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packages/db/schema.py

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+"""SQLite schema（可迁移设计）。时间戳存 UTC ms。"""
+
+from __future__ import annotations
+
+import sqlite3
+from pathlib import Path
+
+SCHEMA_SQL = """
+CREATE TABLE IF NOT EXISTS option_quotes (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    ts_ms INTEGER NOT NULL,
+    exchange TEXT NOT NULL,
+    underlying TEXT NOT NULL,
+    inst_id TEXT NOT NULL,
+    expiry_ymd TEXT NOT NULL,
+    strike REAL NOT NULL,
+    side TEXT NOT NULL,
+    index_px REAL NOT NULL,
+    ask REAL,
+    bid REAL,
+    ask_sz REAL,
+    bid_sz REAL,
+    leverage REAL,
+    created_at_ms INTEGER NOT NULL
+);
+
+CREATE INDEX IF NOT EXISTS idx_oq_ts ON option_quotes(ts_ms);
+CREATE INDEX IF NOT EXISTS idx_oq_side_ts ON option_quotes(side, ts_ms);
+CREATE INDEX IF NOT EXISTS idx_oq_expiry ON option_quotes(expiry_ymd);
+
+CREATE TABLE IF NOT EXISTS index_ticks (
+    id INTEGER PRIMARY KEY AUTOINCREMENT,
+    ts_ms INTEGER NOT NULL,
+    exchange TEXT NOT NULL,
+    underlying TEXT NOT NULL,
+    index_px REAL NOT NULL,
+    created_at_ms INTEGER NOT NULL
+);
+
+CREATE INDEX IF NOT EXISTS idx_it_ts ON index_ticks(ts_ms);
+CREATE INDEX IF NOT EXISTS idx_it_u_ts ON index_ticks(underlying, ts_ms);
+
+CREATE TABLE IF NOT EXISTS expiry_settlements (
+    expiry_ymd TEXT PRIMARY KEY,
+    settle_ts_ms INTEGER NOT NULL,
+    settle_index_px REAL NOT NULL,
+    exchange TEXT NOT NULL,
+    underlying TEXT NOT NULL,
+    created_at_ms INTEGER NOT NULL
+);
+
+CREATE TABLE IF NOT EXISTS collector_heartbeat (
+    id INTEGER PRIMARY KEY CHECK (id = 1),
+    last_ok_ts_ms INTEGER,
+    last_error TEXT,
+    last_error_ts_ms INTEGER,
+    consecutive_failures INTEGER NOT NULL DEFAULT 0,
+    meta_json TEXT
+);
+"""
+
+
+def init_db(db_path: str | Path) -> sqlite3.Connection:
+    path = Path(db_path)
+    path.parent.mkdir(parents=True, exist_ok=True)
+    conn = sqlite3.connect(str(path), check_same_thread=False)
+    conn.row_factory = sqlite3.Row
+    conn.execute("PRAGMA journal_mode=WAL;")
+    conn.execute("PRAGMA synchronous=NORMAL;")
+    conn.executescript(SCHEMA_SQL)
+    conn.execute(
+        "INSERT OR IGNORE INTO collector_heartbeat (id, consecutive_failures) VALUES (1, 0)"
+    )
+    conn.commit()
+    return conn