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Schema 1.5.0: holiday calendar registry, citext names; drop num_records

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For the coverage-aware holiday-calendar API in TSAPI core (db_base
holiday_calendar__get / __set_coverage / __set_metadata / __upsert).

- meta.holiday_calendars (name, description, covered_from, covered_to,
  source, updated_at): a calendar exists when it has a row here, not
  when it has holidays (retires the 9999-12-31 sentinel row).
  covered_from/to: the range over which the closure list is complete;
  both set or both NULL, from <= to (holiday_calendars_coverage_check).
- Calendar names are citext in every table (registry, holidays.calendar_name,
  exchanges.default_holiday_calendar, instruments.holiday_calendar):
  stored as given, unique and matched case-insensitively -- also in the
  foreign keys -- as the native TSAPI backend does with COLLATE NOCASE.
  New extension citext (00_extensions.sql). Name check: non-empty,
  trimmed, <= 50 characters.
- FKs: holidays -> registry ON DELETE CASCADE; exchanges/instruments ->
  registry ON DELETE RESTRICT (a calendar in use cannot be dropped);
  ON UPDATE CASCADE everywhere.
- meta.series.num_records dropped. Only some write paths maintained it
  (never C++), it sometimes held an estimate, and it was NULL for a series
  never written to. Clients ask the table: count(*), or
  SELECT EXISTS (SELECT 1 FROM <table>) for "is it empty?".
- find_schema_problems() covers the new table, columns, constraints and
  extension, and runs with search_path = pg_catalog so format_type()
  reports 'public.citext' whatever the caller's search_path.

Verified on a fresh database (PG 17): run_setup.py installs it and
find_schema_problems() returns zero rows, also for a caller without
public on the search_path; constraint behaviour checked by hand
(case-insensitive duplicate refused, FK matches any spelling, RESTRICT
and CASCADE, coverage and name checks).

Re-provision databases (no migration).

Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com>
This commit is contained in:
peter 2026-10-07 17:02:40 +01:00
parent cddaec5730
commit 85679b5e78
7 changed files with 81 additions and 13 deletions
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4
sql/00_extensions.sql
View file

@ -2,3 +2,7 @@
-- Generated: 2025-10-15T12:24:56.026074
CREATE EXTENSION IF NOT EXISTS pg_trgm SCHEMA public;
-- Case-insensitive text for holiday calendar names (1.5.0): stored as given,
-- compared and keyed case-insensitively -- including in foreign keys.
CREATE EXTENSION IF NOT EXISTS citext SCHEMA public;

25
sql/03_tables.sql
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@ -38,15 +38,29 @@ CREATE TABLE meta.exchanges (
currency character varying(3),
default_sec_type character varying(18),
default_session character varying(40),
default_holiday_calendar character varying(40),
default_holiday_calendar public.citext,
default_tick_size double precision,
default_tick_value double precision,
default_extended_hours boolean DEFAULT false,
country character varying(3)
);
-- Holiday calendar registry (1.5.0). A calendar exists when it has a row
-- here -- not when it has holidays. covered_from/covered_to: the range over
-- which its list of closures is complete (both set, or both NULL = unknown).
-- Names are citext: stored as given, matched case-insensitively ('NYSE' and
-- 'nyse' are one calendar), the same rule as the native TSAPI backend.
CREATE TABLE meta.holiday_calendars (
name public.citext NOT NULL,
description text,
covered_from date,
covered_to date,
source text,
updated_at timestamp with time zone NOT NULL DEFAULT CURRENT_TIMESTAMP
);
CREATE TABLE meta.holidays (
calendar_name character varying(50) NOT NULL,
calendar_name public.citext NOT NULL,
date date NOT NULL,
description character varying(255),
early_close boolean NOT NULL DEFAULT false,
@ -64,7 +78,7 @@ CREATE TABLE meta.instruments (
strike double precision,
currency character varying(3),
session character varying(40),
holiday_calendar character varying(50),
holiday_calendar public.citext,
sec_id character varying(50),
sec_id_type character varying(20),
description character varying(255),
@ -92,6 +106,10 @@ CREATE TABLE meta.schema_version (
description text
);
-- No record count is stored (removed in 1.5.0): "num_records" was maintained by
-- some write paths only, sometimes held an estimate, and was NULL for a series
-- never written to. Ask the table itself: SELECT count(*), or for "is it empty?"
-- SELECT EXISTS (SELECT 1 FROM <table>) -- fast, stops at the first row.
CREATE TABLE meta.series (
table_id integer DEFAULT nextval('meta._table_meta__table_id_seq'::regclass) NOT NULL,
db_schema character varying(70) NOT NULL,
@ -108,7 +126,6 @@ CREATE TABLE meta.series (
sec_id character varying(30),
sec_id_type character varying(30),
create_timestamp timestamp without time zone DEFAULT CURRENT_TIMESTAMP,
num_records bigint,
first_timestamp timestamp without time zone,
last_timestamp timestamp without time zone,
bar_type character varying(30),

22
sql/04_indexes.sql
View file

@ -38,6 +38,28 @@ ALTER TABLE meta.series ADD CONSTRAINT series_db_schema_fkey
ALTER TABLE meta.series ADD CONSTRAINT series_table_name_check
CHECK (table_name ~ '^[a-z_][a-z0-9_]*$' AND octet_length(table_name) <= 63);
-- Holiday calendar registry (1.5.0). citext keys: unique and referenced
-- case-insensitively, stored as given.
ALTER TABLE meta.holiday_calendars ADD CONSTRAINT holiday_calendars_pkey PRIMARY KEY (name);
ALTER TABLE meta.holiday_calendars ADD CONSTRAINT holiday_calendars_name_check
CHECK (name <> '' AND name::text = btrim(name::text) AND char_length(name::text) <= 50);
ALTER TABLE meta.holiday_calendars ADD CONSTRAINT holiday_calendars_coverage_check
CHECK ((covered_from IS NULL) = (covered_to IS NULL)
AND (covered_from IS NULL OR covered_from <= covered_to));
-- Holidays belong to their calendar: dropping the calendar drops them.
ALTER TABLE meta.holidays ADD CONSTRAINT holidays_calendar_fkey
FOREIGN KEY (calendar_name) REFERENCES meta.holiday_calendars (name)
ON UPDATE CASCADE ON DELETE CASCADE;
-- A calendar still named by an exchange or instrument cannot be dropped.
ALTER TABLE meta.exchanges ADD CONSTRAINT exchanges_holiday_calendar_fkey
FOREIGN KEY (default_holiday_calendar) REFERENCES meta.holiday_calendars (name)
ON UPDATE CASCADE ON DELETE RESTRICT;
ALTER TABLE meta.instruments ADD CONSTRAINT instruments_holiday_calendar_fkey
FOREIGN KEY (holiday_calendar) REFERENCES meta.holiday_calendars (name)
ON UPDATE CASCADE ON DELETE RESTRICT;
CREATE INDEX idx_event_log_series_timestamp ON log.event_log USING btree (series_name, "timestamp" DESC);
CREATE INDEX idx_event_log_timestamp ON log.event_log USING btree ("timestamp" DESC);

26
sql/09_schema_check.sql
View file

@ -31,12 +31,17 @@
-- The schema VERSION string is not compared here: each client compares
-- meta.schema_version with the version it was built for. This function only
-- reports a missing version row.
--
-- The function runs with search_path = pg_catalog, so format_type() spells
-- extension types schema-qualified ('public.citext') whatever the caller's
-- search_path is.
-- ============================================================================
CREATE OR REPLACE FUNCTION meta.find_schema_problems()
RETURNS TABLE(object text, problem text)
LANGUAGE plpgsql
STABLE
SET search_path = pg_catalog, pg_temp
AS $function$
BEGIN
-- Schemas and extension -------------------------------------------------
@ -48,7 +53,7 @@ BEGIN
RETURN QUERY
SELECT 'extension ' || e, 'missing'
FROM unnest(ARRAY['pg_trgm']) AS e
FROM unnest(ARRAY['citext', 'pg_trgm']) AS e
WHERE NOT EXISTS (SELECT 1 FROM pg_extension WHERE extname = e)
ORDER BY 1;
@ -92,12 +97,18 @@ BEGIN
('meta.exchanges', 'currency', 'character varying(3)', false),
('meta.exchanges', 'default_sec_type', 'character varying(18)', false),
('meta.exchanges', 'default_session', 'character varying(40)', false),
('meta.exchanges', 'default_holiday_calendar', 'character varying(40)', false),
('meta.exchanges', 'default_holiday_calendar', 'public.citext', false),
('meta.exchanges', 'default_tick_size', 'double precision', false),
('meta.exchanges', 'default_tick_value', 'double precision', false),
('meta.exchanges', 'default_extended_hours', 'boolean', false),
('meta.exchanges', 'country', 'character varying(3)', false),
('meta.holidays', 'calendar_name', 'character varying(50)', true),
('meta.holiday_calendars', 'name', 'public.citext', true),
('meta.holiday_calendars', 'description', 'text', false),
('meta.holiday_calendars', 'covered_from', 'date', false),
('meta.holiday_calendars', 'covered_to', 'date', false),
('meta.holiday_calendars', 'source', 'text', false),
('meta.holiday_calendars', 'updated_at', 'timestamp with time zone', true),
('meta.holidays', 'calendar_name', 'public.citext', true),
('meta.holidays', 'date', 'date', true),
('meta.holidays', 'description', 'character varying(255)', false),
('meta.holidays', 'early_close', 'boolean', true),
@ -111,7 +122,7 @@ BEGIN
('meta.instruments', 'strike', 'double precision', false),
('meta.instruments', 'currency', 'character varying(3)', false),
('meta.instruments', 'session', 'character varying(40)', false),
('meta.instruments', 'holiday_calendar', 'character varying(50)', false),
('meta.instruments', 'holiday_calendar', 'public.citext', false),
('meta.instruments', 'sec_id', 'character varying(50)', false),
('meta.instruments', 'sec_id_type', 'character varying(20)', false),
('meta.instruments', 'description', 'character varying(255)', false),
@ -150,7 +161,6 @@ BEGIN
('meta.series', 'sec_id', 'character varying(30)', false),
('meta.series', 'sec_id_type', 'character varying(30)', false),
('meta.series', 'create_timestamp', 'timestamp without time zone', false),
('meta.series', 'num_records', 'bigint', false),
('meta.series', 'first_timestamp', 'timestamp without time zone', false),
('meta.series', 'last_timestamp', 'timestamp without time zone', false),
('meta.series', 'bar_type', 'character varying(30)', false),
@ -218,9 +228,15 @@ BEGIN
('log.pending_changes', 'pending_changes_pkey'),
('log.event_log', 'event_log_pkey'),
('meta.holidays', 'holidays_pkey'),
('meta.holidays', 'holidays_calendar_fkey'),
('meta.holiday_calendars', 'holiday_calendars_pkey'),
('meta.holiday_calendars', 'holiday_calendars_name_check'),
('meta.holiday_calendars', 'holiday_calendars_coverage_check'),
('log.script_log', 'script_log_pkey'),
('meta.instruments', 'instruments_pkey'),
('meta.instruments', 'instruments_holiday_calendar_fkey'),
('meta.exchanges', 'exchanges_pkey'),
('meta.exchanges', 'exchanges_holiday_calendar_fkey'),
('meta.sessions', 'sessions_pkey'),
('meta.series', 'series_pkey'),
('meta.series', 'series_schema_table_key'),

2
sql/10_schema_version.sql
View file

@ -5,4 +5,4 @@
-- they were built for (Python: DB_SCHEMA_VERSION in tsapi_pgdb/_version.py).
INSERT INTO meta.schema_version (version, description)
VALUES ('1.4.0', 'meta.sessions.json dropped: the definition is the only schedule');
VALUES ('1.5.0', 'meta.holiday_calendars registry with coverage range; citext calendar names; meta.series.num_records dropped');