6551d7af79
- Add decision_logs table to database schema - Create decision logger module with comprehensive logging - Prepare for decision tracking and audit trail Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
145 lines
4.3 KiB
Python
145 lines
4.3 KiB
Python
"""Database layer for trade logging."""
|
|
|
|
from __future__ import annotations
|
|
|
|
import sqlite3
|
|
from datetime import UTC, datetime
|
|
from pathlib import Path
|
|
|
|
|
|
def init_db(db_path: str) -> sqlite3.Connection:
|
|
"""Initialize the trade logs database and return a connection."""
|
|
if db_path != ":memory:":
|
|
Path(db_path).parent.mkdir(parents=True, exist_ok=True)
|
|
conn = sqlite3.connect(db_path)
|
|
conn.execute(
|
|
"""
|
|
CREATE TABLE IF NOT EXISTS trades (
|
|
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
|
timestamp TEXT NOT NULL,
|
|
stock_code TEXT NOT NULL,
|
|
action TEXT NOT NULL,
|
|
confidence INTEGER NOT NULL,
|
|
rationale TEXT,
|
|
quantity INTEGER,
|
|
price REAL,
|
|
pnl REAL DEFAULT 0.0,
|
|
market TEXT DEFAULT 'KR',
|
|
exchange_code TEXT DEFAULT 'KRX'
|
|
)
|
|
"""
|
|
)
|
|
|
|
# Migration: Add market and exchange_code columns if they don't exist
|
|
cursor = conn.execute("PRAGMA table_info(trades)")
|
|
columns = {row[1] for row in cursor.fetchall()}
|
|
|
|
if "market" not in columns:
|
|
conn.execute("ALTER TABLE trades ADD COLUMN market TEXT DEFAULT 'KR'")
|
|
if "exchange_code" not in columns:
|
|
conn.execute("ALTER TABLE trades ADD COLUMN exchange_code TEXT DEFAULT 'KRX'")
|
|
|
|
# Context tree tables for multi-layered memory management
|
|
conn.execute(
|
|
"""
|
|
CREATE TABLE IF NOT EXISTS contexts (
|
|
id INTEGER PRIMARY KEY AUTOINCREMENT,
|
|
layer TEXT NOT NULL,
|
|
timeframe TEXT NOT NULL,
|
|
key TEXT NOT NULL,
|
|
value TEXT NOT NULL,
|
|
created_at TEXT NOT NULL,
|
|
updated_at TEXT NOT NULL,
|
|
UNIQUE(layer, timeframe, key)
|
|
)
|
|
"""
|
|
)
|
|
|
|
# Decision logging table for comprehensive audit trail
|
|
conn.execute(
|
|
"""
|
|
CREATE TABLE IF NOT EXISTS decision_logs (
|
|
decision_id TEXT PRIMARY KEY,
|
|
timestamp TEXT NOT NULL,
|
|
stock_code TEXT NOT NULL,
|
|
market TEXT NOT NULL,
|
|
exchange_code TEXT NOT NULL,
|
|
action TEXT NOT NULL,
|
|
confidence INTEGER NOT NULL,
|
|
rationale TEXT NOT NULL,
|
|
context_snapshot TEXT NOT NULL,
|
|
input_data TEXT NOT NULL,
|
|
outcome_pnl REAL,
|
|
outcome_accuracy INTEGER,
|
|
reviewed INTEGER DEFAULT 0,
|
|
review_notes TEXT
|
|
)
|
|
"""
|
|
)
|
|
|
|
conn.execute(
|
|
"""
|
|
CREATE TABLE IF NOT EXISTS context_metadata (
|
|
layer TEXT PRIMARY KEY,
|
|
description TEXT NOT NULL,
|
|
retention_days INTEGER,
|
|
aggregation_source TEXT
|
|
)
|
|
"""
|
|
)
|
|
|
|
# Create indices for efficient context queries
|
|
conn.execute("CREATE INDEX IF NOT EXISTS idx_contexts_layer ON contexts(layer)")
|
|
conn.execute("CREATE INDEX IF NOT EXISTS idx_contexts_timeframe ON contexts(timeframe)")
|
|
conn.execute("CREATE INDEX IF NOT EXISTS idx_contexts_updated ON contexts(updated_at)")
|
|
|
|
# Create indices for efficient decision log queries
|
|
conn.execute(
|
|
"CREATE INDEX IF NOT EXISTS idx_decision_logs_timestamp ON decision_logs(timestamp)"
|
|
)
|
|
conn.execute(
|
|
"CREATE INDEX IF NOT EXISTS idx_decision_logs_reviewed ON decision_logs(reviewed)"
|
|
)
|
|
conn.execute(
|
|
"CREATE INDEX IF NOT EXISTS idx_decision_logs_confidence ON decision_logs(confidence)"
|
|
)
|
|
conn.commit()
|
|
return conn
|
|
|
|
|
|
def log_trade(
|
|
conn: sqlite3.Connection,
|
|
stock_code: str,
|
|
action: str,
|
|
confidence: int,
|
|
rationale: str,
|
|
quantity: int = 0,
|
|
price: float = 0.0,
|
|
pnl: float = 0.0,
|
|
market: str = "KR",
|
|
exchange_code: str = "KRX",
|
|
) -> None:
|
|
"""Insert a trade record into the database."""
|
|
conn.execute(
|
|
"""
|
|
INSERT INTO trades (
|
|
timestamp, stock_code, action, confidence, rationale,
|
|
quantity, price, pnl, market, exchange_code
|
|
)
|
|
VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
|
|
""",
|
|
(
|
|
datetime.now(UTC).isoformat(),
|
|
stock_code,
|
|
action,
|
|
confidence,
|
|
rationale,
|
|
quantity,
|
|
price,
|
|
pnl,
|
|
market,
|
|
exchange_code,
|
|
),
|
|
)
|
|
conn.commit()
|