dennisthiessen
0627787bfc
011 collided with the existing 011_add_regime_snapshots (duplicate revision id and a second head branching off 010), which broke `alembic upgrade head`. Chain the benchmark_prices migration after regime_snapshots so the history is linear again (010 -> 011 regime_snapshots -> 012 benchmark_prices, single head). Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
42 lines
1.3 KiB
Python
42 lines
1.3 KiB
Python
"""add benchmark_prices
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Stores daily closes for a benchmark index (SPY) so paper-trade alpha — trade
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return minus the benchmark's return over the same holding period — can be
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computed. Kept separate from the tradeable universe: the benchmark is not a
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Ticker, so it never enters the scanner, momentum ranking, or rankings.
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Revision ID: 012
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Revises: 011
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Create Date: 2026-06-28 00:00:00.000000
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"""
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from typing import Sequence, Union
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from alembic import op
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import sqlalchemy as sa
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# revision identifiers, used by Alembic.
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revision: str = "012"
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down_revision: Union[str, None] = "011"
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branch_labels: Union[str, Sequence[str], None] = None
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depends_on: Union[str, Sequence[str], None] = None
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def upgrade() -> None:
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op.create_table(
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"benchmark_prices",
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sa.Column("id", sa.Integer(), nullable=False),
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sa.Column("symbol", sa.String(length=20), nullable=False),
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sa.Column("date", sa.Date(), nullable=False),
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sa.Column("close", sa.Float(), nullable=False),
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sa.PrimaryKeyConstraint("id"),
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sa.UniqueConstraint("symbol", "date", name="uq_benchmark_symbol_date"),
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)
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op.create_index("ix_benchmark_prices_symbol", "benchmark_prices", ["symbol"])
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def downgrade() -> None:
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op.drop_index("ix_benchmark_prices_symbol", table_name="benchmark_prices")
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op.drop_table("benchmark_prices")
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