schema.sql

-- Core schema for the local market-data collection database.
-- Timestamps are stored in UTC. CIK identifies issuers; security_key identifies instruments.
-- Production datasets are persisted in Parquet under release/data/.

CREATE TABLE IF NOT EXISTS schema_versions (
    version INTEGER PRIMARY KEY,
    applied_at TIMESTAMPTZ NOT NULL,
    description VARCHAR NOT NULL
);

CREATE TABLE IF NOT EXISTS collection_runs (
    run_id VARCHAR PRIMARY KEY,
    run_type VARCHAR NOT NULL,
    started_at TIMESTAMPTZ NOT NULL,
    finished_at TIMESTAMPTZ,
    status VARCHAR NOT NULL,
    notes VARCHAR
);

CREATE TABLE IF NOT EXISTS issuers (
    cik VARCHAR PRIMARY KEY,
    issuer_name VARCHAR,
    first_seen_at TIMESTAMPTZ NOT NULL,
    last_seen_at TIMESTAMPTZ NOT NULL
);

CREATE TABLE IF NOT EXISTS securities (
    security_key VARCHAR PRIMARY KEY,
    source_security_id VARCHAR,
    source_code VARCHAR NOT NULL,
    ticker VARCHAR,
    security_name VARCHAR,
    exchange_code VARCHAR,
    instrument_type VARCHAR,
    cik VARCHAR,
    listing_date DATE,
    is_active BOOLEAN NOT NULL,
    first_seen_at TIMESTAMPTZ NOT NULL,
    last_seen_at TIMESTAMPTZ NOT NULL
);

CREATE TABLE IF NOT EXISTS security_master_snapshots (
    snapshot_date DATE NOT NULL,
    security_key VARCHAR NOT NULL,
    source_security_id VARCHAR,
    source_code VARCHAR NOT NULL,
    ticker VARCHAR,
    security_name VARCHAR,
    exchange_code VARCHAR,
    instrument_type VARCHAR,
    listing_date DATE,
    is_delisted BOOLEAN,
    is_in_scope BOOLEAN NOT NULL,
    cik VARCHAR,
    cik_candidates VARCHAR,
    cik_match_status VARCHAR,
    raw_payload JSON,
    retrieved_at TIMESTAMPTZ NOT NULL,
    run_id VARCHAR NOT NULL,
    PRIMARY KEY (snapshot_date, security_key)
);

-- Regular-session, non-adjusted 60-minute price bars.
-- Partitioned by year=YYYY/month=MM/data_0.parquet under release/data/hourly-bars/.
CREATE TABLE IF NOT EXISTS hourly_bars (
    security_key VARCHAR NOT NULL,
    source_security_id VARCHAR,
    cik VARCHAR,
    ticker VARCHAR,
    exchange_code VARCHAR,
    bar_timestamp TIMESTAMPTZ NOT NULL,
    interval_minutes SMALLINT NOT NULL,
    adjustment_mode VARCHAR NOT NULL,
    session_type VARCHAR NOT NULL,
    open DECIMAL(20, 8),
    high DECIMAL(20, 8),
    low DECIMAL(20, 8),
    close DECIMAL(20, 8),
    volume BIGINT,
    turnover DECIMAL(28, 8),
    currency VARCHAR,
    retrieved_at TIMESTAMPTZ NOT NULL,
    run_id VARCHAR NOT NULL,
    year INTEGER NOT NULL,
    month SMALLINT NOT NULL,
    PRIMARY KEY (security_key, bar_timestamp, interval_minutes, adjustment_mode)
);

-- Standardized, brand-neutral company fundamentals table.
-- Consolidated from Income Statement, Balance Sheet, Cash Flow, and Key Indicators.
-- Net common stock issuance flow (net_common_stock_issuance) is negative for buybacks, positive for issuance.
-- For foreign ADRs and non-USD filers, real_shareholder_return is left NULL because statutory cash flows
-- and USD-denominated market capitalizations cannot be reconciled without cross-currency exchange rates.
-- Persisted at release/data/fundamentals/company_fundamentals.parquet.
CREATE TABLE IF NOT EXISTS company_fundamentals (
    cik VARCHAR NOT NULL,
    ticker VARCHAR NOT NULL,
    company_name VARCHAR,
    time VARCHAR,
    fiscal_year VARCHAR,
    period VARCHAR,
    currency_code VARCHAR,
    net_common_stock_issuance DOUBLE,
    market_cap DOUBLE,
    real_shareholder_return DOUBLE,
    operating_cash_flow DOUBLE,
    free_cash_flow DOUBLE,
    net_profit DOUBLE,
    total_revenue DOUBLE,
    gross_profit DOUBLE,
    total_assets DOUBLE,
    total_liabilities DOUBLE,
    total_equity DOUBLE,
    basic_eps DOUBLE,
    diluted_eps DOUBLE,
    retrieved_at TIMESTAMPTZ,
    run_id VARCHAR,
    PRIMARY KEY (cik, ticker, time)
);


CREATE TABLE IF NOT EXISTS dividend_events (
    event_key VARCHAR PRIMARY KEY,
    security_key VARCHAR NOT NULL,
    cik VARCHAR,
    announcement_date DATE,
    ex_dividend_date DATE,
    record_date DATE,
    payable_date DATE,
    amount DECIMAL(20, 8),
    currency VARCHAR,
    distribution_description VARCHAR,
    status VARCHAR,
    raw_payload JSON,
    first_seen_at TIMESTAMPTZ NOT NULL,
    last_seen_at TIMESTAMPTZ NOT NULL,
    run_id VARCHAR NOT NULL
);

-- One row per security, dataset, and requested date range; update status as work progresses.
CREATE TABLE IF NOT EXISTS collection_tasks (
    task_id VARCHAR PRIMARY KEY,
    run_id VARCHAR,
    security_key VARCHAR,
    dataset_name VARCHAR NOT NULL,
    range_start DATE,
    range_end DATE,
    status VARCHAR NOT NULL,
    attempt_count INTEGER NOT NULL DEFAULT 0,
    last_error VARCHAR,
    started_at TIMESTAMPTZ,
    finished_at TIMESTAMPTZ,
    updated_at TIMESTAMPTZ NOT NULL
);

CREATE TABLE IF NOT EXISTS data_quality_checks (
    run_id VARCHAR NOT NULL,
    dataset_name VARCHAR NOT NULL,
    check_name VARCHAR NOT NULL,
    status VARCHAR NOT NULL,
    severity VARCHAR NOT NULL,
    checked_at TIMESTAMPTZ NOT NULL,
    details JSON,
    PRIMARY KEY (run_id, dataset_name, check_name)
);

-- Active securities view
CREATE OR REPLACE VIEW current_securities AS
SELECT *
FROM securities
WHERE is_active;

-- Crosswalk coverage view
CREATE OR REPLACE VIEW cik_mapping_coverage AS
SELECT
    snapshot_date,
    cik_match_status,
    COUNT(*) AS security_count
FROM security_master_snapshots
WHERE is_in_scope
GROUP BY snapshot_date, cik_match_status;

-- Live convenience views over published Parquet datasets
CREATE OR REPLACE VIEW hourly_bars_parquet AS
SELECT *
FROM read_parquet('release/data/hourly-bars/*/*/*.parquet');

CREATE OR REPLACE VIEW company_fundamentals_parquet AS
SELECT *
FROM read_parquet('release/data/fundamentals/company_fundamentals.parquet');

CREATE OR REPLACE VIEW issuer_security_map_parquet AS
SELECT *
FROM read_parquet('release/data/fundamentals/issuer_security_map_*.parquet');