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(20) UNSIGNED NOT NULL AUTO_INCREMENT, `rhp_date` datetime NOT NULL COMMENT '日期', `rhp_risk` tinyint(4) NOT NULL COMMENT '风险等级', `rhp_rrs_id` bigint(20) UNSIGNED NULL DEFAULT NULL COMMENT '调仓信号id', `rhp_rebalance` tinyint(4) NOT NULL DEFAULT 0 COMMENT '是否调仓', `rhp_portfolios` json NOT NULL COMMENT '投组信息', `rhp_fund_av` double(12, 4) NOT NULL COMMENT '投组原始净值,sum(个股原始净值*对应份额)', `rhp_fund_nav` double(12, 4) NOT NULL DEFAULT 0.0000 COMMENT '基金被动配息做配股', `rhp_nav` double(12, 4) NOT NULL COMMENT '复权净值', `rhp_asset_nav` double(12, 4) NOT NULL COMMENT '产品净值,投顾模式:fund_av', `rhp_div_forecast` double(12, 4) NOT NULL DEFAULT 0.0000 COMMENT '预配息金额', `rhp_div_acc` double(12, 4) NOT NULL COMMENT '累计配息金额,投顾:acc(port_div + fund_div)', `rhp_port_div` double(12, 4) NOT NULL COMMENT '主动配息', `rhp_cash` double(12, 4) NOT NULL DEFAULT 0.0000 COMMENT '现金(产品的现金账户)', `rhp_fund_div` double(12, 4) NOT NULL COMMENT '持有基金配息sum(个股每股配息*对应份额)', `rhp_create_time` datetime NOT NULL DEFAULT CURRENT_TIMESTAMP, `rhp_update_time` datetime NULL DEFAULT NULL ON UPDATE CURRENT_TIMESTAMP, `v_nav_div_acc` double(12, 4) GENERATED ALWAYS AS ((`rhp_asset_nav` + `rhp_div_acc`)) VIRTUAL COMMENT '产品累计净值 asset_nav+ acc_div' NOT NULL, PRIMARY KEY (`rhp_id`) USING BTREE, UNIQUE INDEX `rhp_date`(`rhp_date`, `rhp_risk`) USING BTREE, INDEX `rhp_risk`(`rhp_risk`) USING BTREE ) ENGINE = InnoDB AUTO_INCREMENT = 1 CHARACTER SET = utf8mb4 COLLATE = utf8mb4_general_ci COMMENT = '持仓投组表' ROW_FORMAT = Dynamic;