feat(cli): iaf index + SqliteBacktestIndex — epic #540 phase 2#542
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Tier-1 SQLite index over a folder of .iafbt bundles, building on the phase-1 BacktestIndexRow contract. * services/backtest_index/sqlite_index.py: SqliteBacktestIndex with create / open / upsert / upsert_many / iter_rows / query. Every scalar field of BacktestSummaryMetrics is promoted to its own summary_<name> SQL column so analysts can filter without opening any bundle (e.g. WHERE summary_sharpe_ratio > 1.0). parameters / strategy_ids / extras round-trip as JSON text. WAL mode for safe concurrent reads. Forward-only additive schema migration via PRAGMA user_version. * cli/index_command.py + new 'iaf index <bundle-dir>' click command: walks the directory, opens each bundle with summary_only=True (no Parquet metric-blob decode), derives BacktestIndexRow, upserts. --output, --absolute-paths and --no-progress flags. * docs/design/tiered-backtest-storage.md updated with phase-2 status. Tests: 12 new (8 SqliteBacktestIndex unit tests + 4 CLI integration tests via click.testing.CliRunner). Full repo suite green (1698 passed, 42 skipped). Lint clean.
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Stacked on #541 (phase 1). Phase 2 of epic #540 — SQLite Tier-1 index.
What
New
SqliteBacktestIndexservice (investing_algorithm_framework.services.backtest_index) — single-file SQLite database with one row per bundle. Every scalar field ofBacktestSummaryMetricsis promoted to its ownsummary_<name>SQL column, so analysts can filter ad-hoc without opening any bundle:New
iaf index <bundle-dir>CLI: walks the folder, opens each.iafbtwithsummary_only=True(no Parquet decode), derives aBacktestIndexRow, upserts. Flags:--output,--absolute-paths,--no-progress.Schema details:
PRAGMA user_version— older index files get missing columns added in place.parameters/strategy_ids/extrasround-trip as JSON text columns; non-canonical summary fields land insummary_extras_json(forward-compat).Tests
12 new tests:
SqliteBacktestIndexunit tests (lifecycle, upsert PK enforcement, round-trip, replace-on-duplicate, bulk upsert, parameterised query, build-from-real-bundle).click.testing.CliRunner(relative vs absolute paths, custom output, full Click invocation).Full repo suite: 1698 passed, 42 skipped, 47 subtests passed. Lint clean.
Stacking
Base is
feature/index-row(#541) which is itself stacked onfeature/bundle-format-v2(#537). Once #537 + #541 merge, this PR's base auto-walks down todev.Tracks epic #540 — phase 2 of 3. Phase 3 (
BacktestStore+LocalTieredStore) is the remaining work.