Optimize signal read paths and enforce score invariants

2026-07-11 16:04:13 +02:00
parent fdc49d0e28
commit 9450831ef3
13 changed files with 426 additions and 170 deletions
@@ -0,0 +1,61 @@
+"""Enforce singleton score and fundamental snapshots.
+
+Revision ID: 019
+Revises: 018
+Create Date: 2026-07-11 00:00:00.000000
+"""
+
+from __future__ import annotations
+
+from alembic import op
+import sqlalchemy as sa
+
+
+revision = "019"
+down_revision = "018"
+branch_labels = None
+depends_on = None
+
+
+def _remove_duplicates(table: str, partition_by: str, order_by: str) -> None:
+    op.execute(
+        sa.text(
+            f"""
+            DELETE FROM {table}
+            WHERE id IN (
+                SELECT id FROM (
+                    SELECT id, ROW_NUMBER() OVER (
+                        PARTITION BY {partition_by}
+                        ORDER BY {order_by} DESC, id DESC
+                    ) AS row_number
+                    FROM {table}
+                ) AS ranked
+                WHERE row_number > 1
+            )
+            """
+        )
+    )
+
+
+def upgrade() -> None:
+    _remove_duplicates("dimension_scores", "ticker_id, dimension", "computed_at")
+    _remove_duplicates("composite_scores", "ticker_id", "computed_at")
+    _remove_duplicates("fundamental_data", "ticker_id", "fetched_at")
+
+    op.create_unique_constraint(
+        "uq_dimension_score_ticker_dimension",
+        "dimension_scores",
+        ["ticker_id", "dimension"],
+    )
+    op.create_unique_constraint("uq_composite_score_ticker", "composite_scores", ["ticker_id"])
+    op.create_unique_constraint("uq_fundamental_data_ticker", "fundamental_data", ["ticker_id"])
+    op.create_index("ix_sr_levels_ticker_id", "sr_levels", ["ticker_id"])
+    op.create_index("ix_trade_setups_ticker_rr", "trade_setups", ["ticker_id", "rr_ratio"])
+
+
+def downgrade() -> None:
+    op.drop_index("ix_trade_setups_ticker_rr", table_name="trade_setups")
+    op.drop_index("ix_sr_levels_ticker_id", table_name="sr_levels")
+    op.drop_constraint("uq_fundamental_data_ticker", "fundamental_data", type_="unique")
+    op.drop_constraint("uq_composite_score_ticker", "composite_scores", type_="unique")
+    op.drop_constraint("uq_dimension_score_ticker_dimension", "dimension_scores", type_="unique")