30day" TEXT,
"Pct_of_Avg30" TEXT,
"pct_of_avg30" TEXT,
"Price" NUMERIC(12, 4),
"price" NUMERIC(12, 4),
"Volume" NUMERIC(15, 2),
"volume" NUMERIC(15, 2)
);
END IF;
END $$;
-- Add missing columns if they don't exist
DO $$
BEGIN
-- Add all possible column variations used by different queries
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='Date') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "Date" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='AlertDate') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "AlertDate" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='date') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "date" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='alert_date') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "alert_date" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='Ticker') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "Ticker" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='ticker') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "ticker" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='Symbol') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "Symbol" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='symbol') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "symbol" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='Type') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "Type" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='type') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "type" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='AlertType') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "AlertType" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='alert_type') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "alert_type" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='Message') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "Message" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='message') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "message" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='Timestamp') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "Timestamp" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='timestamp') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "timestamp" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='alert_time_txt') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "alert_time_txt" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='Notional') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "Notional" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='notional') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "notional" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='Pct_of_Avg30Day') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "Pct_of_Avg30Day" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='pct_of_avg30day') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "pct_of_avg30day" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='Pct_of_Avg30') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "Pct_of_Avg30" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='pct_of_avg30') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "pct_of_avg30" TEXT;
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='Price') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "Price" NUMERIC(12, 4);
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='price') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "price" NUMERIC(12, 4);
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='Volume') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "Volume" NUMERIC(15, 2);
END IF;
IF NOT EXISTS (SELECT 1 FROM information_schema.columns WHERE table_schema='public' AND table_name='AlertStream_monthly' AND column_name='volume') THEN
ALTER TABLE public."AlertStream_monthly" ADD COLUMN "volume" NUMERIC(15, 2);
END IF;
END $$;
CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_ticker ON public."AlertStream_monthly"("Ticker");
CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_symbol ON public."AlertStream_monthly"("symbol");
CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_type ON public."AlertStream_monthly"("Type");
-- ============================================
-- 5. ALERTSTREAM_MONTHLY (lowercase)
-- ============================================
-- Used by: intradaysignalscorer.sql
CREATE TABLE IF NOT EXISTS public.alertstream_monthly (
symbol VARCHAR(10),
alert_type VARCHAR(50),
message TEXT,
notional NUMERIC(15, 2),
pct_of_avg30 NUMERIC(10, 2),
alert_date DATE,
alert_time_txt TEXT
);
CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_lower_symbol ON public.alertstream_monthly(symbol);
CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_lower_date ON public.alertstream_monthly(alert_date);
CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_lower_type ON public.alertstream_monthly(alert_type);
-- ============================================
-- 6. OPTIONSFLOW_MONTHLY (CamelCase)
-- ============================================
-- Used by: optionflowrockerscorer.sql, intradayflow.sql, intradayoptionfactors.sql, nearterm.sql, 1monthoptionflow.sql
-- Note: This table may already exist from setupLocalDB.js, but ensuring it's here for completeness
CREATE TABLE IF NOT EXISTS public."OptionsFlow_monthly" (
"CreatedDate" TEXT,
"CreatedTime" TEXT,
"Symbol" TEXT,
"Type" TEXT,
"Volume" TEXT,
"Price" TEXT,
"Side" TEXT,
"CallPut" TEXT,
"Strike" TEXT,
"Spot" TEXT,
"Premium" TEXT,
"ExpirationDate" TEXT,
"Color" TEXT,
"ImpliedVolatility" TEXT,
"Dte" TEXT,
"ER" TEXT,
"StockEtf" TEXT,
"Sector" TEXT,
"Uoa" TEXT,
"Weekly" TEXT,
"MktCap" TEXT,
"OI" TEXT,
"timestamp" TIMESTAMP WITH TIME ZONE,
"aggressor" TEXT
);
CREATE INDEX IF NOT EXISTS idx_optionsflow_monthly_symbol ON public."OptionsFlow_monthly"("Symbol");
CREATE INDEX IF NOT EXISTS idx_optionsflow_monthly_timestamp ON public."OptionsFlow_monthly"("timestamp" DESC);
CREATE INDEX IF NOT EXISTS idx_optionsflow_monthly_expiration ON public."OptionsFlow_monthly"("ExpirationDate");
-- ============================================
-- 7. PRICES_INTRADAY_1M
-- ============================================
-- Used by: optionflowrockerscorer.sql, intradayflow.sql
CREATE TABLE IF NOT EXISTS public.prices_intraday_1m (
symbol VARCHAR(10) NOT NULL,
ts TIMESTAMP WITH TIME ZONE NOT NULL,
open NUMERIC(12, 4),
high NUMERIC(12, 4),
low NUMERIC(12, 4),
close NUMERIC(12, 4),
volume NUMERIC(15, 2),
short_volume_ratio NUMERIC(5, 4),
"timestamp" TIMESTAMP WITH TIME ZONE,
PRIMARY KEY (symbol, ts)
);
CREATE INDEX IF NOT EXISTS idx_prices_intraday_1m_symbol_ts ON public.prices_intraday_1m(symbol, ts DESC);
CREATE INDEX IF NOT EXISTS idx_prices_intraday_1m_ts ON public.prices_intraday_1m(ts DESC);
CREATE INDEX IF NOT EXISTS idx_prices_intraday_1m_timestamp ON public.prices_intraday_1m("timestamp" DESC);
-- ============================================
-- 8. PRICES_DAILY
-- ============================================
-- Used by: optionflowrockerscorer.sql
CREATE TABLE IF NOT EXISTS public.prices_daily (
symbol VARCHAR(10) NOT NULL,
"Date" DATE NOT NULL,
open NUMERIC(12, 4),
high NUMERIC(12, 4),
low NUMERIC(12, 4),
close NUMERIC(12, 4),
volume NUMERIC(15, 2),
PRIMARY KEY (symbol, "Date")
);
CREATE INDEX IF NOT EXISTS idx_prices_daily_symbol_date ON public.prices_daily(symbol, "Date" DESC);
CREATE INDEX IF NOT EXISTS idx_prices_daily_date ON public.prices_daily("Date" DESC);
-- ============================================
-- 9. PRICE_DAILY
-- ============================================
-- Used by: intradayoptionfactors.sql
CREATE TABLE IF NOT EXISTS public.price_daily (
"Ticker" VARCHAR(10) NOT NULL,
dt DATE NOT NULL,
open NUMERIC(12, 4),
high NUMERIC(12, 4),
low NUMERIC(12, 4),
close NUMERIC(12, 4),
volume NUMERIC(15, 2),
PRIMARY KEY ("Ticker", dt)
);
CREATE INDEX IF NOT EXISTS idx_price_daily_ticker_dt ON public.price_daily("Ticker", dt DESC);
CREATE INDEX IF NOT EXISTS idx_price_daily_dt ON public.price_daily(dt DESC);
-- ============================================
-- 10. PRICE_1M
-- ============================================
-- Used by: intradayoptionfactors.sql
CREATE TABLE IF NOT EXISTS public.price_1m (
"Ticker" VARCHAR(10) NOT NULL,
ts TIMESTAMP WITH TIME ZONE NOT NULL,
open NUMERIC(12, 4),
high NUMERIC(12, 4),
low NUMERIC(12, 4),
close NUMERIC(12, 4),
volume NUMERIC(15, 2),
PRIMARY KEY ("Ticker", ts)
);
CREATE INDEX IF NOT EXISTS idx_price_1m_ticker_ts ON public.price_1m("Ticker", ts DESC);
CREATE INDEX IF NOT EXISTS idx_price_1m_ts ON public.price_1m(ts DESC);
-- ============================================
-- ROW LEVEL SECURITY (RLS)
-- ============================================
-- Enable RLS on all tables (adjust policies as needed for production)
ALTER TABLE public.minute_bars_et ENABLE ROW LEVEL SECURITY;
ALTER TABLE public.bucket_members ENABLE ROW LEVEL SECURITY;
ALTER TABLE public.daily_bars ENABLE ROW LEVEL SECURITY;
ALTER TABLE public."AlertStream_monthly" ENABLE ROW LEVEL SECURITY;
ALTER TABLE public.alertstream_monthly ENABLE ROW LEVEL SECURITY;
ALTER TABLE public."OptionsFlow_monthly" ENABLE ROW LEVEL SECURITY;
ALTER TABLE public.prices_intraday_1m ENABLE ROW LEVEL SECURITY;
ALTER TABLE public.prices_daily ENABLE ROW LEVEL SECURITY;
ALTER TABLE public.price_daily ENABLE ROW LEVEL SECURITY;
ALTER TABLE public.price_1m ENABLE ROW LEVEL SECURITY;
-- Create permissive policies for development (adjust for production)
CREATE POLICY "Allow all operations on minute_bars_et" ON public.minute_bars_et
FOR ALL USING (true) WITH CHECK (true);
CREATE POLICY "Allow all operations on bucket_members" ON public.bucket_members
FOR ALL USING (true) WITH CHECK (true);
CREATE POLICY "Allow all operations on daily_bars" ON public.daily_bars
FOR ALL USING (true) WITH CHECK (true);
CREATE POLICY "Allow all operations on AlertStream_monthly" ON public."AlertStream_monthly"
FOR ALL USING (true) WITH CHECK (true);
CREATE POLICY "Allow all operations on alertstream_monthly" ON public.alertstream_monthly
FOR ALL USING (true) WITH CHECK (true);
CREATE POLICY "Allow all operations on OptionsFlow_monthly" ON public."OptionsFlow_monthly"
FOR ALL USING (true) WITH CHECK (true);
CREATE POLICY "Allow all operations on prices_intraday_1m" ON public.prices_intraday_1m
FOR ALL USING (true) WITH CHECK (true);
CREATE POLICY "Allow all operations on prices_daily" ON public.prices_daily
FOR ALL USING (true) WITH CHECK (true);
CREATE POLICY "Allow all operations on price_daily" ON public.price_daily
FOR ALL USING (true) WITH CHECK (true);
CREATE POLICY "Allow all operations on price_1m" ON public.price_1m
FOR ALL USING (true) WITH CHECK (true);