-- 绩效指标长表(scope 区分样本内/外/窗口;plan.md §28) -- 由 src/hdiv/data/schema.py 生成,请勿手工修改 CREATE TABLE IF NOT EXISTS `hd_backtest_metric` ( `id` BIGINT NOT NULL AUTO_INCREMENT, `run_id` VARCHAR(32) NOT NULL, `scope` VARCHAR(24) NOT NULL COMMENT 'all/train/test/window_k/year_YYYY', `category` VARCHAR(16) NOT NULL COMMENT 'return/risk/trade/benchmark', `metric_code` VARCHAR(48) NOT NULL, `metric_value` DECIMAL(24,8) NULL, `benchmark_code` VARCHAR(16) NOT NULL DEFAULT '' COMMENT '空串=策略自身;NULL 会绕过唯一约束故禁用', `unit` VARCHAR(16) NULL COMMENT 'ratio/pct/money/count/days', `created_at` DATETIME NOT NULL, PRIMARY KEY (`id`), UNIQUE KEY `uq_hd_bt_metric` (`run_id`,`scope`,`metric_code`,`benchmark_code`), KEY `ix_hd_bt_metric_code` (`metric_code`), KEY `ix_hd_bt_metric_scope` (`run_id`,`scope`,`category`) ) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_general_ci COMMENT='回测绩效指标';