CREATE TABLE symbols
(
  symbol String,
  name String,
  sector LowCardinality(String),
  subindustry LowCardinality(String),
  headquarters_location String,
  date_added Date,
  cik UInt32,
  year_founded String
)
ENGINE MergeTree()
ORDER BY (symbol);

CREATE TABLE option_contract_sync_statuses
(
  symbol String,
  asOfDate Date,
  status ENUM('not-started','pending','done')
)
ENGINE MergeTree()
ORDER BY (asOfDate, symbol);

CREATE TABLE option_contracts
(
  asOfDate Date,
  symbol LowCardinality(String),
  expirationDate Date,
  strike Float32,
  type ENUM('call', 'put')
)
ENGINE MergeTree()
PRIMARY KEY (asOfDate, symbol)
ORDER BY (asOfDate, symbol, expirationDate, strike, type);

CREATE TABLE stock_aggregates
(
  symbol LowCardinality(String), 
  tsStart DateTime32,
  open Float64, 
  close Float64, 
  low Float64, 
  high Float64, 
  volume UInt64, 
  volume_weighted_price Float64
)
ENGINE MergeTree()
ORDER BY (symbol, tsStart)

CREATE TABLE option_aggregates
(
  symbol LowCardinality(String), 
  expirationDate Date,
  optionType Enum('call', 'put'),
  strike Float64,

  tsStart DateTime32,
  open Float64, 
  close Float64, 
  low Float64, 
  high Float64, 
  volume UInt64, 
  volumeWeightedPrice Float64
)
ENGINE MergeTree()
ORDER BY (symbol, expirationDate, optionType, strike, tsStart)

ALTER TABLE option_aggregates ADD INDEX idx_expirationDate expirationDate TYPE minmax GRANULARITY 2;
ALTER TABLE option_aggregates ADD INDEX idx_strike strike TYPE minmax GRANULARITY 2;
ALTER TABLE option_aggregates ADD INDEX idx_tsStart tsStart TYPE minmax GRANULARITY 2;

CREATE TABLE option_histories
(
  symbol LowCardinality(String), 
  expirationDate Date,
  strike Float64,

  tsStart DateTime32,
  open Float64,
  daysToFront UInt16,
  underlyingPrice Float64,
  strikePercentageFromUnderlyingPrice Float64
)
ENGINE MergeTree()
ORDER BY (symbol, daysToFront, strikePercentageFromUnderlyingPrice)


CREATE TABLE calendar_histories
(
  symbol LowCardinality(String), 
  tsStart DateTime32,
  frontExpirationDate Date,
  backExpirationDate Date,
  daysToFrontExpiration UInt16,
  daysBetweenFrontAndBackExpiration UInt16,
  strike Float64,
  underlyingPrice Float64,
  strikePercentageFromUnderlyingPrice Float64,
  calendarPrice Float64
)
ENGINE MergeTree()
PRIMARY KEY (symbol, daysToFrontExpiration, daysBetweenFrontAndBackExpiration, strikePercentageFromUnderlyingPrice)
ORDER BY (symbol, daysToFrontExpiration, daysBetweenFrontAndBackExpiration, strikePercentageFromUnderlyingPrice, tsStart)


-- INSERT INTO calendar_histories
-- SELECT
--   front_option.symbol as symbol,
--   front_option.tsStart as tsStart,
--   front_option.expirationDate as frontExpirationDate,
--   back_option.expirationDate as backExpirationDate,
--   front_option.daysToFront as daysToFrontExpiration,
--   backExpirationDate - frontExpirationDate as daysBetweenFrontAndBackExpiration,
--   front_option.strike as strike,
--   front_option.underlyingPrice as underlyingPrice,
--   front_option.strikePercentageFromUnderlyingPrice,
--   back_option.open - front_option.open as calendarPrice
-- FROM (
--   SELECT
--     symbol,
--     tsStart,
--     expirationDate,
--     strike,
--     open,
--     daysToFront,
--     underlyingPrice,
--     strikePercentageFromUnderlyingPrice
--   FROM option_histories
-- ) AS front_option
-- LEFT JOIN option_aggregates as back_option
-- ON front_option.symbol = back_option.symbol
-- AND front_option.strike = back_option.strike
-- AND front_option.tsStart = back_option.tsStart
-- WHERE back_option.expirationDate > front_option.expirationDate
-- SETTINGS join_algorithm = 'grace_hash', grace_hash_join_initial_buckets = 16, max_bytes_in_join = 536870912