CREATE TABLE IF NOT EXISTS robo_assets_pool ( rap_id BIGINT UNSIGNED NOT NULL AUTO_INCREMENT, rap_date DATETIME NOT NULL COMMENT '数据日期', rap_type TINYINT NOT NULL COMMENT '资产池类别', rap_asset_ids JSON DEFAULT NULL COMMENT '基金ID', rap_create_time DATETIME NOT NULL DEFAULT CURRENT_TIMESTAMP, rap_update_time DATETIME DEFAULT NULL ON UPDATE CURRENT_TIMESTAMP, PRIMARY KEY (rap_id), UNIQUE INDEX (rap_date, rap_type), INDEX (rap_type) ) ENGINE = InnoDB AUTO_INCREMENT = 0 DEFAULT CHARSET = utf8mb4 COMMENT '资产池'; CREATE TABLE IF NOT EXISTS asset_risk_dates ( ard_id BIGINT UNSIGNED NOT NULL AUTO_INCREMENT, ard_date DATETIME NOT NULL COMMENT '风控日期', ard_type TINYINT NOT NULL COMMENT '日期类型', ard_asset_id BIGINT UNSIGNED NOT NULL COMMENT '资产ID', ard_create_time DATETIME NOT NULL DEFAULT CURRENT_TIMESTAMP, ard_update_time DATETIME DEFAULT NULL ON UPDATE CURRENT_TIMESTAMP, PRIMARY KEY (ard_id), INDEX (ard_date), INDEX (ard_type), INDEX (ard_asset_id) ) ENGINE = InnoDB AUTO_INCREMENT = 0 DEFAULT CHARSET = utf8mb4 COMMENT '资产风控日期表'; CREATE TABLE IF NOT EXISTS asset_ewma_value ( aev_id BIGINT UNSIGNED NOT NULL AUTO_INCREMENT, aev_date DATETIME NOT NULL COMMENT '日期', aev_asset_id BIGINT UNSIGNED NOT NULL COMMENT '资产ID', aev_value DOUBLE NOT NULL COMMENT 'ewma值', aev_create_time DATETIME NOT NULL DEFAULT CURRENT_TIMESTAMP, aev_update_time DATETIME DEFAULT NULL ON UPDATE CURRENT_TIMESTAMP, PRIMARY KEY (aev_id), UNIQUE INDEX (aev_asset_id, aev_date), INDEX (aev_date) ) ENGINE = InnoDB AUTO_INCREMENT = 0 DEFAULT CHARSET = utf8mb4 COMMENT '资产EWMA数据';