feat: add normalized PostgreSQL learning history

2026-07-12 11:44:00 +09:00
parent c25e3bee7a
commit 1d90580854
2 changed files with 122 additions and 1 deletions
@@ -0,0 +1,117 @@
+-- V5__Add_Normalized_Learning_History.sql
+-- Normalized PostgreSQL event store for factor decisions and learning data.
+
+CREATE EXTENSION IF NOT EXISTS pgcrypto;
+CREATE SCHEMA IF NOT EXISTS engine_history;
+
+CREATE TABLE IF NOT EXISTS engine_history.source_observation (
+    observation_id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
+    observed_at TIMESTAMPTZ NOT NULL,
+    instrument_id TEXT NOT NULL,
+    source_name TEXT NOT NULL,
+    source_version TEXT NOT NULL,
+    payload JSONB NOT NULL,
+    provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
+    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
+);
+CREATE INDEX IF NOT EXISTS ix_source_observation_instrument_time
+    ON engine_history.source_observation (instrument_id, observed_at DESC);
+
+CREATE TABLE IF NOT EXISTS engine_history.factor_definition (
+    factor_id TEXT NOT NULL,
+    factor_version TEXT NOT NULL,
+    formula_id TEXT NOT NULL,
+    effective_from TIMESTAMPTZ NOT NULL,
+    effective_to TIMESTAMPTZ,
+    definition JSONB NOT NULL DEFAULT '{}'::jsonb,
+    provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
+    PRIMARY KEY (factor_id, factor_version)
+);
+
+CREATE TABLE IF NOT EXISTS engine_history.factor_observation (
+    factor_observation_id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
+    observation_id UUID NOT NULL REFERENCES engine_history.source_observation(observation_id),
+    factor_id TEXT NOT NULL,
+    factor_version TEXT NOT NULL,
+    observed_at TIMESTAMPTZ NOT NULL,
+    numeric_value NUMERIC,
+    text_value TEXT,
+    gate TEXT NOT NULL,
+    provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
+    CONSTRAINT fk_factor_definition
+        FOREIGN KEY (factor_id, factor_version)
+        REFERENCES engine_history.factor_definition(factor_id, factor_version),
+    CONSTRAINT factor_value_present CHECK (numeric_value IS NOT NULL OR text_value IS NOT NULL)
+);
+CREATE INDEX IF NOT EXISTS ix_factor_observation_factor_time
+    ON engine_history.factor_observation (factor_id, observed_at DESC);
+
+CREATE TABLE IF NOT EXISTS engine_history.decision_event (
+    decision_id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
+    decision_key TEXT NOT NULL UNIQUE,
+    decided_at TIMESTAMPTZ NOT NULL,
+    instrument_id TEXT NOT NULL,
+    action TEXT NOT NULL,
+    gate TEXT NOT NULL,
+    score NUMERIC,
+    source_version TEXT NOT NULL,
+    trace JSONB NOT NULL DEFAULT '{}'::jsonb,
+    provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
+    created_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
+);
+CREATE INDEX IF NOT EXISTS ix_decision_event_instrument_time
+    ON engine_history.decision_event (instrument_id, decided_at DESC);
+
+CREATE TABLE IF NOT EXISTS engine_history.decision_factor_evidence (
+    decision_id UUID NOT NULL REFERENCES engine_history.decision_event(decision_id),
+    factor_observation_id UUID NOT NULL REFERENCES engine_history.factor_observation(factor_observation_id),
+    role TEXT NOT NULL,
+    PRIMARY KEY (decision_id, factor_observation_id)
+);
+
+CREATE TABLE IF NOT EXISTS engine_history.outcome_evaluation (
+    evaluation_id UUID PRIMARY KEY DEFAULT gen_random_uuid(),
+    decision_id UUID NOT NULL REFERENCES engine_history.decision_event(decision_id),
+    horizon_days INTEGER NOT NULL CHECK (horizon_days > 0),
+    evaluated_at TIMESTAMPTZ NOT NULL,
+    realized_return NUMERIC,
+    benchmark_return NUMERIC,
+    excess_return NUMERIC,
+    outcome_class TEXT NOT NULL,
+    evaluation_gate TEXT NOT NULL,
+    provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
+    UNIQUE (decision_id, horizon_days)
+);
+
+-- Read-optimized projection for model training and calibration jobs.
+CREATE OR REPLACE VIEW engine_history.training_example_v1 AS
+SELECT
+    d.decision_id,
+    d.decision_key,
+    d.decided_at,
+    d.instrument_id,
+    d.action,
+    d.gate AS decision_gate,
+    d.score,
+    d.source_version,
+    e.horizon_days,
+    e.realized_return,
+    e.benchmark_return,
+    e.excess_return,
+    e.outcome_class,
+    e.evaluation_gate,
+    jsonb_agg(jsonb_build_object(
+        'factor_id', f.factor_id,
+        'factor_version', f.factor_version,
+        'numeric_value', f.numeric_value,
+        'text_value', f.text_value,
+        'gate', f.gate,
+        'role', evidence.role
+    ) ORDER BY f.factor_id) AS factor_features
+FROM engine_history.decision_event d
+JOIN engine_history.outcome_evaluation e ON e.decision_id = d.decision_id
+JOIN engine_history.decision_factor_evidence evidence ON evidence.decision_id = d.decision_id
+JOIN engine_history.factor_observation f ON f.factor_observation_id = evidence.factor_observation_id
+GROUP BY d.decision_id, d.decision_key, d.decided_at, d.instrument_id, d.action,
+         d.gate, d.score, d.source_version, e.horizon_days, e.realized_return,
+         e.benchmark_return, e.excess_return, e.outcome_class, e.evaluation_gate;