# CTA 1D Parquet Dataset Requirements
# This file specifies the required Parquet tables for alpha_lab CTA 1D task

# Table 1: Alpha158 Features
cta_alpha158_1d:
  source:
    database: dfs://daily_stock_run
    table: stg_1day_tinysoft_cta_alpha159_0_7_beta
    host: 192.168.1.146
    port: 8848
  target:
    path: cta_alpha158_1d/
    partition_freq: 1D
    col_datetime: m_nDate
    code_format: tscode
  description: Alpha158 features for CTA futures (~163 columns)
  priority: medium

# Table 2: HFFactor Features (requires pivot)
cta_hffactor_1d:
  source:
    database: dfs://daily_stock_run
    table: stg_1day_tinysoft_cta_hffactor
    host: 192.168.1.146
    port: 8848
    # Long format: code, m_nDate, factor_name, value
    # Pivot to wide format during export
    pivot:
      index: [code, m_nDate]
      columns: factor_name
      values: value
      filter:  # Only these 8 columns needed
        - vol_1min
        - skew_1min
        - volp_1min
        - volp_ratio_1min
        - voln_ratio_1min
        - trend_strength_1min
        - pv_corr_1min
        - flowin_ratio_1min
  target:
    path: cta_hffactor_1d/
    partition_freq: 1D
    col_datetime: m_nDate
    code_format: tscode
  description: High-frequency factor features (8 columns, pivoted from long format)
  priority: medium
  notes: Requires pivot transformation from long to wide format

# Table 3: Dominant Contract Mapping
cta_dom_1d:
  source:
    database: dfs://daily_stock_run
    table: dwm_1day_cta_dom
    host: 192.168.1.146
    port: 8848
    # Group and aggregate during export
    group_by: [m_nDate, code_init]
    filter: "version='vp_csmax_roll2_cummax'"
    agg: "first(code) as code"
  target:
    path: cta_dom_1d/
    partition_freq: 1D
    col_datetime: m_nDate
    code_format: tscode
  description: Dominant contract mapping for continuous contracts
  priority: medium
  notes: Requires group_by + aggregation, filter by version

# Table 4: Return Labels
cta_labels_1d:
  source:
    database: dfs://daily_stock_run
    table: stg_1day_tinysoft_cta_hfvalue
    host: 192.168.1.146
    port: 8848
    # Filter for specific indicators
    indicators:
      - twap_open1m@1_twap_close1m@1  # o2c_twap1min
      - twap_open1m@1_twap_open1m@2   # o2o_twap1min
  target:
    path: cta_labels_1d/
    partition_freq: 1D
    col_datetime: m_nDate
    code_format: tscode
  description: Return labels for different return types
  priority: medium
  notes: Filter indicator column for specific return types