trading_bot_v3/database/stop-loss-learning-schema.sql

-- Stop Loss Decision Learning Database Schema
-- This extends the existing database to support decision-level learning

-- Table to track every AI decision made near stop loss
CREATE TABLE IF NOT EXISTS sl_decisions (
  id TEXT PRIMARY KEY,
  trade_id TEXT,
  symbol TEXT NOT NULL,
  decision_type TEXT NOT NULL, -- 'HOLD', 'EXIT', 'TIGHTEN_SL', 'PARTIAL_EXIT', 'EMERGENCY_EXIT'
  distance_from_sl REAL NOT NULL,
  reasoning TEXT,
  market_conditions TEXT, -- JSON with market context
  confidence_score REAL DEFAULT 0.7,
  expected_outcome TEXT,
  decision_timestamp DATETIME DEFAULT CURRENT_TIMESTAMP,
  
  -- Outcome tracking (filled when trade closes or situation resolves)
  outcome TEXT, -- 'HIT_ORIGINAL_SL', 'HIT_TIGHTENED_SL', 'PROFITABLE_EXIT', 'AVOIDED_LOSS', etc.
  outcome_timestamp DATETIME,
  time_to_outcome INTEGER, -- minutes from decision to outcome
  pnl_impact REAL, -- how much P&L was affected by the decision
  was_correct BOOLEAN,
  learning_score REAL, -- calculated learning score (0-1)
  additional_context TEXT, -- JSON with additional outcome context
  status TEXT DEFAULT 'PENDING_OUTCOME', -- 'PENDING_OUTCOME', 'ASSESSED'
  
  -- Indexing for faster queries
  FOREIGN KEY (trade_id) REFERENCES trades(id)
);

-- Indexes for performance
CREATE INDEX IF NOT EXISTS idx_sl_decisions_symbol ON sl_decisions(symbol);
CREATE INDEX IF NOT EXISTS idx_sl_decisions_decision_type ON sl_decisions(decision_type);
CREATE INDEX IF NOT EXISTS idx_sl_decisions_distance ON sl_decisions(distance_from_sl);
CREATE INDEX IF NOT EXISTS idx_sl_decisions_timestamp ON sl_decisions(decision_timestamp);
CREATE INDEX IF NOT EXISTS idx_sl_decisions_status ON sl_decisions(status);
CREATE INDEX IF NOT EXISTS idx_sl_decisions_was_correct ON sl_decisions(was_correct);

-- Table to store learning model parameters and thresholds
CREATE TABLE IF NOT EXISTS learning_parameters (
  id INTEGER PRIMARY KEY AUTOINCREMENT,
  parameter_name TEXT UNIQUE NOT NULL,
  parameter_value REAL NOT NULL,
  description TEXT,
  last_updated DATETIME DEFAULT CURRENT_TIMESTAMP,
  confidence_level REAL DEFAULT 0.5 -- how confident we are in this parameter
);

-- Insert default learning parameters
INSERT OR REPLACE INTO learning_parameters (parameter_name, parameter_value, description) VALUES
('emergency_distance_threshold', 1.0, 'Distance from SL (%) that triggers emergency decisions'),
('high_risk_distance_threshold', 2.0, 'Distance from SL (%) that triggers high risk decisions'),
('medium_risk_distance_threshold', 5.0, 'Distance from SL (%) that triggers medium risk decisions'),
('min_decisions_for_learning', 5, 'Minimum number of decisions needed to start learning'),
('confidence_threshold', 0.7, 'Minimum confidence to use learned recommendations'),
('learning_rate', 0.1, 'How quickly to adapt to new decision outcomes');

-- Table to store decision pattern insights
CREATE TABLE IF NOT EXISTS decision_patterns (
  id INTEGER PRIMARY KEY AUTOINCREMENT,
  pattern_type TEXT NOT NULL, -- 'SUCCESSFUL', 'FAILURE', 'OPTIMAL_TIMING'
  decision_type TEXT NOT NULL,
  conditions TEXT, -- JSON with conditions that trigger this pattern
  success_rate REAL,
  sample_size INTEGER,
  avg_pnl_impact REAL,
  confidence_score REAL,
  discovered_at DATETIME DEFAULT CURRENT_TIMESTAMP,
  last_validated DATETIME DEFAULT CURRENT_TIMESTAMP,
  is_active BOOLEAN DEFAULT TRUE
);

-- View for quick decision performance analysis
CREATE VIEW IF NOT EXISTS decision_performance AS
SELECT 
  decision_type,
  COUNT(*) as total_decisions,
  AVG(CASE WHEN was_correct THEN 1 ELSE 0 END) as success_rate,
  AVG(learning_score) as avg_learning_score,
  AVG(pnl_impact) as avg_pnl_impact,
  AVG(distance_from_sl) as avg_distance_from_sl,
  MIN(decision_timestamp) as first_decision,
  MAX(decision_timestamp) as latest_decision
FROM sl_decisions 
WHERE status = 'ASSESSED'
GROUP BY decision_type
ORDER BY success_rate DESC;

-- View for time-based decision analysis
CREATE VIEW IF NOT EXISTS decision_timing_analysis AS
SELECT 
  CASE 
    WHEN strftime('%H', decision_timestamp) BETWEEN '00' AND '05' THEN 'Night'
    WHEN strftime('%H', decision_timestamp) BETWEEN '06' AND '11' THEN 'Morning'
    WHEN strftime('%H', decision_timestamp) BETWEEN '12' AND '17' THEN 'Afternoon'
    ELSE 'Evening'
  END as time_period,
  decision_type,
  COUNT(*) as decisions,
  AVG(CASE WHEN was_correct THEN 1 ELSE 0 END) as success_rate,
  AVG(pnl_impact) as avg_pnl_impact
FROM sl_decisions 
WHERE status = 'ASSESSED'
GROUP BY time_period, decision_type
ORDER BY success_rate DESC;

-- View for distance-based decision analysis  
CREATE VIEW IF NOT EXISTS distance_effectiveness AS
SELECT 
  CASE 
    WHEN distance_from_sl < 1.0 THEN 'Emergency (<1%)'
    WHEN distance_from_sl < 2.0 THEN 'High Risk (1-2%)'
    WHEN distance_from_sl < 5.0 THEN 'Medium Risk (2-5%)'
    ELSE 'Safe (>5%)'
  END as risk_level,
  decision_type,
  COUNT(*) as decisions,
  AVG(CASE WHEN was_correct THEN 1 ELSE 0 END) as success_rate,
  AVG(learning_score) as avg_score,
  AVG(pnl_impact) as avg_pnl_impact,
  AVG(time_to_outcome) as avg_resolution_time_minutes
FROM sl_decisions 
WHERE status = 'ASSESSED'
GROUP BY risk_level, decision_type
ORDER BY risk_level, success_rate DESC;