You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
40 lines
1.3 KiB
Python
40 lines
1.3 KiB
Python
"""Phase 5: Extended label horizons (10D, 20D forward returns and MFE/MAE).
|
|
|
|
Revision ID: 0003
|
|
Revises: 0002
|
|
Create Date: 2026-03-13
|
|
|
|
Adds columns:
|
|
- fwd_return_10d, fwd_return_20d
|
|
- mfe_10d, mae_10d, mfe_20d, mae_20d
|
|
"""
|
|
from __future__ import annotations
|
|
|
|
from collections.abc import Sequence
|
|
|
|
import sqlalchemy as sa
|
|
from alembic import op
|
|
|
|
revision: str = "0003"
|
|
down_revision: str | None = "0002"
|
|
branch_labels: str | Sequence[str] | None = None
|
|
depends_on: str | Sequence[str] | None = None
|
|
|
|
|
|
def upgrade() -> None:
|
|
op.add_column("event_labels", sa.Column("fwd_return_10d", sa.Numeric, nullable=True))
|
|
op.add_column("event_labels", sa.Column("fwd_return_20d", sa.Numeric, nullable=True))
|
|
op.add_column("event_labels", sa.Column("mfe_10d", sa.Numeric, nullable=True))
|
|
op.add_column("event_labels", sa.Column("mae_10d", sa.Numeric, nullable=True))
|
|
op.add_column("event_labels", sa.Column("mfe_20d", sa.Numeric, nullable=True))
|
|
op.add_column("event_labels", sa.Column("mae_20d", sa.Numeric, nullable=True))
|
|
|
|
|
|
def downgrade() -> None:
|
|
op.drop_column("event_labels", "mae_20d")
|
|
op.drop_column("event_labels", "mfe_20d")
|
|
op.drop_column("event_labels", "mae_10d")
|
|
op.drop_column("event_labels", "mfe_10d")
|
|
op.drop_column("event_labels", "fwd_return_20d")
|
|
op.drop_column("event_labels", "fwd_return_10d")
|