133 lines
5.7 KiB
SQL
133 lines
5.7 KiB
SQL
CREATE EXTENSION IF NOT EXISTS timescaledb CASCADE;
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-- Instruments : tout actif coté, y compris les devises (EUR prix = 1)
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CREATE TABLE instrument (
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id SERIAL PRIMARY KEY,
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type TEXT NOT NULL, -- devise, action, etf, crypto
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code TEXT NOT NULL UNIQUE, -- EUR, ISIN, ticker
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name TEXT NOT NULL,
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devise_cotation TEXT NOT NULL DEFAULT 'EUR'
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);
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-- Historique de prix intraday (hypertable TimescaleDB)
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-- Le job de nettoyage consolide à J-1 en gardant uniquement le dernier fetch
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CREATE TABLE price_history (
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instrument_id INTEGER NOT NULL REFERENCES instrument(id),
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fetched_at TIMESTAMPTZ NOT NULL DEFAULT NOW(),
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prix NUMERIC(24, 8) NOT NULL,
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PRIMARY KEY (instrument_id, fetched_at)
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);
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SELECT create_hypertable('price_history', by_range('fetched_at'));
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CREATE INDEX idx_price_history_instrument ON price_history(instrument_id, fetched_at DESC);
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-- Cache OpenFIGI (ISIN → ticker Yahoo Finance) et CoinGecko (ticker → coin ID)
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CREATE TABLE instrument_ticker_cache (
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instrument_id INTEGER PRIMARY KEY REFERENCES instrument(id) ON DELETE CASCADE,
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ticker TEXT NOT NULL,
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fetched_at TIMESTAMPTZ NOT NULL DEFAULT NOW()
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);
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-- Comptes et enveloppes : les enveloppes sont des sous-comptes (master_account_id non null)
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-- Un sous-compte hérite du type et de la devise de son maître ; pas de chaînage
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CREATE TABLE account (
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id SERIAL PRIMARY KEY,
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nom TEXT NOT NULL,
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type TEXT NOT NULL, -- courant, livret, pea, cto, crypto, ...
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devise_reference TEXT NOT NULL DEFAULT 'EUR',
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plafond NUMERIC(24, 8), -- indicatif (ex : plafond réglementaire Livret A)
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master_account_id INTEGER REFERENCES account(id) ON DELETE CASCADE,
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objectif TEXT -- description libre pour les enveloppes
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);
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-- Règles de récurrence
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CREATE TABLE recurring_rule (
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id SERIAL PRIMARY KEY,
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account_source_id INTEGER REFERENCES account(id),
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instrument_source_id INTEGER REFERENCES instrument(id),
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quantite_source NUMERIC(30, 18),
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account_dest_id INTEGER REFERENCES account(id),
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instrument_dest_id INTEGER REFERENCES instrument(id),
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quantite_dest NUMERIC(30, 18),
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tiers TEXT,
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label TEXT NOT NULL,
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categorie TEXT,
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frequence TEXT NOT NULL, -- RRULE string (RFC 5545)
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date_debut DATE NOT NULL,
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date_fin DATE,
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generated_until DATE -- curseur d'idempotence
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);
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-- Transactions : échange atomique source/dest généralisé aux instruments
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CREATE TABLE transaction (
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id BIGSERIAL PRIMARY KEY,
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date DATE NOT NULL,
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account_source_id INTEGER REFERENCES account(id),
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instrument_source_id INTEGER REFERENCES instrument(id),
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quantite_source NUMERIC(30, 18),
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account_dest_id INTEGER REFERENCES account(id),
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instrument_dest_id INTEGER REFERENCES instrument(id),
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quantite_dest NUMERIC(30, 18),
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tiers TEXT,
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label TEXT NOT NULL,
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categorie TEXT,
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validated BOOLEAN NOT NULL DEFAULT FALSE,
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recurring_rule_id INTEGER REFERENCES recurring_rule(id),
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-- Chaque côté est soit entièrement renseigné soit entièrement null
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-- Au moins un côté doit exister
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CONSTRAINT chk_transaction_sides CHECK (
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(
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account_source_id IS NOT NULL AND
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instrument_source_id IS NOT NULL AND
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quantite_source IS NOT NULL
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OR
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account_source_id IS NULL AND
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instrument_source_id IS NULL AND
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quantite_source IS NULL
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)
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AND
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(
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account_dest_id IS NOT NULL AND
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instrument_dest_id IS NOT NULL AND
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quantite_dest IS NOT NULL
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OR
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account_dest_id IS NULL AND
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instrument_dest_id IS NULL AND
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quantite_dest IS NULL
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)
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AND
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(account_source_id IS NOT NULL OR account_dest_id IS NOT NULL)
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)
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);
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CREATE INDEX idx_transaction_date ON transaction(date);
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CREATE INDEX idx_transaction_account_source ON transaction(account_source_id) WHERE account_source_id IS NOT NULL;
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CREATE INDEX idx_transaction_account_dest ON transaction(account_dest_id) WHERE account_dest_id IS NOT NULL;
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CREATE INDEX idx_transaction_unvalidated ON transaction(date) WHERE validated = FALSE;
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-- Snapshots de position par instrument et par compte (hypertable TimescaleDB)
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CREATE TABLE position_snapshot (
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date DATE NOT NULL,
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account_id INTEGER NOT NULL REFERENCES account(id),
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instrument_id INTEGER NOT NULL REFERENCES instrument(id),
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quantite NUMERIC(30, 18) NOT NULL,
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pru NUMERIC(24, 8),
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prix_cloture NUMERIC(24, 8),
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valeur NUMERIC(24, 8),
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PRIMARY KEY (date, account_id, instrument_id)
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);
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SELECT create_hypertable('position_snapshot', by_range('date'));
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CREATE INDEX idx_position_snapshot_lookup ON position_snapshot(account_id, instrument_id, date DESC);
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-- Snapshots de valeur agrégée par compte (hypertable TimescaleDB)
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CREATE TABLE account_snapshot (
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date DATE NOT NULL,
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account_id INTEGER NOT NULL REFERENCES account(id),
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valeur NUMERIC(24, 8) NOT NULL,
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PRIMARY KEY (date, account_id)
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);
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SELECT create_hypertable('account_snapshot', by_range('date'));
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CREATE INDEX idx_account_snapshot_lookup ON account_snapshot(account_id, date DESC);
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-- EUR : instrument de base, prix toujours = 1
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INSERT INTO instrument (type, code, name, devise_cotation) VALUES ('devise', 'EUR', 'Euro', 'EUR');
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