Add meta.find_schema_problems(); every install runs 00-10; drop migrations
09_schema_check.sql adds meta.find_schema_problems(), a read-only check
any client (Python, C++, psql) can call:
SELECT * FROM meta.find_schema_problems(); -- zero rows = usable
One row per problem (object, problem): missing schemas, extension,
sequences, tables, columns, wrong column type or NOT NULL, missing
constraints, indexes, views, stored-function bodies that differ from the
DDL (whitespace-insensitive md5 fingerprint), a missing/disabled/
misdirected event trigger, short reference data, no version row. It
mirrors 00-08 and must change in the same commit as they do; the
release test (a fresh install returns zero rows) enforces that.
10_schema_version.sql records VERSION in meta.schema_version. Before,
only the Python client wrote that row, so databases provisioned by
run_setup.py recorded no version at all.
run_setup.py now runs 00-10. It skipped 08_script_log.sql, so its
databases lacked a table the Python client uses; every fresh install is
now identical regardless of provisioner.
sql/migrate/ is removed: databases are re-provisioned, not migrated.
Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
parent
6dde987cfb
commit
1f5cfeceeb
7 changed files with 367 additions and 269 deletions
316
sql/09_schema_check.sql
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316
sql/09_schema_check.sql
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-- ============================================================================
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-- Schema self-check: meta.find_schema_problems()
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-- ============================================================================
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-- Answers one question for every client (Python, C++, psql):
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-- is this database complete and as the DDL defines it?
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--
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-- SELECT * FROM meta.find_schema_problems(); -- zero rows = usable
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--
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-- Returns one row per problem: (object, problem). Read-only.
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--
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-- The expectations below mirror 00..08. When any of those files changes,
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-- update this file in the same commit. The release tests (a freshly
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-- provisioned database must return zero rows) fail until you do.
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--
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-- Function bodies are compared by fingerprint: md5 of the body with runs of
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-- whitespace collapsed, so line endings and re-indentation do not count as a
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-- change. To refresh the fingerprints after editing a function:
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--
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-- SELECT n.nspname || '.' || p.proname,
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-- md5(btrim(regexp_replace(p.prosrc, '\s+', ' ', 'g')))
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-- FROM pg_proc p JOIN pg_namespace n ON n.oid = p.pronamespace
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-- WHERE n.nspname IN ('meta', 'log') ORDER BY 1;
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--
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-- The schema VERSION string is not compared here: each client compares
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-- meta.schema_version with the version it was built for. This function only
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-- reports a missing version row.
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-- ============================================================================
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CREATE OR REPLACE FUNCTION meta.find_schema_problems()
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RETURNS TABLE(object text, problem text)
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LANGUAGE plpgsql
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STABLE
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AS $function$
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BEGIN
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-- Schemas and extension -------------------------------------------------
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RETURN QUERY
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SELECT 'schema ' || s, 'missing'
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FROM unnest(ARRAY['meta', 'series', 'log']) AS s
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WHERE NOT EXISTS (SELECT 1 FROM pg_namespace WHERE nspname = s);
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RETURN QUERY
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SELECT 'extension ' || e, 'missing'
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FROM unnest(ARRAY['pg_trgm']) AS e
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WHERE NOT EXISTS (SELECT 1 FROM pg_extension WHERE extname = e);
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RETURN QUERY
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SELECT 'sequence ' || s, 'missing'
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FROM unnest(ARRAY[
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'meta._table_meta__table_id_seq',
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'log.event_log_id_seq',
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'log.pending_changes_id_seq',
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'log.script_log_id_seq'
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]) AS s
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WHERE to_regclass(s) IS NULL;
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-- Tables and columns ----------------------------------------------------
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RETURN QUERY
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WITH e(tbl, col, typ, not_null) AS (VALUES
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('log.pending_changes', 'id', 'bigint', true),
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('log.pending_changes', 'timestamp', 'timestamp with time zone', false),
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('log.pending_changes', 'series_name', 'text', true),
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('log.pending_changes', 'db_schema', 'text', true),
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('log.pending_changes', 'op_type', 'text', true),
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('log.pending_changes', 'db_user', 'text', false),
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('log.pending_changes', 'details', 'jsonb', false),
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('log.event_log', 'id', 'bigint', true),
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('log.event_log', 'timestamp', 'timestamp with time zone', false),
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('log.event_log', 'series_name', 'text', true),
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('log.event_log', 'db_schema', 'text', true),
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('log.event_log', 'event_type', 'text', true),
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('log.event_log', 'details', 'jsonb', false),
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('log.event_log', 'source', 'text', false),
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('log.event_log', 'db_user', 'text', false),
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('meta.currencies', 'code', 'character varying(3)', true),
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('meta.currencies', 'name', 'character varying(100)', true),
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('meta.currencies', 'symbol', 'character varying(10)', false),
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('meta.currencies', 'decimal_places', 'integer', false),
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('meta.currencies', 'notes', 'text', false),
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('meta.exchanges', 'id', 'character varying(12)', true),
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('meta.exchanges', 'name', 'character varying(50)', false),
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('meta.exchanges', 'timezone', 'character varying(35)', false),
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('meta.exchanges', 'currency', 'character varying(3)', false),
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('meta.exchanges', 'default_sec_type', 'character varying(18)', false),
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('meta.exchanges', 'default_session', 'character varying(40)', false),
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('meta.exchanges', 'default_holiday_calendar', 'character varying(40)', false),
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('meta.exchanges', 'default_tick_size', 'double precision', false),
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('meta.exchanges', 'default_tick_value', 'double precision', false),
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('meta.exchanges', 'default_extended_hours', 'boolean', false),
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('meta.exchanges', 'country', 'character varying(3)', false),
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('meta.holidays', 'calendar_name', 'character varying(50)', true),
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('meta.holidays', 'date', 'date', true),
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('meta.holidays', 'description', 'character varying(255)', false),
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('meta.holidays', 'early_close', 'boolean', true),
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('meta.instruments', 'symbol', 'character varying(12)', true),
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('meta.instruments', 'exchange', 'character varying(12)', true),
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('meta.instruments', 'name', 'character varying(50)', true),
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('meta.instruments', 'type', 'character varying(10)', false),
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('meta.instruments', 'tick_size', 'double precision', false),
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('meta.instruments', 'tick_value', 'double precision', false),
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('meta.instruments', 'expiry', 'character varying(20)', false),
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('meta.instruments', 'strike', 'double precision', false),
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('meta.instruments', 'currency', 'character varying(3)', false),
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('meta.instruments', 'session', 'character varying(40)', false),
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('meta.instruments', 'holiday_calendar', 'character varying(50)', false),
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('meta.instruments', 'sec_id', 'character varying(50)', false),
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('meta.instruments', 'sec_id_type', 'character varying(20)', false),
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('meta.instruments', 'description', 'character varying(255)', false),
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('meta.instruments', 'country', 'character varying(3)', false),
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('meta.instruments', 'extended_hours', 'boolean', false),
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('meta.instruments', 'sector', 'character varying(50)', false),
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('meta.instruments', 'industry', 'character varying(100)', false),
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('meta.instruments', 'category', 'character varying(50)', false),
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('meta.instruments', 'subcategory', 'character varying(50)', false),
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('meta.instruments', 'asset_class', 'character varying(30)', false),
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('meta.instruments', 'geography', 'character varying(30)', false),
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('meta.instruments', 'underlying', 'character varying(30)', false),
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('meta.security_types', 'code', 'character varying(10)', true),
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('meta.security_types', 'name', 'character varying(50)', true),
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('meta.security_types', 'description', 'text', false),
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('meta.security_types', 'notes', 'text', false),
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('meta.schema_version', 'version', 'character varying(20)', true),
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('meta.schema_version', 'installed_at', 'timestamp with time zone', true),
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('meta.schema_version', 'description', 'text', false),
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('meta.series', 'table_id', 'integer', true),
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('meta.series', 'db_schema', 'character varying(70)', true),
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('meta.series', 'table_name', 'character varying(70)', true),
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('meta.series', 'type', 'character varying(30)', false),
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('meta.series', 'description', 'character varying(255)', false),
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('meta.series', 'column_schema', 'text', false),
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('meta.series', 'symbol', 'character varying(30)', false),
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('meta.series', 'root_symbol', 'character varying(30)', false),
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('meta.series', 'exchange', 'character varying(30)', false),
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('meta.series', 'frequency', 'character varying(30)', false),
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('meta.series', 'session', 'text', false),
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('meta.series', 'sec_type', 'character varying(30)', false),
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('meta.series', 'sec_id', 'character varying(30)', false),
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('meta.series', 'sec_id_type', 'character varying(30)', false),
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('meta.series', 'create_timestamp', 'timestamp without time zone', false),
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('meta.series', 'num_records', 'bigint', false),
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('meta.series', 'first_timestamp', 'timestamp without time zone', false),
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('meta.series', 'last_timestamp', 'timestamp without time zone', false),
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('meta.series', 'bar_type', 'character varying(30)', false),
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('meta.series', 'feed', 'character varying(30)', false),
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('meta.series', 'currency', 'character varying(30)', false),
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('meta.series', 'expiry', 'character varying(30)', false),
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('meta.series', 'roll_type', 'character varying(30)', false),
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('meta.series', 'feed_type', 'character varying(30)', false),
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('meta.series', 'user_attr', 'text', false),
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('meta.series', 'user_attr_2', 'text', false),
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('meta.series', 'script', 'text', false),
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('meta.series', 'notes', 'text', false),
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('meta.series', 'timezone', 'character varying(50)', false),
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('meta.series', 'category', 'character varying(30)', false),
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('meta.series', 'subcategory', 'character varying(30)', false),
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('meta.series', 'json', 'jsonb', false),
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('meta.series', 'needs_reindex', 'boolean', true),
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('meta.sessions', 'name', 'character varying(50)', true),
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('meta.sessions', 'definition', 'text', true),
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('meta.sessions', 'json', 'text', false),
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('meta.sessions', 'exchange_id', 'character varying(12)', true),
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('meta.timezones', 'iana_name', 'character varying(50)', true),
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('meta.timezones', 'display_name', 'character varying(100)', true),
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('meta.timezones', 'description', 'text', false),
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('meta.timezones', 'region', 'character varying(50)', false),
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('meta.timezones', 'utc_offset_hours', 'real', false),
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('meta.timezones', 'notes', 'text', false),
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('log.script_log', 'id', 'integer', true),
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('log.script_log', 'timestamp', 'timestamp with time zone', true),
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('log.script_log', 'level', 'character varying(10)', true),
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('log.script_log', 'message', 'text', true),
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('log.script_log', 'script_name', 'character varying(100)', false),
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('log.script_log', 'series_name', 'character varying(255)', false),
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('log.script_log', 'session_id', 'uuid', false),
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('log.script_log', 'details', 'jsonb', false)
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),
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a AS (
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SELECT e.*, x.attname IS NOT NULL AS present,
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format_type(x.atttypid, x.atttypmod) AS got_typ, x.attnotnull AS got_not_null
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FROM e
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LEFT JOIN pg_attribute x ON x.attrelid = to_regclass(e.tbl) AND x.attname = e.col
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AND x.attnum > 0 AND NOT x.attisdropped
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WHERE to_regclass(e.tbl) IS NOT NULL
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),
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found(sort_key, object, problem) AS (
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SELECT 1, 'table ' || tbl, 'missing'
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FROM (SELECT DISTINCT tbl FROM e WHERE to_regclass(tbl) IS NULL) m
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UNION ALL
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SELECT 2, 'table ' || tbl, 'missing columns: ' || string_agg(col, ', ')
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FROM a WHERE NOT present GROUP BY tbl
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UNION ALL
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SELECT 3, 'table ' || tbl, col || ' is ' || got_typ || ', expected ' || typ
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FROM a WHERE present AND got_typ <> typ
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UNION ALL
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SELECT 4, 'table ' || tbl,
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col || ' is ' || CASE WHEN got_not_null THEN 'NOT NULL' ELSE 'nullable' END
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|| ', expected ' || CASE WHEN not_null THEN 'NOT NULL' ELSE 'nullable' END
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FROM a WHERE present AND got_not_null <> not_null
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)
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SELECT f.object, f.problem FROM found f ORDER BY f.object, f.sort_key, f.problem;
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-- Constraints and indexes (only on tables that exist) -------------------
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RETURN QUERY
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SELECT 'constraint ' || c.tbl || '.' || c.name, 'missing'
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FROM (VALUES
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('log.pending_changes', 'pending_changes_pkey'),
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('log.event_log', 'event_log_pkey'),
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('meta.holidays', 'holidays_pkey'),
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('log.script_log', 'script_log_pkey'),
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('meta.instruments', 'instruments_pkey'),
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('meta.exchanges', 'exchanges_pkey'),
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('meta.sessions', 'sessions_pkey'),
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('meta.series', 'series_pkey'),
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('meta.series', 'series_schema_table_key'),
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('meta.currencies', 'currencies_pkey'),
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('meta.security_types', 'security_types_pkey'),
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('meta.timezones', 'timezones_pkey')
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) AS c(tbl, name)
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WHERE to_regclass(c.tbl) IS NOT NULL
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AND NOT EXISTS (SELECT 1 FROM pg_constraint k
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WHERE k.conrelid = to_regclass(c.tbl) AND k.conname = c.name);
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RETURN QUERY
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SELECT 'index ' || i.idx, 'missing'
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FROM (VALUES
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('log.idx_event_log_series_timestamp', 'log.event_log'),
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('log.idx_event_log_timestamp', 'log.event_log'),
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('log.idx_event_log_event_type', 'log.event_log'),
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('meta.idx_series_create_timestamp_desc', 'meta.series'),
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('meta.idx_series_db_schema', 'meta.series'),
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('meta.idx_series_exchange_pattern', 'meta.series'),
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('meta.idx_series_frequency_pattern', 'meta.series'),
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('meta.idx_series_symbol_exchange', 'meta.series'),
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('meta.idx_series_symbol_pattern', 'meta.series'),
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('meta.idx_series_symbol_trgm', 'meta.series'),
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('meta.idx_series_table_name_trgm', 'meta.series'),
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('meta.idx_series_type_pattern', 'meta.series'),
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('log.idx_script_log_timestamp', 'log.script_log'),
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('log.idx_script_log_session', 'log.script_log'),
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('log.idx_script_log_series', 'log.script_log'),
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('log.idx_script_log_level', 'log.script_log')
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) AS i(idx, tbl)
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WHERE to_regclass(i.tbl) IS NOT NULL AND to_regclass(i.idx) IS NULL;
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RETURN QUERY
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SELECT 'view ' || v, 'missing'
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FROM unnest(ARRAY['log.script_log_recent']) AS v
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WHERE to_regclass(v) IS NULL;
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-- Functions (compared by whitespace-insensitive body fingerprint) -------
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RETURN QUERY
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SELECT 'function ' || f.name,
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CASE WHEN NOT EXISTS (SELECT 1 FROM pg_proc p
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JOIN pg_namespace n ON n.oid = p.pronamespace
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WHERE n.nspname || '.' || p.proname = f.name)
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THEN 'missing'
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ELSE 'differs from the DDL (stale or edited)' END
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FROM (VALUES
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('log.flush_pending_to_event_log', 'be02d914fc5e73475eb1ce7ce7a78f29'),
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('log.notify_event_log', '7e5898f1d1d128ef2e44c1d4ae8a7312'),
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('meta.drop_all_series', 'fc404a746d91578860bea0d89b166bc7'),
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('meta.drop_series', '6f2a919de965b87521be68252deee0e2'),
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('meta.drop_series_if_exists', 'aa1b6ab64d2d3b9ca19ed9033f129524'),
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('meta.prevent_direct_drop', '1d38cbad0caba72a5104da42e3030929'),
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('meta.read_series_batch', '93ef12652fd22b14d210971b537de736'),
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('meta.read_series_batch_cursor', '2ed7d17f545fdfb9d6af577a051699e1'),
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('meta.read_series_batch_ohlc', '4bdef4d3573caab023ddd12db38b978c'),
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('meta.refresh_series_timestamps', '1cdfd496752142cbde78d9646532d1aa'),
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('meta.update_series_last_timestamp', 'f27394672bc5026456c4625ac3091a62')
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) AS f(name, fingerprint)
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WHERE NOT EXISTS (SELECT 1 FROM pg_proc p
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JOIN pg_namespace n ON n.oid = p.pronamespace
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WHERE n.nspname || '.' || p.proname = f.name
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AND md5(btrim(regexp_replace(p.prosrc, '\s+', ' ', 'g'))) = f.fingerprint);
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-- Drop-protection event trigger -----------------------------------------
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RETURN QUERY
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SELECT 'event trigger prevent_series_drops', 'missing'
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WHERE NOT EXISTS (SELECT 1 FROM pg_event_trigger WHERE evtname = 'prevent_series_drops');
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RETURN QUERY
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SELECT 'event trigger prevent_series_drops', p
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FROM pg_event_trigger t,
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LATERAL (VALUES
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(CASE WHEN t.evtevent <> 'sql_drop'
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THEN 'fires on ' || t.evtevent || ', expected sql_drop' END),
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(CASE WHEN t.evtenabled = 'D' THEN 'disabled' END),
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(CASE WHEN t.evtfoid::regproc::text <> 'meta.prevent_direct_drop'
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THEN 'calls ' || t.evtfoid::regproc::text || ', expected meta.prevent_direct_drop' END)
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) AS x(p)
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WHERE t.evtname = 'prevent_series_drops' AND p IS NOT NULL;
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-- Reference data and version row ----------------------------------------
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RETURN QUERY
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SELECT 'reference data ' || r.tbl,
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r.actual || ' rows, expected at least ' || r.expected
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FROM (
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SELECT e.tbl, e.expected,
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(xpath('/row/n/text()', query_to_xml(
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format('SELECT count(*) AS n FROM %s', e.tbl), false, true, '')))[1]::text::int
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AS actual
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FROM (VALUES
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('meta.timezones', 563),
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('meta.currencies', 179),
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('meta.security_types', 13)
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) AS e(tbl, expected)
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WHERE to_regclass(e.tbl) IS NOT NULL
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) AS r
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WHERE r.actual < r.expected;
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IF to_regclass('meta.schema_version') IS NOT NULL THEN
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RETURN QUERY
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SELECT 'schema version', 'not recorded in meta.schema_version'
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WHERE NOT EXISTS (SELECT 1 FROM meta.schema_version);
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END IF;
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END;
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$function$;
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8
sql/10_schema_version.sql
Normal file
8
sql/10_schema_version.sql
Normal file
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@ -0,0 +1,8 @@
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-- ============================================================================
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-- Schema version row -- runs last, so a database that has it is complete.
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-- ============================================================================
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-- Keep this string equal to ../VERSION. Clients compare it with the version
|
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-- they were built for (Python: DB_SCHEMA_VERSION in tsapi_pgdb/_version.py).
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INSERT INTO meta.schema_version (version, description)
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VALUES ('1.0.0', 'Initial schema');
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|
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@ -1,48 +0,0 @@
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-- Migration: repair meta.drop_series_if_exists()
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--
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-- The function dropped a registered series without setting
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-- application.dropping_series, so the prevent_direct_drop event trigger
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-- rejected its own DROP:
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--
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-- Table series.X is registered in series and can only be dropped
|
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-- using TimeseriesDB.drop_series()
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--
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||||
-- Unlike meta.drop_series() and meta.drop_all_series(), which set the flag
|
||||
-- correctly, this one never did -- so it always failed on exactly the case it
|
||||
-- exists to handle. The Python API does not call it, which is why the defect
|
||||
-- went unnoticed.
|
||||
--
|
||||
-- New databases pick this up from 05_procedures.sql. Run this against any
|
||||
-- database initialised before the fix.
|
||||
--
|
||||
-- Safe to run more than once (CREATE OR REPLACE).
|
||||
|
||||
CREATE OR REPLACE FUNCTION meta.drop_series_if_exists(_table_name text, _schema_name text DEFAULT 'series'::text)
|
||||
RETURNS void
|
||||
LANGUAGE plpgsql
|
||||
AS $function$
|
||||
BEGIN
|
||||
-- Check if the series exists in series table
|
||||
IF EXISTS (
|
||||
SELECT 1 FROM meta.series
|
||||
WHERE "table_name" = _table_name
|
||||
AND "db_schema" = _schema_name
|
||||
) THEN
|
||||
-- Signal the prevent_direct_drop event trigger that this DROP is
|
||||
-- coming from a sanctioned procedure. Without it the trigger rejects
|
||||
-- the statement below, because the table is registered in meta.series.
|
||||
-- Local to the transaction, so it cannot leak to later statements.
|
||||
PERFORM set_config('application.dropping_series', 'true', true);
|
||||
|
||||
-- Drop the table
|
||||
EXECUTE format('DROP TABLE IF EXISTS %I.%I', _schema_name, _table_name);
|
||||
|
||||
-- Remove from series table
|
||||
DELETE FROM meta.series
|
||||
WHERE "table_name" = _table_name
|
||||
AND "db_schema" = _schema_name;
|
||||
|
||||
PERFORM set_config('application.dropping_series', 'false', true);
|
||||
END IF;
|
||||
END;
|
||||
$function$;
|
||||
|
|
@ -1,99 +0,0 @@
|
|||
-- Migration: Add Instrument Metadata Columns
|
||||
-- Date: 2026-02-11
|
||||
-- Description: Adds classification and trading specification columns to meta.exchanges and meta.instruments
|
||||
|
||||
-- ============================================================================
|
||||
-- 1. Add columns to meta.exchanges
|
||||
-- ============================================================================
|
||||
|
||||
-- Trading specifications
|
||||
ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS default_tick_size DOUBLE PRECISION;
|
||||
ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS default_tick_value DOUBLE PRECISION;
|
||||
ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS default_extended_hours BOOLEAN DEFAULT false;
|
||||
|
||||
-- Geographic info
|
||||
ALTER TABLE meta.exchanges ADD COLUMN IF NOT EXISTS country VARCHAR(3);
|
||||
|
||||
COMMENT ON COLUMN meta.exchanges.default_tick_size IS 'Default minimum price increment (e.g., 0.01 for stocks)';
|
||||
COMMENT ON COLUMN meta.exchanges.default_tick_value IS 'Default value per tick in currency (0.01 for stocks = 1 cent per share)';
|
||||
COMMENT ON COLUMN meta.exchanges.default_extended_hours IS 'Default for whether instruments support pre/post market trading';
|
||||
COMMENT ON COLUMN meta.exchanges.country IS 'ISO 3166-1 alpha-3 country code (USA, GBR, JPN)';
|
||||
|
||||
-- ============================================================================
|
||||
-- 2. Add columns to meta.instruments
|
||||
-- ============================================================================
|
||||
|
||||
-- Basic info
|
||||
ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS description VARCHAR(255);
|
||||
ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS country VARCHAR(3);
|
||||
|
||||
-- Trading specifications
|
||||
ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS extended_hours BOOLEAN;
|
||||
|
||||
-- Company/Fund classification
|
||||
ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS sector VARCHAR(50);
|
||||
ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS industry VARCHAR(100);
|
||||
ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS category VARCHAR(50);
|
||||
ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS subcategory VARCHAR(50);
|
||||
ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS asset_class VARCHAR(30);
|
||||
ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS geography VARCHAR(30);
|
||||
|
||||
-- ETF-specific
|
||||
ALTER TABLE meta.instruments ADD COLUMN IF NOT EXISTS underlying VARCHAR(30);
|
||||
|
||||
COMMENT ON COLUMN meta.instruments.description IS 'Full name/description of the instrument';
|
||||
COMMENT ON COLUMN meta.instruments.country IS 'ISO 3166-1 alpha-3 country code (overrides exchange default)';
|
||||
COMMENT ON COLUMN meta.instruments.extended_hours IS 'Override exchange default for pre/post market trading';
|
||||
COMMENT ON COLUMN meta.instruments.sector IS 'GICS sector (e.g., Technology, Financials)';
|
||||
COMMENT ON COLUMN meta.instruments.industry IS 'GICS industry (e.g., Software-Application)';
|
||||
COMMENT ON COLUMN meta.instruments.category IS 'Custom categorization (e.g., Sector ETF, Broad Market)';
|
||||
COMMENT ON COLUMN meta.instruments.subcategory IS 'Custom sub-categorization (e.g., S&P 500, Technology)';
|
||||
COMMENT ON COLUMN meta.instruments.asset_class IS 'Asset class (Equity, Fixed Income, Commodity, Currency)';
|
||||
COMMENT ON COLUMN meta.instruments.geography IS 'Geographic focus (US, International, Emerging)';
|
||||
COMMENT ON COLUMN meta.instruments.underlying IS 'Underlying symbol for ETFs/derivatives (e.g., SPX, NDX)';
|
||||
|
||||
-- ============================================================================
|
||||
-- 3. Update existing exchange data
|
||||
-- ============================================================================
|
||||
|
||||
-- Update NYSE if it exists
|
||||
UPDATE meta.exchanges
|
||||
SET
|
||||
default_tick_size = 0.01,
|
||||
default_tick_value = 0.01,
|
||||
default_extended_hours = true,
|
||||
country = 'USA'
|
||||
WHERE id = 'NYSE';
|
||||
|
||||
-- Update CME if it exists
|
||||
UPDATE meta.exchanges
|
||||
SET
|
||||
country = 'USA',
|
||||
default_extended_hours = true
|
||||
WHERE id = 'CME';
|
||||
|
||||
-- Add NASDAQ if it doesn't exist
|
||||
INSERT INTO meta.exchanges (
|
||||
id, name, timezone, currency, default_sec_type,
|
||||
default_tick_size, default_tick_value, default_extended_hours, country
|
||||
)
|
||||
SELECT 'NASDAQ', 'NASDAQ Stock Market', 'America/New_York', 'USD', 'STK',
|
||||
0.01, 0.01, true, 'USA'
|
||||
WHERE NOT EXISTS (SELECT 1 FROM meta.exchanges WHERE id = 'NASDAQ');
|
||||
|
||||
-- ============================================================================
|
||||
-- Migration Complete
|
||||
-- ============================================================================
|
||||
|
||||
-- Verify the changes
|
||||
SELECT 'meta.exchanges columns:' as info;
|
||||
SELECT column_name, data_type, character_maximum_length
|
||||
FROM information_schema.columns
|
||||
WHERE table_schema = 'meta' AND table_name = 'exchanges'
|
||||
ORDER BY ordinal_position;
|
||||
|
||||
SELECT 'meta.instruments columns:' as info;
|
||||
SELECT column_name, data_type, character_maximum_length
|
||||
FROM information_schema.columns
|
||||
WHERE table_schema = 'meta' AND table_name = 'instruments'
|
||||
ORDER BY ordinal_position;
|
||||
|
|
@ -1,111 +0,0 @@
|
|||
-- Migration: add identity constraints to the series registry and reference tables
|
||||
--
|
||||
-- meta.series had no primary key and no unique constraint, so two rows could
|
||||
-- describe the same series -- and copy_series() actively created that, by
|
||||
-- copying the source's table_id and db_schema. meta.currencies,
|
||||
-- meta.security_types and meta.timezones had no key on their natural
|
||||
-- identifier either, while add_currency()/add_security_type()/add_timezone()
|
||||
-- all catch IntegrityError and promise an "already exists" error that no
|
||||
-- constraint could raise.
|
||||
--
|
||||
-- These are small registries, not timeseries data. A btree key here costs
|
||||
-- almost nothing, and this is unrelated to the deliberate decision NOT to
|
||||
-- constrain series timestamps, where BRIN is used precisely because a btree
|
||||
-- would be prohibitive at millions of rows per series.
|
||||
--
|
||||
-- New databases get these from 04_indexes.sql. Run this against any database
|
||||
-- initialised before the fix.
|
||||
--
|
||||
-- Safe to run more than once: each constraint is added only if absent.
|
||||
--
|
||||
-- IMPORTANT: this ABORTS if duplicate rows already exist, printing what
|
||||
-- collides. It does not guess which row to keep -- that is a data decision.
|
||||
-- Resolve the duplicates, then run it again.
|
||||
|
||||
DO $$
|
||||
DECLARE
|
||||
dup_count integer;
|
||||
dup_list text;
|
||||
BEGIN
|
||||
----------------------------------------------------------------------
|
||||
-- Pre-flight: refuse to run if any natural key already collides.
|
||||
----------------------------------------------------------------------
|
||||
SELECT count(*), string_agg(format('%s.%s', db_schema, table_name), ', ')
|
||||
INTO dup_count, dup_list
|
||||
FROM (SELECT db_schema, table_name FROM meta.series
|
||||
GROUP BY db_schema, table_name HAVING count(*) > 1) d;
|
||||
IF dup_count > 0 THEN
|
||||
RAISE EXCEPTION
|
||||
'meta.series has % duplicated (db_schema, table_name): %. '
|
||||
'Remove the extra rows, then re-run this migration.',
|
||||
dup_count, dup_list;
|
||||
END IF;
|
||||
|
||||
SELECT count(*), string_agg(table_id::text, ', ')
|
||||
INTO dup_count, dup_list
|
||||
FROM (SELECT table_id FROM meta.series
|
||||
GROUP BY table_id HAVING count(*) > 1) d;
|
||||
IF dup_count > 0 THEN
|
||||
RAISE EXCEPTION
|
||||
'meta.series has % duplicated table_id: %. Most likely created by '
|
||||
'copy_series() before it was fixed. Reassign with '
|
||||
'UPDATE meta.series SET table_id = nextval(''meta._table_meta__table_id_seq'') '
|
||||
'WHERE ... , then re-run this migration.',
|
||||
dup_count, dup_list;
|
||||
END IF;
|
||||
|
||||
SELECT count(*), string_agg(code, ', ')
|
||||
INTO dup_count, dup_list
|
||||
FROM (SELECT code FROM meta.currencies GROUP BY code HAVING count(*) > 1) d;
|
||||
IF dup_count > 0 THEN
|
||||
RAISE EXCEPTION 'meta.currencies has % duplicated code: %', dup_count, dup_list;
|
||||
END IF;
|
||||
|
||||
SELECT count(*), string_agg(code, ', ')
|
||||
INTO dup_count, dup_list
|
||||
FROM (SELECT code FROM meta.security_types GROUP BY code HAVING count(*) > 1) d;
|
||||
IF dup_count > 0 THEN
|
||||
RAISE EXCEPTION 'meta.security_types has % duplicated code: %', dup_count, dup_list;
|
||||
END IF;
|
||||
|
||||
SELECT count(*), string_agg(iana_name, ', ')
|
||||
INTO dup_count, dup_list
|
||||
FROM (SELECT iana_name FROM meta.timezones GROUP BY iana_name HAVING count(*) > 1) d;
|
||||
IF dup_count > 0 THEN
|
||||
RAISE EXCEPTION 'meta.timezones has % duplicated iana_name: %', dup_count, dup_list;
|
||||
END IF;
|
||||
|
||||
----------------------------------------------------------------------
|
||||
-- Add the constraints, skipping any that already exist.
|
||||
----------------------------------------------------------------------
|
||||
IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'series_pkey'
|
||||
AND conrelid = 'meta.series'::regclass) THEN
|
||||
ALTER TABLE meta.series ADD CONSTRAINT series_pkey PRIMARY KEY (table_id);
|
||||
RAISE NOTICE 'added meta.series primary key on (table_id)';
|
||||
END IF;
|
||||
|
||||
IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'series_schema_table_key'
|
||||
AND conrelid = 'meta.series'::regclass) THEN
|
||||
ALTER TABLE meta.series ADD CONSTRAINT series_schema_table_key
|
||||
UNIQUE (db_schema, table_name);
|
||||
RAISE NOTICE 'added meta.series unique constraint on (db_schema, table_name)';
|
||||
END IF;
|
||||
|
||||
IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'currencies_pkey'
|
||||
AND conrelid = 'meta.currencies'::regclass) THEN
|
||||
ALTER TABLE meta.currencies ADD CONSTRAINT currencies_pkey PRIMARY KEY (code);
|
||||
RAISE NOTICE 'added meta.currencies primary key on (code)';
|
||||
END IF;
|
||||
|
||||
IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'security_types_pkey'
|
||||
AND conrelid = 'meta.security_types'::regclass) THEN
|
||||
ALTER TABLE meta.security_types ADD CONSTRAINT security_types_pkey PRIMARY KEY (code);
|
||||
RAISE NOTICE 'added meta.security_types primary key on (code)';
|
||||
END IF;
|
||||
|
||||
IF NOT EXISTS (SELECT 1 FROM pg_constraint WHERE conname = 'timezones_pkey'
|
||||
AND conrelid = 'meta.timezones'::regclass) THEN
|
||||
ALTER TABLE meta.timezones ADD CONSTRAINT timezones_pkey PRIMARY KEY (iana_name);
|
||||
RAISE NOTICE 'added meta.timezones primary key on (iana_name)';
|
||||
END IF;
|
||||
END $$;
|
||||
Loading…
Add table
Add a link
Reference in a new issue