feat: add postgres market time series schema

src/dotnet/QuantEngine.Infrastructure/Migrations/V6__Add_Market_Time_Series.sql

@@ -0,0 +1,36 @@
+-- V6__Add_Market_Time_Series.sql
+-- Canonical PostgreSQL daily series for point-in-time factor calculations.
+
+CREATE SCHEMA IF NOT EXISTS quantengine;
+
+CREATE TABLE IF NOT EXISTS quantengine.price_history_daily (
+    ticker TEXT NOT NULL,
+    trade_date DATE NOT NULL,
+    open NUMERIC NOT NULL,
+    high NUMERIC NOT NULL,
+    low NUMERIC NOT NULL,
+    close NUMERIC NOT NULL,
+    volume BIGINT NOT NULL,
+    source TEXT NOT NULL,
+    collected_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
+    provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
+    PRIMARY KEY (ticker, trade_date),
+    CONSTRAINT price_history_daily_ohlc_order CHECK (high >= low AND high >= open AND high >= close AND low <= open AND low <= close),
+    CONSTRAINT price_history_daily_volume_nonnegative CHECK (volume >= 0)
+);
+
+CREATE INDEX IF NOT EXISTS idx_price_history_daily_date
+    ON quantengine.price_history_daily (trade_date DESC, ticker);
+
+CREATE TABLE IF NOT EXISTS quantengine.macro_history_daily (
+    symbol TEXT NOT NULL,
+    trade_date DATE NOT NULL,
+    value NUMERIC NOT NULL,
+    source TEXT NOT NULL,
+    collected_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
+    provenance JSONB NOT NULL DEFAULT '{}'::jsonb,
+    PRIMARY KEY (symbol, trade_date)
+);
+
+CREATE INDEX IF NOT EXISTS idx_macro_history_daily_date
+    ON quantengine.macro_history_daily (trade_date DESC, symbol);