CREATE TABLE IF NOT EXISTS robo_mpt_portfolios ( rmp_id BIGINT UNSIGNED NOT NULL AUTO_INCREMENT, rmp_date DATETIME NOT NULL COMMENT '日期', rmp_risk TINYINT NOT NULL COMMENT '风险等级', rmp_type VARCHAR(255) NOT NULL COMMENT '投组类型', rmp_rolve TINYINT NOT NULL COMMENT '求解方式', rmp_portfolio JSON DEFAULT NULL COMMENT '投组权重', rmp_cvar DOUBLE DEFAULT NULL COMMENT '投组cvar', rmp_create_time DATETIME NOT NULL DEFAULT CURRENT_TIMESTAMP, rmp_update_time DATETIME DEFAULT NULL ON UPDATE CURRENT_TIMESTAMP, PRIMARY KEY (rmp_id), UNIQUE INDEX (rmp_date, rmp_risk, rmp_type), INDEX (rmp_risk), INDEX (rmp_type) ) ENGINE = InnoDB AUTO_INCREMENT = 0 DEFAULT CHARSET = utf8mb4 COMMENT '最优投组表'; CREATE TABLE IF NOT EXISTS robo_hold_portfolios ( rhp_id BIGINT UNSIGNED NOT NULL AUTO_INCREMENT, rhp_date DATETIME NOT NULL COMMENT '日期', rhp_risk TINYINT NOT NULL COMMENT '风险等级', rhp_rrs_id BIGINT UNSIGNED DEFAULT NULL COMMENT '调仓信号id', rhp_rebalance TINYINT NOT NULL DEFAULT 0 COMMENT '是否调仓', rhp_portfolios JSON NOT NULL COMMENT '投组信息', rhp_nav DOUBLE(12, 4) NOT NULL COMMENT '资产值', rhp_create_time DATETIME NOT NULL DEFAULT CURRENT_TIMESTAMP, rhp_update_time DATETIME DEFAULT NULL ON UPDATE CURRENT_TIMESTAMP, PRIMARY KEY (rhp_id), UNIQUE INDEX (rhp_date, rhp_risk), INDEX (rhp_risk) ) ENGINE = InnoDB AUTO_INCREMENT = 0 DEFAULT CHARSET = utf8mb4 COMMENT '持仓投组表';