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author | 2024-08-05 18:55:10 -0700 | |
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committer | 2024-08-05 18:55:19 -0700 | |
commit | b96fcd1a54a46a95f98467b49a051564bc21c23c (patch) | |
tree | 93caeeb05f8d6310e241095608ea2428c749b18c /backend/db/migrations | |
download | ibd-trader-b96fcd1a54a46a95f98467b49a051564bc21c23c.tar.gz ibd-trader-b96fcd1a54a46a95f98467b49a051564bc21c23c.tar.zst ibd-trader-b96fcd1a54a46a95f98467b49a051564bc21c23c.zip |
Initial Commit
Diffstat (limited to 'backend/db/migrations')
4 files changed, 152 insertions, 0 deletions
diff --git a/backend/db/migrations/000001_create_user_tables.down.sql b/backend/db/migrations/000001_create_user_tables.down.sql new file mode 100644 index 0000000..f1ba1c0 --- /dev/null +++ b/backend/db/migrations/000001_create_user_tables.down.sql @@ -0,0 +1,5 @@ +DROP INDEX IF EXISTS idx_ibd_tokens_user_subject; + +DROP TABLE IF EXISTS ibd_tokens; +DROP TABLE IF EXISTS users; +DROP TABLE IF EXISTS keys; diff --git a/backend/db/migrations/000001_create_user_tables.up.sql b/backend/db/migrations/000001_create_user_tables.up.sql new file mode 100644 index 0000000..6681aa6 --- /dev/null +++ b/backend/db/migrations/000001_create_user_tables.up.sql @@ -0,0 +1,47 @@ +/** + * Keys Table + * The keys table stores the encryption keys used to encrypt user data. + * It holds encrypted AES keys and the KMS key used to encrypt them. + */ +CREATE TABLE IF NOT EXISTS keys +( + id SERIAL PRIMARY KEY, -- Unique ID for the key + kms_key_name VARCHAR(255) NOT NULL, -- The name of the KMS key + encrypted_key BYTEA NOT NULL, -- The encrypted AES key (encrypted with the KMS key) + created_at TIMESTAMP NOT NULL DEFAULT CURRENT_TIMESTAMP -- The datetime the key was created +); + +/** + * Users Table + * The users table stores the user data for the app. + */ +CREATE TABLE IF NOT EXISTS users +( + subject TEXT PRIMARY KEY, -- The unique subject of the user, retrieved from Auth0 + ibd_username VARCHAR(255), -- The IBD username of the user + ibd_password BYTEA, -- The encrypted IBD password. Encrypted with `encryption_key` + encryption_key INTEGER REFERENCES keys (id) -- The encryption key used to encrypt the IBD password +); + +/** + * IBD Tokens Table + * The IBD tokens table stores the tokens/cookies used to authenticate with the IBD website. + * These are scraped using chromedb and stored in the database for future use via APIs. + */ +CREATE TABLE IF NOT EXISTS ibd_tokens +( + id SERIAL PRIMARY KEY, -- Unique ID for the token + user_subject TEXT NOT NULL REFERENCES users (subject), -- The user in the users table associated with the token + token BYTEA NOT NULL, -- The encrypted token/cookie + encryption_key INTEGER NOT NULL REFERENCES keys (id), -- The encryption key used to encrypt the token + created_at TIMESTAMP NOT NULL DEFAULT CURRENT_TIMESTAMP, -- The datetime the token was created + expires_at TIMESTAMP NOT NULL, -- The datetime the token expires + /** + * The `degraded` column is used to indicate that the token MAY be invalid. + * It is set to TRUE when a worker reports a failure using the token. + * This will cause the authentication cronjob to check the token and re-authenticate if necessary. + */ + degraded BOOLEAN NOT NULL DEFAULT FALSE +); + +CREATE INDEX IF NOT EXISTS idx_ibd_tokens_user_subject ON ibd_tokens (user_subject); diff --git a/backend/db/migrations/000002_create_data_tables.down.sql b/backend/db/migrations/000002_create_data_tables.down.sql new file mode 100644 index 0000000..640fe94 --- /dev/null +++ b/backend/db/migrations/000002_create_data_tables.down.sql @@ -0,0 +1,11 @@ +DROP INDEX IF EXISTS ratings_symbol_idx; + +DROP TABLE IF EXISTS stock_data; +DROP TABLE IF EXISTS ratings; +DROP TABLE IF EXISTS chart_analysis; +DROP TABLE IF EXISTS stock_rank; +DROP TABLE IF EXISTS stocks; + +DROP TYPE IF EXISTS CHART_ACTION; +DROP TYPE IF EXISTS BAR_INTERVAL; +DROP TYPE IF EXISTS RANK_TYPE;
\ No newline at end of file diff --git a/backend/db/migrations/000002_create_data_tables.up.sql b/backend/db/migrations/000002_create_data_tables.up.sql new file mode 100644 index 0000000..116c424 --- /dev/null +++ b/backend/db/migrations/000002_create_data_tables.up.sql @@ -0,0 +1,89 @@ +/** + * Stocks table + * The stocks table stores the basic information about each stock. + * This data is scraped periodically from the IBD website. + */ +CREATE TABLE IF NOT EXISTS stocks +( + symbol VARCHAR(16) PRIMARY KEY, -- The stock symbol/ticker + name TEXT NOT NULL, -- The full name of the stock + ibd_url TEXT -- The URL to the IBD page for the stock +); + +/** + * Stock Rank table + * The stock rank table stores the rank information for each stock. + * This data is scraped periodically from the IBD website. + */ +CREATE TYPE RANK_TYPE AS ENUM ('ibd50', 'cap20'); +CREATE TABLE IF NOT EXISTS stock_rank +( + symbol VARCHAR(16) NOT NULL REFERENCES stocks (symbol), -- The stock symbol from the stocks table + rank_type RANK_TYPE NOT NULL, -- The type of rank (IBD 50 or CAP 20) + rank SMALLINT, -- The rank of the stock + created_at TIMESTAMP NOT NULL DEFAULT CURRENT_TIMESTAMP -- The datetime the rank was scraped/created +); + +/** + * Chart Analysis table + * The chart analysis table stores the chart analysis for each stock. + * This data is scraped periodically from the IBD website then analyzed by OpenAI's GPT-4o. + */ +CREATE TYPE CHART_ACTION AS ENUM ('buy', 'sell', 'hold', 'unknown'); +CREATE TABLE IF NOT EXISTS chart_analysis +( + id UUID PRIMARY KEY DEFAULT gen_random_uuid(), -- Randomly generated UUID for the chart analysis + raw_analysis TEXT NOT NULL, -- The raw chart analysis text (e.g. "Flat base, 3 weeks tight") + + processed BOOLEAN NOT NULL DEFAULT FALSE, -- Whether the chart analysis has been processed by GPT-4o + action CHART_ACTION, -- The action to take based on the chart analysis + price MONEY, -- The price to take the action at + reason TEXT, -- The reason for the action + confidence SMALLINT -- The confidence level of the action (0-100) +); + +/** + * Ratings table + * The ratings table stores the ratings for each stock. + * This data is scraped periodically from the IBD website. + */ +CREATE TABLE IF NOT EXISTS ratings +( + id UUID PRIMARY KEY DEFAULT gen_random_uuid(), -- Randomly generated UUID for the rating + symbol VARCHAR(16) NOT NULL REFERENCES stocks (symbol), -- The stock symbol from the stocks table + + composite SMALLINT, -- The composite rating (0-99) + eps SMALLINT, -- The EPS rating (0-99) + rel_str SMALLINT, -- The relative strength rating (0-99) + group_rel_str SMALLINT, -- The group relative strength rating (E-A+) E=0, A+=13 + smr SMALLINT, -- The SMR rating (E-A+) + acc_dis SMALLINT, -- The acc/dis rating (E-A+) + chart_analysis UUID REFERENCES chart_analysis (id), -- The ID of the chart analysis for the stock + price MONEY, -- The price of the stock at the time of the rating + + created_at TIMESTAMP NOT NULL DEFAULT CURRENT_TIMESTAMP -- The datetime the rating was scraped/created +); + +CREATE INDEX IF NOT EXISTS ratings_symbol_idx ON ratings (symbol); + +/** + * Stock Data table + * The stock data table stores the historical price data for each stock. + * This data should be retrieved from a brokerage API or other data source. + * These should be in the format of minute and daily bars. + */ +CREATE TYPE BAR_INTERVAL AS ENUM ('1m', '1d'); +CREATE TABLE IF NOT EXISTS stock_data +( + id UUID PRIMARY KEY DEFAULT gen_random_uuid(), -- Randomly generated UUID for the stock data + symbol VARCHAR(16) NOT NULL REFERENCES stocks (symbol), -- The stock symbol from the stocks table + + bar_interval BAR_INTERVAL NOT NULL, -- The interval of the bar data (1m, 1d) + time TIMESTAMP NOT NULL, -- The timestamp of the bar + + open MONEY NOT NULL, -- The opening price of the bar + high MONEY NOT NULL, -- The high price of the bar + low MONEY NOT NULL, -- The low price of the bar + close MONEY NOT NULL, -- The closing price of the bar + volume BIGINT NOT NULL -- The volume of the bar +); |