-- 逐笔成交(plan.md §32;reason_json 为 AI 可解释性关键) -- 由 src/hdiv/data/schema.py 生成,请勿手工修改 CREATE TABLE IF NOT EXISTS `hd_backtest_trade` ( `id` BIGINT NOT NULL AUTO_INCREMENT, `run_id` VARCHAR(32) NOT NULL, `trade_id` VARCHAR(32) NOT NULL, `symbol` VARCHAR(12) NOT NULL, `signal_date` DATE NOT NULL, `execution_date` DATE NOT NULL, `side` VARCHAR(4) NOT NULL COMMENT 'BUY/SELL', `price` DECIMAL(16,4) NOT NULL, `quantity` DECIMAL(20,4) NOT NULL, `amount` DECIMAL(24,4) NOT NULL, `commission` DECIMAL(16,4) NOT NULL DEFAULT 0, `stamp_tax` DECIMAL(16,4) NOT NULL DEFAULT 0, `transfer_fee` DECIMAL(16,4) NOT NULL DEFAULT 0, `slippage_cost` DECIMAL(16,4) NOT NULL DEFAULT 0, `total_cost` DECIMAL(16,4) NOT NULL DEFAULT 0, `realized_pnl` DECIMAL(24,4) NULL, `holding_days` INT NULL, `reason_json` TEXT NULL COMMENT 'BUY/SELL 的完整理由快照', `created_at` DATETIME NOT NULL, PRIMARY KEY (`id`), UNIQUE KEY `uq_hd_bt_trade` (`run_id`,`trade_id`), KEY `ix_hd_bt_trade_sym` (`run_id`,`symbol`,`execution_date`), KEY `ix_hd_bt_trade_date` (`execution_date`) ) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4 COLLATE=utf8mb4_general_ci COMMENT='回测成交流水';