Initial commit: Add project files

db/migrations/0012_signal_engine_integrated_hardening.sql

@@ -0,0 +1,142 @@
+-- v12.0 integrated hardening delta. Prior migrations remain immutable.
+
+-- Rename ambiguous columns while preserving existing data.
+do $$
+begin
+    if exists (
+        select 1 from information_schema.columns
+        where table_schema = 'signal_engine'
+          and table_name = 'signal_decision'
+          and column_name = 'lot_id'
+    ) and not exists (
+        select 1 from information_schema.columns
+        where table_schema = 'signal_engine'
+          and table_name = 'signal_decision'
+          and column_name = 'position_lot_id'
+    ) then
+        alter table signal_engine.signal_decision
+            rename column lot_id to position_lot_id;
+    end if;
+
+    if exists (
+        select 1 from information_schema.columns
+        where table_schema = 'signal_engine'
+          and table_name = 'signal_decision'
+          and column_name = 'sell_fraction'
+    ) and not exists (
+        select 1 from information_schema.columns
+        where table_schema = 'signal_engine'
+          and table_name = 'signal_decision'
+          and column_name = 'sell_ratio_of_lot'
+    ) then
+        alter table signal_engine.signal_decision
+            rename column sell_fraction to sell_ratio_of_lot;
+    end if;
+end;
+$$;
+
+alter table signal_engine.signal_decision
+    add column if not exists target_portfolio_weight_after numeric(12,8),
+    add column if not exists dataset_id text,
+    add column if not exists model_version text,
+    add column if not exists config_version text,
+    add column if not exists code_sha text,
+    add column if not exists idempotency_key text,
+    add column if not exists correlation_id text;
+
+update signal_engine.signal_decision d
+set dataset_id = coalesce(d.dataset_id, e.dataset_id),
+    model_version = coalesce(d.model_version, e.model_version),
+    config_version = coalesce(d.config_version, e.config_version),
+    code_sha = coalesce(d.code_sha, 'LEGACY_UNKNOWN'),
+    target_portfolio_weight_after = coalesce(d.target_portfolio_weight_after, 0),
+    idempotency_key = coalesce(d.idempotency_key, 'legacy:' || d.decision_id::text),
+    correlation_id = coalesce(d.correlation_id, 'legacy:' || d.decision_id::text)
+from signal_engine.evidence_snapshot e
+where e.evidence_id = d.evidence_id;
+
+alter table signal_engine.signal_decision
+    alter column target_portfolio_weight_after set not null,
+    alter column dataset_id set not null,
+    alter column model_version set not null,
+    alter column config_version set not null,
+    alter column code_sha set not null,
+    alter column idempotency_key set not null,
+    alter column correlation_id set not null;
+
+alter table signal_engine.signal_decision
+    drop constraint if exists ck_signal_decision_sell_ratio_of_lot,
+    add constraint ck_signal_decision_sell_ratio_of_lot
+        check (sell_ratio_of_lot between 0 and 1),
+    drop constraint if exists ck_signal_decision_target_weight,
+    add constraint ck_signal_decision_target_weight
+        check (target_portfolio_weight_after between 0 and 1);
+
+create unique index if not exists ux_signal_decision_idempotency
+    on signal_engine.signal_decision (idempotency_key);
+
+create index if not exists ix_signal_decision_lot_created
+    on signal_engine.signal_decision (position_lot_id, created_at desc);
+
+-- Rebuildable, versioned read model. It is populated only by approved upstream slices.
+create table if not exists signal_engine.sell_decision_context (
+    context_id uuid primary key,
+    position_lot_id uuid not null,
+    cycle_id uuid not null,
+    evidence_id text not null references signal_engine.evidence_snapshot(evidence_id),
+    dataset_id text not null,
+    model_version text not null,
+    config_version text not null,
+    code_sha text not null,
+    as_of timestamptz not null,
+    published_at_cutoff timestamptz not null,
+    current_portfolio_weight numeric(12,8) not null
+        check (current_portfolio_weight between 0 and 1),
+    strategic_core_floor_weight numeric(12,8) not null
+        check (strategic_core_floor_weight between 0 and current_portfolio_weight),
+    hard_impairment_approved boolean not null,
+    capital_floor_breached boolean not null,
+    survival_sell_ratio_of_lot numeric(12,8) not null
+        check (survival_sell_ratio_of_lot between 0 and 1),
+    gap_below_floor_atr numeric(18,8) not null check (gap_below_floor_atr >= 0),
+    consecutive_close_breaches integer not null check (consecutive_close_breaches >= 0),
+    cooldown_satisfied boolean not null,
+    concentration_sell_ratio_of_lot numeric(12,8) not null
+        check (concentration_sell_ratio_of_lot between 0 and 1),
+    opportunity_edge_lower_bound numeric(18,8) not null,
+    opportunity_sell_ratio_of_lot numeric(12,8) not null
+        check (opportunity_sell_ratio_of_lot between 0 and 1),
+    quality_status text not null check (quality_status in ('PASS', 'WARN', 'QUARANTINED')),
+    source_watermark text not null,
+    projection_version integer not null,
+    content_hash text not null unique,
+    created_at timestamptz not null default now(),
+    unique (position_lot_id, as_of, projection_version)
+);
+
+create index if not exists ix_sell_decision_context_lookup
+    on signal_engine.sell_decision_context (position_lot_id, as_of desc)
+    where quality_status = 'PASS';
+
+drop trigger if exists sell_decision_context_immutable on signal_engine.sell_decision_context;
+create trigger sell_decision_context_immutable
+before update or delete on signal_engine.sell_decision_context
+for each row execute function signal_engine.prevent_immutable_change();
+
+-- Audit rows are append-only. Corrections are represented as new events.
+create table if not exists signal_engine.decision_audit_event (
+    audit_event_id uuid primary key,
+    decision_id uuid not null references signal_engine.signal_decision(decision_id),
+    event_type text not null,
+    actor_id text not null,
+    correlation_id text not null,
+    payload_json jsonb not null,
+    payload_hash text not null,
+    occurred_at timestamptz not null,
+    unique (decision_id, event_type, payload_hash)
+);
+
+drop trigger if exists decision_audit_event_immutable on signal_engine.decision_audit_event;
+create trigger decision_audit_event_immutable
+before update or delete on signal_engine.decision_audit_event
+for each row execute function signal_engine.prevent_immutable_change();