531 lines
17 KiB
SQL
531 lines
17 KiB
SQL
-- ============================================
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-- INSTITUTIONAL FLOW TRADING PLATFORM
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-- COMPLETE DATABASE SCHEMA
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-- ============================================
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-- This script creates all tables and indexes needed for the platform
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-- Run this in your Supabase SQL Editor to set up the complete database
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-- ============================================
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-- ============================================
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-- 1. CORE TABLES (from original schema.sql)
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-- ============================================
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-- Options Flow Table
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CREATE TABLE IF NOT EXISTS options_flow (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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symbol VARCHAR(10) NOT NULL,
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type VARCHAR(4) NOT NULL CHECK (type IN ('CALL', 'PUT')),
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strike DECIMAL(10, 2) NOT NULL,
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expiration TIMESTAMP WITH TIME ZONE,
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total_premium DECIMAL(15, 2) DEFAULT 0,
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volume INTEGER DEFAULT 0,
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sentiment DECIMAL(3, 2) DEFAULT 0.5 CHECK (sentiment >= 0 AND sentiment <= 1),
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volume_ratio DECIMAL(10, 2) DEFAULT 1,
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execution_time INTEGER DEFAULT 0,
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rocket_score INTEGER CHECK (rocket_score >= 0 AND rocket_score <= 100),
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Daily Analysis Table
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CREATE TABLE IF NOT EXISTS daily_analysis (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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symbol VARCHAR(10) NOT NULL,
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analysis_date DATE NOT NULL,
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final_score INTEGER CHECK (final_score >= 0 AND final_score <= 100),
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price_change_percent DECIMAL(5, 2) DEFAULT 0,
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flow_count INTEGER DEFAULT 0,
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total_premium DECIMAL(15, 2) DEFAULT 0,
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call_put_ratio DECIMAL(5, 2) DEFAULT 1,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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UNIQUE(symbol, analysis_date)
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);
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-- ============================================
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-- 2. DATA SOURCE TABLES (from missing_tables.sql)
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-- ============================================
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-- OptionsFlow_monthly (CamelCase) - Main options flow data
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CREATE TABLE IF NOT EXISTS public."OptionsFlow_monthly" (
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"CreatedDate" TEXT,
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"CreatedTime" TEXT,
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"Symbol" TEXT,
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"Type" TEXT,
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"Volume" TEXT,
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"Price" TEXT,
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"Side" TEXT,
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"CallPut" TEXT,
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"Strike" TEXT,
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"Spot" TEXT,
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"Premium" TEXT,
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"ExpirationDate" TEXT,
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"Color" TEXT,
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"ImpliedVolatility" TEXT,
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"Dte" TEXT,
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"ER" TEXT,
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"StockEtf" TEXT,
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"Sector" TEXT,
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"Uoa" TEXT,
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"Weekly" TEXT,
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"MktCap" TEXT,
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"OI" TEXT,
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"timestamp" TIMESTAMP WITH TIME ZONE,
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"aggressor" TEXT
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);
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-- AlertStream_monthly (CamelCase) - Alert stream data
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DO $$
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BEGIN
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IF NOT EXISTS (SELECT 1 FROM information_schema.tables WHERE table_schema='public' AND table_name='AlertStream_monthly') THEN
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CREATE TABLE public."AlertStream_monthly" (
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"Date" TEXT,
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"AlertDate" TEXT,
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"date" TEXT,
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"alert_date" TEXT,
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"Ticker" TEXT,
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"ticker" TEXT,
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"Symbol" TEXT,
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"symbol" TEXT,
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"Type" TEXT,
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"type" TEXT,
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"AlertType" TEXT,
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"alert_type" TEXT,
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"Message" TEXT,
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"message" TEXT,
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"Timestamp" TEXT,
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"timestamp" TEXT,
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"alert_time_txt" TEXT,
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"Notional" TEXT,
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"notional" TEXT,
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"Pct_of_Avg30Day" TEXT,
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"pct_of_avg30day" TEXT,
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"Pct_of_Avg30" TEXT,
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"pct_of_avg30" TEXT,
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"Price" NUMERIC(12, 4),
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"price" NUMERIC(12, 4),
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"Volume" NUMERIC(15, 2),
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"volume" NUMERIC(15, 2)
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);
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END IF;
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END $$;
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-- AlertStream_monthly (lowercase) - Alternative alert stream table
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CREATE TABLE IF NOT EXISTS public.alertstream_monthly (
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symbol VARCHAR(10),
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alert_type VARCHAR(50),
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message TEXT,
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notional NUMERIC(15, 2),
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pct_of_avg30 NUMERIC(10, 2),
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alert_date DATE,
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alert_time_txt TEXT
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);
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-- prices_intraday_1m - Intraday 1-minute price bars
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CREATE TABLE IF NOT EXISTS public.prices_intraday_1m (
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symbol VARCHAR(10) NOT NULL,
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ts TIMESTAMP WITH TIME ZONE NOT NULL,
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open NUMERIC(12, 4),
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high NUMERIC(12, 4),
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low NUMERIC(12, 4),
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close NUMERIC(12, 4),
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volume NUMERIC(15, 2),
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short_volume_ratio NUMERIC(5, 4),
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"timestamp" TIMESTAMP WITH TIME ZONE,
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PRIMARY KEY (symbol, ts)
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);
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-- prices_daily - Daily price bars
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CREATE TABLE IF NOT EXISTS public.prices_daily (
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symbol VARCHAR(10) NOT NULL,
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"Date" DATE NOT NULL,
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open NUMERIC(12, 4),
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high NUMERIC(12, 4),
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low NUMERIC(12, 4),
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close NUMERIC(12, 4),
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volume NUMERIC(15, 2),
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PRIMARY KEY (symbol, "Date")
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);
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-- price_daily - Alternative daily price table (used by some queries)
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CREATE TABLE IF NOT EXISTS public.price_daily (
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"Ticker" VARCHAR(10) NOT NULL,
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dt DATE NOT NULL,
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open NUMERIC(12, 4),
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high NUMERIC(12, 4),
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low NUMERIC(12, 4),
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close NUMERIC(12, 4),
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volume NUMERIC(15, 2),
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PRIMARY KEY ("Ticker", dt)
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);
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-- price_1m - Alternative 1-minute price table (used by some queries)
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CREATE TABLE IF NOT EXISTS public.price_1m (
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"Ticker" VARCHAR(10) NOT NULL,
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ts TIMESTAMP WITH TIME ZONE NOT NULL,
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open NUMERIC(12, 4),
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high NUMERIC(12, 4),
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low NUMERIC(12, 4),
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close NUMERIC(12, 4),
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volume NUMERIC(15, 2),
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PRIMARY KEY ("Ticker", ts)
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);
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-- minute_bars_et - Minute bars in Eastern Time
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CREATE TABLE IF NOT EXISTS public.minute_bars_et (
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symbol VARCHAR(10) NOT NULL,
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d_et DATE NOT NULL,
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ts TIMESTAMP WITH TIME ZONE NOT NULL,
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session VARCHAR(10) NOT NULL CHECK (session IN ('pre', 'rth', 'post')),
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hh INTEGER,
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mm INTEGER,
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open NUMERIC(12, 4),
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high NUMERIC(12, 4),
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low NUMERIC(12, 4),
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close NUMERIC(12, 4),
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volume NUMERIC(15, 2),
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PRIMARY KEY (symbol, ts)
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);
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-- daily_bars - Daily bars table
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CREATE TABLE IF NOT EXISTS public.daily_bars (
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symbol VARCHAR(10) NOT NULL,
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date DATE NOT NULL,
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open NUMERIC(12, 4),
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high NUMERIC(12, 4),
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low NUMERIC(12, 4),
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close NUMERIC(12, 4),
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volume NUMERIC(15, 2),
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PRIMARY KEY (symbol, date)
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);
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-- bucket_members - Symbol bucket groupings
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CREATE TABLE IF NOT EXISTS public.bucket_members (
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symbol VARCHAR(10) NOT NULL,
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bucket VARCHAR(50) NOT NULL,
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PRIMARY KEY (symbol, bucket)
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);
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-- ============================================
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-- 3. INDEXES FOR CORE TABLES
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-- ============================================
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-- Indexes for options_flow
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CREATE INDEX IF NOT EXISTS idx_options_flow_symbol ON options_flow(symbol);
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CREATE INDEX IF NOT EXISTS idx_options_flow_created_at ON options_flow(created_at DESC);
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CREATE INDEX IF NOT EXISTS idx_options_flow_type ON options_flow(type);
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CREATE INDEX IF NOT EXISTS idx_options_flow_rocket_score ON options_flow(rocket_score DESC);
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-- Indexes for daily_analysis
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CREATE INDEX IF NOT EXISTS idx_daily_analysis_date ON daily_analysis(analysis_date DESC);
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CREATE INDEX IF NOT EXISTS idx_daily_analysis_symbol ON daily_analysis(symbol);
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CREATE INDEX IF NOT EXISTS idx_daily_analysis_score ON daily_analysis(final_score DESC);
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-- ============================================
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-- 4. PERFORMANCE INDEXES FOR DATA SOURCE TABLES
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-- ============================================
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-- OptionsFlow_monthly Table Indexes
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CREATE INDEX IF NOT EXISTS idx_ofm_date_symbol_premium
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ON "OptionsFlow_monthly"("CreatedDate", "Symbol", "Premium" DESC)
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WHERE "Premium" IS NOT NULL
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AND btrim("Premium"::text) <> ''
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AND "StockEtf" = 'STOCK';
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CREATE INDEX IF NOT EXISTS idx_ofm_exp_symbol_strike
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ON "OptionsFlow_monthly"("ExpirationDate", "Symbol", "Strike");
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CREATE INDEX IF NOT EXISTS idx_ofm_high_premium
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ON "OptionsFlow_monthly"("CreatedDate" DESC, "Symbol", "Premium" DESC)
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WHERE "Premium"::numeric > 80000
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AND "StockEtf" = 'STOCK';
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CREATE INDEX IF NOT EXISTS idx_ofm_cp_side
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ON "OptionsFlow_monthly"(
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UPPER(TRIM("CallPut")),
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UPPER(TRIM("Side")),
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"CreatedDate" DESC
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)
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WHERE "Premium" IS NOT NULL;
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CREATE INDEX IF NOT EXISTS idx_ofm_symbol_filter
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ON "OptionsFlow_monthly"("Symbol", "CreatedDate" DESC)
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WHERE "Symbol" NOT IN ('TSLA','NVDA')
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AND "StockEtf" = 'STOCK';
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CREATE INDEX IF NOT EXISTS idx_optionsflow_monthly_symbol ON public."OptionsFlow_monthly"("Symbol");
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CREATE INDEX IF NOT EXISTS idx_optionsflow_monthly_timestamp ON public."OptionsFlow_monthly"("timestamp" DESC);
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CREATE INDEX IF NOT EXISTS idx_optionsflow_monthly_expiration ON public."OptionsFlow_monthly"("ExpirationDate");
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-- prices_intraday_1m Table Indexes
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CREATE INDEX IF NOT EXISTS idx_prices_symbol_ts_desc
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ON prices_intraday_1m(UPPER(symbol), ts DESC)
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WHERE symbol IS NOT NULL;
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CREATE INDEX IF NOT EXISTS idx_prices_recent
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ON prices_intraday_1m(UPPER(symbol), ts DESC)
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WHERE symbol IS NOT NULL;
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CREATE INDEX IF NOT EXISTS idx_prices_session
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ON prices_intraday_1m(
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UPPER(symbol),
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ts,
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EXTRACT(HOUR FROM ts AT TIME ZONE 'America/Chicago')
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)
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WHERE EXTRACT(HOUR FROM ts AT TIME ZONE 'America/Chicago') BETWEEN 4 AND 20;
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CREATE INDEX IF NOT EXISTS idx_prices_rth_open
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ON prices_intraday_1m(
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UPPER(symbol),
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ts
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)
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WHERE symbol IS NOT NULL;
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CREATE INDEX IF NOT EXISTS idx_prices_intraday_1m_symbol_ts ON public.prices_intraday_1m(symbol, ts DESC);
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CREATE INDEX IF NOT EXISTS idx_prices_intraday_1m_ts ON public.prices_intraday_1m(ts DESC);
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CREATE INDEX IF NOT EXISTS idx_prices_intraday_1m_timestamp ON public.prices_intraday_1m("timestamp" DESC);
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-- prices_daily Table Indexes
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CREATE INDEX IF NOT EXISTS idx_prices_daily_symbol_date
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ON prices_daily(UPPER(symbol), "Date" DESC)
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WHERE symbol IS NOT NULL;
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CREATE INDEX IF NOT EXISTS idx_prices_daily_symbol_date_alt ON public.prices_daily(symbol, "Date" DESC);
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CREATE INDEX IF NOT EXISTS idx_prices_daily_date ON public.prices_daily("Date" DESC);
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-- AlertStream_monthly Table Indexes
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CREATE INDEX IF NOT EXISTS idx_alert_ticker_time
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ON "AlertStream_monthly"(
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UPPER("ticker"),
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"date",
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"timestamp"
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)
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WHERE "ticker" IS NOT NULL;
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CREATE INDEX IF NOT EXISTS idx_alert_recent
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ON "AlertStream_monthly"(
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UPPER("ticker"),
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"date",
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"timestamp"
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)
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WHERE "ticker" IS NOT NULL;
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CREATE INDEX IF NOT EXISTS idx_alert_type
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ON "AlertStream_monthly"("type", "date", UPPER("ticker"))
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WHERE "ticker" IS NOT NULL;
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CREATE INDEX IF NOT EXISTS idx_alert_dark_block
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ON "AlertStream_monthly"(
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UPPER("ticker"),
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"date",
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"timestamp"
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)
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WHERE "type" IN ('DarkPool','Block')
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AND "ticker" IS NOT NULL;
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CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_ticker ON public."AlertStream_monthly"("Ticker");
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CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_symbol ON public."AlertStream_monthly"("symbol");
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CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_type ON public."AlertStream_monthly"("Type");
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-- alertstream_monthly (lowercase) Indexes
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CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_lower_symbol ON public.alertstream_monthly(symbol);
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CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_lower_date ON public.alertstream_monthly(alert_date);
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CREATE INDEX IF NOT EXISTS idx_alertstream_monthly_lower_type ON public.alertstream_monthly(alert_type);
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-- price_daily Table Indexes
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CREATE INDEX IF NOT EXISTS idx_price_daily_ticker_dt ON public.price_daily("Ticker", dt DESC);
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CREATE INDEX IF NOT EXISTS idx_price_daily_dt ON public.price_daily(dt DESC);
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-- price_1m Table Indexes
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CREATE INDEX IF NOT EXISTS idx_price_1m_ticker_ts ON public.price_1m("Ticker", ts DESC);
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CREATE INDEX IF NOT EXISTS idx_price_1m_ts ON public.price_1m(ts DESC);
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-- minute_bars_et Table Indexes
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CREATE INDEX IF NOT EXISTS idx_minute_bars_et_symbol_date ON public.minute_bars_et(symbol, d_et);
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CREATE INDEX IF NOT EXISTS idx_minute_bars_et_session ON public.minute_bars_et(session, d_et);
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CREATE INDEX IF NOT EXISTS idx_minute_bars_et_ts ON public.minute_bars_et(ts DESC);
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-- daily_bars Table Indexes
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CREATE INDEX IF NOT EXISTS idx_daily_bars_symbol_date ON public.daily_bars(symbol, date DESC);
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CREATE INDEX IF NOT EXISTS idx_daily_bars_date ON public.daily_bars(date DESC);
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-- bucket_members Table Indexes
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CREATE INDEX IF NOT EXISTS idx_bucket_members_bucket ON public.bucket_members(bucket);
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CREATE INDEX IF NOT EXISTS idx_bucket_members_symbol ON public.bucket_members(symbol);
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-- ============================================
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-- 5. ROW LEVEL SECURITY (RLS)
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-- ============================================
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-- Enable RLS on all tables
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ALTER TABLE options_flow ENABLE ROW LEVEL SECURITY;
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ALTER TABLE daily_analysis ENABLE ROW LEVEL SECURITY;
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ALTER TABLE public.minute_bars_et ENABLE ROW LEVEL SECURITY;
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ALTER TABLE public.bucket_members ENABLE ROW LEVEL SECURITY;
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ALTER TABLE public.daily_bars ENABLE ROW LEVEL SECURITY;
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ALTER TABLE public."AlertStream_monthly" ENABLE ROW LEVEL SECURITY;
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ALTER TABLE public.alertstream_monthly ENABLE ROW LEVEL SECURITY;
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ALTER TABLE public."OptionsFlow_monthly" ENABLE ROW LEVEL SECURITY;
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ALTER TABLE public.prices_intraday_1m ENABLE ROW LEVEL SECURITY;
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ALTER TABLE public.prices_daily ENABLE ROW LEVEL SECURITY;
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ALTER TABLE public.price_daily ENABLE ROW LEVEL SECURITY;
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ALTER TABLE public.price_1m ENABLE ROW LEVEL SECURITY;
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-- Create permissive policies for development (adjust for production)
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-- Note: If policies already exist, you may need to drop them first manually
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-- or modify this section to handle existing policies
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DO $$
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BEGIN
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-- options_flow
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BEGIN
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DROP POLICY "Allow all operations on options_flow" ON options_flow;
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EXCEPTION WHEN undefined_object THEN NULL;
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END;
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CREATE POLICY "Allow all operations on options_flow" ON options_flow
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FOR ALL USING (true) WITH CHECK (true);
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END $$;
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DO $$
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BEGIN
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-- daily_analysis
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BEGIN
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DROP POLICY "Allow all operations on daily_analysis" ON daily_analysis;
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EXCEPTION WHEN undefined_object THEN NULL;
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END;
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CREATE POLICY "Allow all operations on daily_analysis" ON daily_analysis
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FOR ALL USING (true) WITH CHECK (true);
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END $$;
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DO $$
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BEGIN
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-- minute_bars_et
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BEGIN
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DROP POLICY "Allow all operations on minute_bars_et" ON public.minute_bars_et;
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EXCEPTION WHEN undefined_object THEN NULL;
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END;
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CREATE POLICY "Allow all operations on minute_bars_et" ON public.minute_bars_et
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FOR ALL USING (true) WITH CHECK (true);
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END $$;
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DO $$
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BEGIN
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-- bucket_members
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BEGIN
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DROP POLICY "Allow all operations on bucket_members" ON public.bucket_members;
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EXCEPTION WHEN undefined_object THEN NULL;
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END;
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CREATE POLICY "Allow all operations on bucket_members" ON public.bucket_members
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FOR ALL USING (true) WITH CHECK (true);
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END $$;
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DO $$
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BEGIN
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-- daily_bars
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BEGIN
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DROP POLICY "Allow all operations on daily_bars" ON public.daily_bars;
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EXCEPTION WHEN undefined_object THEN NULL;
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END;
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CREATE POLICY "Allow all operations on daily_bars" ON public.daily_bars
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FOR ALL USING (true) WITH CHECK (true);
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END $$;
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DO $$
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BEGIN
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-- AlertStream_monthly
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BEGIN
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DROP POLICY "Allow all operations on AlertStream_monthly" ON public."AlertStream_monthly";
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EXCEPTION WHEN undefined_object THEN NULL;
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END;
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CREATE POLICY "Allow all operations on AlertStream_monthly" ON public."AlertStream_monthly"
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FOR ALL USING (true) WITH CHECK (true);
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END $$;
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DO $$
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BEGIN
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-- alertstream_monthly
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BEGIN
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DROP POLICY "Allow all operations on alertstream_monthly" ON public.alertstream_monthly;
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EXCEPTION WHEN undefined_object THEN NULL;
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END;
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CREATE POLICY "Allow all operations on alertstream_monthly" ON public.alertstream_monthly
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FOR ALL USING (true) WITH CHECK (true);
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END $$;
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DO $$
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BEGIN
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-- OptionsFlow_monthly
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BEGIN
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DROP POLICY "Allow all operations on OptionsFlow_monthly" ON public."OptionsFlow_monthly";
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EXCEPTION WHEN undefined_object THEN NULL;
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END;
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CREATE POLICY "Allow all operations on OptionsFlow_monthly" ON public."OptionsFlow_monthly"
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FOR ALL USING (true) WITH CHECK (true);
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END $$;
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DO $$
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BEGIN
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-- prices_intraday_1m
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BEGIN
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DROP POLICY "Allow all operations on prices_intraday_1m" ON public.prices_intraday_1m;
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EXCEPTION WHEN undefined_object THEN NULL;
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END;
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CREATE POLICY "Allow all operations on prices_intraday_1m" ON public.prices_intraday_1m
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FOR ALL USING (true) WITH CHECK (true);
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END $$;
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DO $$
|
|
BEGIN
|
|
-- prices_daily
|
|
BEGIN
|
|
DROP POLICY "Allow all operations on prices_daily" ON public.prices_daily;
|
|
EXCEPTION WHEN undefined_object THEN NULL;
|
|
END;
|
|
CREATE POLICY "Allow all operations on prices_daily" ON public.prices_daily
|
|
FOR ALL USING (true) WITH CHECK (true);
|
|
END $$;
|
|
|
|
DO $$
|
|
BEGIN
|
|
-- price_daily
|
|
BEGIN
|
|
DROP POLICY "Allow all operations on price_daily" ON public.price_daily;
|
|
EXCEPTION WHEN undefined_object THEN NULL;
|
|
END;
|
|
CREATE POLICY "Allow all operations on price_daily" ON public.price_daily
|
|
FOR ALL USING (true) WITH CHECK (true);
|
|
END $$;
|
|
|
|
DO $$
|
|
BEGIN
|
|
-- price_1m
|
|
BEGIN
|
|
DROP POLICY "Allow all operations on price_1m" ON public.price_1m;
|
|
EXCEPTION WHEN undefined_object THEN NULL;
|
|
END;
|
|
CREATE POLICY "Allow all operations on price_1m" ON public.price_1m
|
|
FOR ALL USING (true) WITH CHECK (true);
|
|
END $$;
|
|
|
|
-- ============================================
|
|
-- 6. ANALYZE TABLES FOR QUERY PLANNER
|
|
-- ============================================
|
|
|
|
-- Update statistics for query planner
|
|
ANALYZE options_flow;
|
|
ANALYZE daily_analysis;
|
|
ANALYZE "OptionsFlow_monthly";
|
|
ANALYZE prices_intraday_1m;
|
|
ANALYZE prices_daily;
|
|
ANALYZE price_daily;
|
|
ANALYZE price_1m;
|
|
ANALYZE "AlertStream_monthly";
|
|
ANALYZE alertstream_monthly;
|
|
ANALYZE minute_bars_et;
|
|
ANALYZE daily_bars;
|
|
ANALYZE bucket_members;
|
|
|
|
-- ============================================
|
|
-- SCHEMA COMPLETE
|
|
-- ============================================
|
|
-- All tables and indexes have been created
|
|
-- The database is now ready for use
|
|
-- ============================================ |