224 lines
7.5 KiB
SQL
224 lines
7.5 KiB
SQL
-- TimescaleDB initialization script
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-- This script creates the necessary extensions and hypertables
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-- Enable TimescaleDB extension
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CREATE EXTENSION IF NOT EXISTS timescaledb;
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-- Create stock profiles table
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CREATE TABLE IF NOT EXISTS stock_profiles (
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ticker VARCHAR(20) PRIMARY KEY,
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name VARCHAR(255) NOT NULL,
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exchange VARCHAR(50),
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sector VARCHAR(100),
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industry VARCHAR(100),
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market_cap NUMERIC(20, 2),
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description TEXT,
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website VARCHAR(500),
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ceo VARCHAR(255),
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employees INTEGER,
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pe_ratio NUMERIC(10, 2),
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eps NUMERIC(10, 2),
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dividend_yield NUMERIC(8, 4),
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beta NUMERIC(8, 4),
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last_updated TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create users table
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CREATE TABLE IF NOT EXISTS users (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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email VARCHAR(255) UNIQUE NOT NULL,
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password_hash VARCHAR(255) NOT NULL,
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name VARCHAR(255),
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timezone VARCHAR(50) DEFAULT 'UTC',
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settings JSONB DEFAULT '{}',
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create prices table (hypertable for TimescaleDB)
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CREATE TABLE IF NOT EXISTS prices (
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ticker VARCHAR(20) NOT NULL,
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date DATE NOT NULL,
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open NUMERIC(12, 2),
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high NUMERIC(12, 2),
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low NUMERIC(12, 2),
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close NUMERIC(12, 2),
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volume BIGINT,
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adjusted_close NUMERIC(12, 2),
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PRIMARY KEY (ticker, date)
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);
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SELECT create_hypertable('prices', 'date', if_not_exists => TRUE);
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-- Create watchlists table
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CREATE TABLE IF NOT EXISTS watchlists (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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user_id UUID NOT NULL REFERENCES users(id) ON DELETE CASCADE,
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name VARCHAR(255) NOT NULL,
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description TEXT,
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is_default BOOLEAN DEFAULT FALSE,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create watchlist items table
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CREATE TABLE IF NOT EXISTS watchlist_items (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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watchlist_id UUID NOT NULL REFERENCES watchlists(id) ON DELETE CASCADE,
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ticker VARCHAR(20) NOT NULL,
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type VARCHAR(20) DEFAULT 'stock',
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custom_notes TEXT,
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added_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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price_at_addition NUMERIC(12, 2),
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UNIQUE (watchlist_id, ticker)
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);
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-- Create strategies table
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CREATE TABLE IF NOT EXISTS strategies (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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user_id UUID NOT NULL REFERENCES users(id) ON DELETE CASCADE,
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name VARCHAR(255) NOT NULL,
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description TEXT,
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type VARCHAR(50) NOT NULL,
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conditions JSONB NOT NULL,
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backtest_results JSONB,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create screeners table
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CREATE TABLE IF NOT EXISTS screeners (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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user_id UUID NOT NULL REFERENCES users(id) ON DELETE CASCADE,
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name VARCHAR(255) NOT NULL,
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description TEXT,
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filters JSONB,
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last_run_at TIMESTAMP WITH TIME ZONE,
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results_count INTEGER DEFAULT 0,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create screener runs table
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CREATE TABLE IF NOT EXISTS screener_runs (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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screener_id UUID NOT NULL REFERENCES screeners(id) ON DELETE CASCADE,
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results JSONB NOT NULL,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create alerts table
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CREATE TABLE IF NOT EXISTS alerts (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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watchlist_id UUID NOT NULL REFERENCES watchlists(id) ON DELETE CASCADE,
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type VARCHAR(50) NOT NULL,
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trigger_type VARCHAR(50),
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message TEXT NOT NULL,
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severity VARCHAR(20) DEFAULT 'info',
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status VARCHAR(20) DEFAULT 'active',
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ticker VARCHAR(20),
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triggered_at TIMESTAMP WITH TIME ZONE,
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resolved_at TIMESTAMP WITH TIME ZONE,
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metadata JSONB,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create sector rotations table
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CREATE TABLE IF NOT EXISTS sector_rotations (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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detection_date DATE NOT NULL,
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sector_ticker VARCHAR(20) NOT NULL,
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sector_name VARCHAR(100) NOT NULL,
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rank_now INTEGER,
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rank_previous INTEGER,
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rank_change INTEGER,
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momentum_20d NUMERIC(10, 4),
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momentum_50d NUMERIC(10, 4),
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momentum_200d NUMERIC(10, 4),
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relative_strength NUMERIC(10, 4),
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rotation_signal VARCHAR(20),
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macro_context TEXT,
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analysis_summary TEXT,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create SEC filings table
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CREATE TABLE IF NOT EXISTS sec_filings (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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ticker VARCHAR(20) NOT NULL,
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cik VARCHAR(20),
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form_type VARCHAR(20),
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filing_date DATE,
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report_date DATE,
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accession_number VARCHAR(50),
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url TEXT,
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content_summary TEXT,
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key_metrics JSONB,
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sentiment_score NUMERIC(5, 2),
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tags TEXT[],
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create insider trades table
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CREATE TABLE IF NOT EXISTS insider_trades (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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ticker VARCHAR(20) NOT NULL,
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insider_name VARCHAR(255) NOT NULL,
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insider_title VARCHAR(255),
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transaction_date DATE NOT NULL,
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transaction_type VARCHAR(20),
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shares INTEGER,
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price_per_share NUMERIC(12, 2),
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total_value NUMERIC(15, 2),
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shares_owned_after INTEGER,
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filing_date DATE,
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created_at TIMESTAMP WITH TIME ZONE DEFAULT NOW()
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);
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-- Create peer groups table
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CREATE TABLE IF NOT EXISTS peer_groups (
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id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
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ticker VARCHAR(20) NOT NULL,
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peer_ticker VARCHAR(20) NOT NULL,
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similarity_score NUMERIC(5, 2),
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UNIQUE (ticker, peer_ticker)
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);
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-- Create indexes for performance
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CREATE INDEX IF NOT EXISTS idx_prices_ticker_date ON prices (ticker, date DESC);
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CREATE INDEX IF NOT EXISTS idx_watchlists_user_id ON watchlists (user_id);
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CREATE INDEX IF NOT EXISTS idx_strategies_user_id ON strategies (user_id);
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CREATE INDEX IF NOT EXISTS idx_screeners_user_id ON screeners (user_id);
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CREATE INDEX IF NOT EXISTS idx_alerts_watchlist_id ON alerts (watchlist_id);
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CREATE INDEX IF NOT EXISTS idx_sec_filings_ticker ON sec_filings (ticker);
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CREATE INDEX IF NOT EXISTS idx_insider_trades_ticker ON insider_trades (ticker);
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CREATE INDEX IF NOT EXISTS idx_sector_rotations_date ON sector_rotations (detection_date DESC);
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-- Financials table (income statement / balance sheet / cash flow snapshots)
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CREATE TABLE IF NOT EXISTS financials (
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ticker VARCHAR(20) NOT NULL,
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filing_date DATE NOT NULL,
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period VARCHAR(10) NOT NULL,
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period_end DATE,
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revenue NUMERIC(18,2),
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cost_of_revenue NUMERIC(18,2),
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gross_profit NUMERIC(18,2),
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operating_expense NUMERIC(18,2),
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operating_income NUMERIC(18,2),
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net_income NUMERIC(18,2),
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eps_basic NUMERIC(12,4),
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eps_diluted NUMERIC(12,4),
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total_assets NUMERIC(20,2),
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total_liabilities NUMERIC(20,2),
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total_equity NUMERIC(20,2),
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operating_cashflow NUMERIC(18,2),
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free_cashflow NUMERIC(18,2),
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debt_to_equity NUMERIC(8,4),
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roe NUMERIC(8,4),
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roa NUMERIC(8,4),
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created_at TIMESTAMPTZ DEFAULT now(),
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PRIMARY KEY (ticker, filing_date, period)
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);
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CREATE INDEX IF NOT EXISTS idx_financials_ticker ON financials (ticker);
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CREATE INDEX IF NOT EXISTS idx_financials_period ON financials (period);
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