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feat(metrics): add excluded_from_metrics flag and exclude admin-closed trades from win_rate/calibration
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Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
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chemavx
2026-05-27 16:12:52 +00:00
parent 9abaae44fd
commit 8febd32136
2 changed files with 36 additions and 7 deletions
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bot/data/schema.sql
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@@ -214,6 +214,21 @@ CREATE INDEX IF NOT EXISTS idx_mfld_audit_timestamp ON manifold_match_audit(time
CREATE INDEX IF NOT EXISTS idx_mfld_audit_status ON manifold_match_audit(match_status);
CREATE INDEX IF NOT EXISTS idx_mfld_audit_poly_mkt ON manifold_match_audit(poly_market_id);
-- ─────────────────────────────────────────────────────────────────────────────
-- Metric exclusion — administrative closure flag
--
-- excluded_from_metrics: TRUE for trades closed for non-signal reasons
-- (bad matcher, data error, admin close). These trades are excluded from
-- win_rate, calibration_score, realized_pnl, and feature attribution.
-- exclusion_reason: free-text label for the exclusion cause.
-- e.g. 'invalid_manifold_match_legacy'
-- ─────────────────────────────────────────────────────────────────────────────
ALTER TABLE trades ADD COLUMN IF NOT EXISTS excluded_from_metrics BOOLEAN DEFAULT FALSE;
ALTER TABLE trades ADD COLUMN IF NOT EXISTS exclusion_reason TEXT;
CREATE INDEX IF NOT EXISTS idx_trades_excluded ON trades(excluded_from_metrics)
WHERE excluded_from_metrics = TRUE;
-- ─────────────────────────────────────────────────────────────────────────────
-- Fix 3: extended metrics_daily columns for DB-computed metrics
--