Record news signals forward for a no-trade edge test
The trader labels crypto news published after 2026-10-16 15:00 with the configured model (category and BTC direction) and, four hours later, backfills BTC/ETH 1m opens at publish, +5m, +1h and +4h from the klines table. A drawer on the trading page shows the cumulative returns of trading the labelled direction, after fees. Nothing is traded; this only collects an out-of-sample record.
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"""news signals
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Revision ID: c5e8a1b3d207
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Revises: a7d3e5f20c18
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Create Date: 2026-10-16 16:00:00.000000
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"""
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from typing import Sequence, Union
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from alembic import op
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import sqlalchemy as sa
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from sqlalchemy.dialects import postgresql
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# revision identifiers, used by Alembic.
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revision: str = 'c5e8a1b3d207'
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down_revision: Union[str, Sequence[str], None] = 'a7d3e5f20c18'
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branch_labels: Union[str, Sequence[str], None] = None
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depends_on: Union[str, Sequence[str], None] = None
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def upgrade() -> None:
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"""Upgrade schema."""
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op.create_table(
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'news_signals',
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sa.Column('news_id', sa.BigInteger(), nullable=False),
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sa.Column('category', sa.String(length=16), nullable=False),
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sa.Column('direction', sa.String(length=8), nullable=False),
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sa.Column('model', sa.String(length=64), nullable=False),
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sa.Column('labeled_at', sa.DateTime(timezone=True), server_default=sa.text('now()'), nullable=False),
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sa.Column('prices', postgresql.JSONB(astext_type=sa.Text()), nullable=True),
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sa.ForeignKeyConstraint(['news_id'], ['news_items.id']),
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sa.PrimaryKeyConstraint('news_id'),
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)
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def downgrade() -> None:
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"""Downgrade schema."""
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op.drop_table('news_signals')
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