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data fixes, partial custom indicator support

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This commit is contained in:
Tim Olson
2026-04-08 21:28:31 -04:00
parent b701554996
commit a70dcd954f
81 changed files with 5438 additions and 1852 deletions
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17
flink/src/main/java/com/dexorder/flink/iceberg/SchemaInitializer.java
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@@ -80,9 +80,8 @@ public class SchemaInitializer {
*/
// Bump this when the schema changes. Tables with a different (or missing) version
// will be dropped and recreated. Increment by 1 for each incompatible change.
// v2: open/high/low/close changed from required to optional to support null gap bars
// v3: timestamps changed from microseconds to nanoseconds; ticker format changed to BTC/USDT.BINANCE
private static final String OHLC_SCHEMA_VERSION = "3";
// v1: open/high/low/close required; ingestor forward-fills interior gaps with previous close
private static final String OHLC_SCHEMA_VERSION = "1";
private static final String SCHEMA_VERSION_PROP = "app.schema.version";
private void initializeOhlcTable() {
@@ -121,7 +120,7 @@ public class SchemaInitializer {
LOG.info("Creating OHLC table: {}", tableId);
// Define the OHLC schema.
// timestamp is stored as BIGINT (microseconds since epoch), not a TIMESTAMP type,
// timestamp is stored as BIGINT (nanoseconds since epoch), not a TIMESTAMP type,
// so that GenericRowData.setField() accepts a plain Long value.
Schema schema = new Schema(
// Primary key fields
@@ -129,11 +128,11 @@ public class SchemaInitializer {
required(2, "period_seconds", Types.IntegerType.get(), "OHLC period in seconds"),
required(3, "timestamp", Types.LongType.get(), "Candle timestamp in nanoseconds since epoch"),
// OHLC price data — optional to support gap bars (null = no trades that period)
optional(4, "open", Types.LongType.get(), "Opening price"),
optional(5, "high", Types.LongType.get(), "Highest price"),
optional(6, "low", Types.LongType.get(), "Lowest price"),
optional(7, "close", Types.LongType.get(), "Closing price"),
// OHLC price data — required; ingestor forward-fills interior gaps with previous close
required(4, "open", Types.LongType.get(), "Opening price (forward-filled for interior market gaps)"),
required(5, "high", Types.LongType.get(), "Highest price"),
required(6, "low", Types.LongType.get(), "Lowest price"),
required(7, "close", Types.LongType.get(), "Closing price"),
// Volume data
optional(8, "volume", Types.LongType.get(), "Total volume"),