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tradingSystem/ddl_pms_v1.sql

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-- =====================================================================
-- tradingSystem (PMS) V1 建表 DDL
-- 目标库: 153 代理侧 (与 decision_ledger 等同库), 一律经代理严格单表访问
-- 字符集: utf8mb4; 代码格式: Tushare 点式 (600000.SH); 时区: Asia/Shanghai
-- 对应设计: POSITION_MGMT_DESIGN.md V0.4 §11
-- 注: pms_order_request (指令通道) 归属待 B1.7 协商, 其 DDL 见
-- QMT_INTERFACE_REQUIREMENTS.md, 不在本文件建立。
-- =====================================================================
-- 1. 命令表 (参数命令 + 任务命令; 参数命令当前值 = 该类型最新一条 EFFECTIVE 记录)
CREATE TABLE IF NOT EXISTS pms_command (
id BIGINT PRIMARY KEY AUTO_INCREMENT,
command_id VARCHAR(64) NOT NULL UNIQUE COMMENT '幂等键: CMD_{ymd}_{seq}',
cmd_class VARCHAR(8) NOT NULL COMMENT 'param(参数命令) / task(任务命令)',
cmd_type VARCHAR(32) NOT NULL COMMENT 'SET_SCALE / REDUCE_EXPOSURE / OPEN_TARGET / T0_ENABLE ...',
ts_code VARCHAR(16) NULL COMMENT '个股级命令的标的; 组合级为 NULL',
params_json TEXT NOT NULL COMMENT '命令参数 (比例/窗口/价格等)',
status VARCHAR(16) NOT NULL DEFAULT 'PENDING'
COMMENT '参数命令: EFFECTIVE/SUPERSEDED; 任务命令: PENDING/PLANNING/EXECUTING/PARTIAL/DONE/CANCELLED',
progress_json TEXT NULL COMMENT '任务进度 (目标额/已完成额/明细指针/回执)',
issued_by VARCHAR(32) NOT NULL DEFAULT 'user',
issued_at DATETIME NOT NULL,
done_at DATETIME NULL,
note VARCHAR(500) NULL,
KEY idx_type_status (cmd_type, status),
KEY idx_status (status)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='用户命令与进度';
-- 2. 方案明细 (任务命令展开的分股行动清单)
CREATE TABLE IF NOT EXISTS pms_plan (
id BIGINT PRIMARY KEY AUTO_INCREMENT,
plan_id VARCHAR(64) NOT NULL UNIQUE COMMENT 'PLAN_{command_id}_{seq}',
command_id VARCHAR(64) NOT NULL,
ts_code VARCHAR(16) NOT NULL,
action VARCHAR(16) NOT NULL COMMENT 'OPEN/FILL/ADD/DCA/TRIM/EXIT/HALT/T0_ROUND',
qty INT NULL COMMENT '目标股数 (与 amount 二选一)',
amount DECIMAL(14,2) NULL COMMENT '目标金额 (元)',
priority INT NOT NULL DEFAULT 100 COMMENT '越小越先执行',
deadline DATE NULL COMMENT '执行窗口截止日',
status VARCHAR(16) NOT NULL DEFAULT 'PENDING'
COMMENT 'PENDING/GATED(建仓补足加仓批,待动作引擎解锁)/EXECUTING/DONE/PARTIAL/CANCELLED',
filled_qty INT NOT NULL DEFAULT 0,
reason VARCHAR(300) NULL COMMENT '进方案的理由 (弱票清仓/收利润/等比减 等)',
created_at DATETIME NOT NULL,
updated_at DATETIME NOT NULL,
KEY idx_cmd (command_id),
KEY idx_code_status (ts_code, status)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='方案明细';
-- 3. 持仓主档 (一票一行; 实际持仓以下游 trading_position 为准, 本表是结构解释账本)
CREATE TABLE IF NOT EXISTS pms_position (
id BIGINT PRIMARY KEY AUTO_INCREMENT,
ts_code VARCHAR(16) NOT NULL UNIQUE,
status VARCHAR(16) NOT NULL DEFAULT 'HOLDING'
COMMENT 'PLANNED/OPENING/HOLDING/EXITING/CLOSED',
frozen_reason VARCHAR(16) NOT NULL DEFAULT 'NONE'
COMMENT 'NONE/COMMAND_HALT/BRAKE/MANUAL (只禁增持不禁减持)',
total_qty INT NOT NULL DEFAULT 0,
avail_qty INT NOT NULL DEFAULT 0 COMMENT 'T+1 可卖数, 日初重置',
base_qty INT NOT NULL DEFAULT 0,
fill_qty INT NOT NULL DEFAULT 0,
add_qty INT NOT NULL DEFAULT 0,
dca_qty INT NOT NULL DEFAULT 0,
t0_qty INT NOT NULL DEFAULT 0 COMMENT '日内T仓 (收盘应为0)',
avg_cost DECIMAL(10,3) NULL COMMENT '摊薄成本 (含已实现T利润与批次盈亏)',
realized_t_profit DECIMAL(14,2) NOT NULL DEFAULT 0,
cushion_pct DECIMAL(8,4) NULL COMMENT '安全垫 = 现价/摊薄成本 - 1',
cushion_state VARCHAR(8) NOT NULL DEFAULT 'NONE' COMMENT 'NONE/THIN/SOLID',
cushion_peak DECIMAL(8,4) NOT NULL DEFAULT 0,
pct_of_scale DECIMAL(8,4) NULL COMMENT '市值占总规模比',
target_pct DECIMAL(8,4) NULL COMMENT '目标仓位比 (建仓命令设定)',
stop_ref DECIMAL(10,2) NULL COMMENT '止损参考位',
support_ref DECIMAL(10,2) NULL,
pressure_ref DECIMAL(10,2) NULL,
ref_source VARCHAR(16) NULL COMMENT 'bionic / self_calc(兜底自算) / user(命令覆盖)',
t0_enabled TINYINT NOT NULL DEFAULT 0,
t0_ratio DECIMAL(6,4) NULL,
opened_date DATE NULL,
fill_count INT NOT NULL DEFAULT 0,
last_add_date DATE NULL,
dca_count INT NOT NULL DEFAULT 0,
t0_count_today INT NOT NULL DEFAULT 0,
updated_at DATETIME NOT NULL,
KEY idx_status (status)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='持仓主档';
-- 4. 批次账
CREATE TABLE IF NOT EXISTS pms_lot (
id BIGINT PRIMARY KEY AUTO_INCREMENT,
ts_code VARCHAR(16) NOT NULL,
lot_type VARCHAR(8) NOT NULL COMMENT 'BASE/FILL/ADD/DCA/T0/RECON(对账调整)',
qty INT NOT NULL,
open_price DECIMAL(10,3) NOT NULL,
open_date DATE NOT NULL,
closed_qty INT NOT NULL DEFAULT 0,
close_avg_price DECIMAL(10,3) NULL,
realized_pnl DECIMAL(14,2) NOT NULL DEFAULT 0,
status VARCHAR(8) NOT NULL DEFAULT 'OPEN' COMMENT 'OPEN/CLOSED',
instruction_id VARCHAR(64) NULL COMMENT '来源指令; NULL=外部成交并入',
note VARCHAR(200) NULL,
created_at DATETIME NOT NULL,
updated_at DATETIME NOT NULL,
KEY idx_code_status (ts_code, status)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='批次账';
-- 5. 指令状态机 (父指令; 分日出手的子单记 progress_json)
CREATE TABLE IF NOT EXISTS pms_instruction (
id BIGINT PRIMARY KEY AUTO_INCREMENT,
instruction_id VARCHAR(64) NOT NULL UNIQUE COMMENT '幂等键: INS_{ymd}_{code}_{action}_{seq}',
origin_type VARCHAR(8) NOT NULL COMMENT 'plan(命令方案) / proposal(自主提议) / system(保垫等自动)',
origin_id VARCHAR(64) NULL,
ts_code VARCHAR(16) NOT NULL,
action VARCHAR(16) NOT NULL,
side VARCHAR(8) NOT NULL COMMENT 'buy/sell',
qty INT NOT NULL,
limit_price DECIMAL(10,2) NULL,
window_tdays INT NOT NULL DEFAULT 3,
status VARCHAR(20) NOT NULL DEFAULT 'PROPOSED'
COMMENT 'PROPOSED/RULE_PASSED/JUDGE_PASSED/DISPATCHED/CONFIRMED/REJECTED/EXPIRED/CANCELLED',
dispatch_ref VARCHAR(64) NULL COMMENT '下游通道引用 (pms_order_request.instruction_id)',
exec_qty INT NOT NULL DEFAULT 0,
exec_avg_price DECIMAL(10,3) NULL,
progress_json TEXT NULL COMMENT '分日子单与出手记录',
created_at DATETIME NOT NULL,
updated_at DATETIME NOT NULL,
KEY idx_code_status (ts_code, status),
KEY idx_status (status)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='指令状态机';
-- 6. 自主提议待确认队列 (propose_only 档)
CREATE TABLE IF NOT EXISTS pms_proposal (
id BIGINT PRIMARY KEY AUTO_INCREMENT,
proposal_id VARCHAR(64) NOT NULL UNIQUE,
ts_code VARCHAR(16) NOT NULL,
action VARCHAR(16) NOT NULL,
qty INT NOT NULL,
hard_numbers_json TEXT NOT NULL COMMENT '安全垫/浮亏/参考位距离/敞口等, 页面展示',
judge_verdict VARCHAR(16) NULL COMMENT '决策系统研判结论 (接通后)',
judge_reason VARCHAR(500) NULL,
status VARCHAR(16) NOT NULL DEFAULT 'WAIT_USER'
COMMENT 'WAIT_USER/ACCEPTED/DECLINED/EXPIRED',
expire_at DATETIME NOT NULL,
decided_at DATETIME NULL,
created_at DATETIME NOT NULL,
KEY idx_status (status),
KEY idx_code (ts_code)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='自主提议待确认';
-- 7. 评审账本 (规则闸/研判闸/人工确认 全量留痕, 判分锚)
CREATE TABLE IF NOT EXISTS pms_action_ledger (
id BIGINT PRIMARY KEY AUTO_INCREMENT,
ts_code VARCHAR(16) NOT NULL,
decided_at DATETIME NOT NULL,
action VARCHAR(16) NOT NULL,
arbiter VARCHAR(8) NOT NULL COMMENT 'rule/judge/user',
verdict VARCHAR(8) NOT NULL COMMENT 'PASS/REJECT',
price_at DECIMAL(10,3) NOT NULL COMMENT '评审时现价 (反事实判分锚, 必填)',
hard_numbers_json TEXT NULL,
failed_checks_json TEXT NULL COMMENT '未通过项列表 (规则闸)',
reason VARCHAR(500) NULL COMMENT '理由 (研判闸/人工)',
ref_id VARCHAR(64) NULL COMMENT '关联 instruction/proposal/plan',
outcome_scored TINYINT NOT NULL DEFAULT 0 COMMENT '判分位图: 1=T+1, 2=T+5, 4=T+20',
KEY idx_code_time (ts_code, decided_at),
KEY idx_scored (outcome_scored)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='评审账本';
-- 8. 运营日报 (可重跑覆盖)
CREATE TABLE IF NOT EXISTS pms_daily_report (
id BIGINT PRIMARY KEY AUTO_INCREMENT,
ymd INT NOT NULL UNIQUE COMMENT 'YYYYMMDD',
report_json MEDIUMTEXT NOT NULL,
created_at DATETIME NOT NULL
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='运营日报';
-- 9. 行业映射 (行业划分接口的 custom_table 数据源; 用户后续灌数, 灌何种划分不限)
CREATE TABLE IF NOT EXISTS pms_industry_map (
ts_code VARCHAR(16) PRIMARY KEY,
industry VARCHAR(64) NOT NULL,
updated_at DATETIME NOT NULL
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='行业映射 (自定义数据源)';
-- 10. 运行参数持久层 (页面修改的参数落此, 优先于 settings 文件初值)
CREATE TABLE IF NOT EXISTS pms_runtime_param (
param_key VARCHAR(64) PRIMARY KEY,
param_value VARCHAR(200) NOT NULL,
updated_by VARCHAR(32) NOT NULL DEFAULT 'user',
updated_at DATETIME NOT NULL
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COMMENT='页面可调参数当前值';
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