Add tech_docs/database/sql_roadmap.md

tech_docs/database/sql_roadmap.md

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+Here's a streamlined 8-week roadmap focused purely on practical SQL skills for forex bid/ask analysis, structured for immediate application in cron jobs:
+
+### **Week 1-2: Core Foundations for Tick Data**
+**Goal:** Process raw ticks into usable formats  
+**Key Skills:**
+1. **Basic filtering**  
+   ```sql
+   -- Isolate specific currency pairs/time windows
+   SELECT * FROM ticks 
+   WHERE symbol = 'EUR/USD' 
+     AND timestamp BETWEEN '2024-01-01 00:00' AND '2024-01-01 23:59'
+   ```
+
+2. **Candlestick generation**  
+   ```sql
+   -- 1-minute OHLC candles
+   SELECT 
+     symbol,
+     DATE_TRUNC('minute', timestamp) AS minute,
+     FIRST(bid) AS open,
+     MAX(bid) AS high,
+     MIN(bid) AS low,
+     LAST(bid) AS close
+   FROM ticks
+   GROUP BY symbol, minute
+   ```
+
+3. **Spread metrics**  
+   ```sql
+   -- Average spread by hour
+   SELECT 
+     symbol,
+     EXTRACT(HOUR FROM timestamp) AS hour,
+     AVG(ask - bid) AS avg_spread
+   FROM ticks
+   GROUP BY symbol, hour
+   ```
+
+### **Week 3-4: Session Analysis & Basic Signals**
+**Goal:** Identify trading opportunities  
+**Key Skills:**
+1. **Session volatility**  
+   ```sql
+   -- London vs. NY session comparison
+   SELECT 
+     CASE 
+       WHEN EXTRACT(HOUR FROM timestamp) BETWEEN 7 AND 15 THEN 'London'
+       WHEN EXTRACT(HOUR FROM timestamp) BETWEEN 13 AND 21 THEN 'NY'
+       ELSE 'Other' 
+     END AS session,
+     STDDEV((bid+ask)/2) AS volatility
+   FROM ticks
+   GROUP BY session
+   ```
+
+2. **Rolling spreads**  
+   ```sql
+   -- 30-minute moving spread
+   SELECT 
+     timestamp,
+     AVG(ask - bid) OVER (
+       ORDER BY timestamp 
+       ROWS BETWEEN 29 PRECEDING AND CURRENT ROW
+     ) AS rolling_spread
+   FROM ticks
+   WHERE symbol = 'GBP/USD'
+   ```
+
+3. **Basic alerts**  
+   ```sql
+   -- Spread widening alert
+   SELECT symbol, timestamp, (ask - bid) AS spread
+   FROM ticks
+   WHERE (ask - bid) > 3 * (
+     SELECT AVG(ask - bid) 
+     FROM ticks 
+     WHERE timestamp > NOW() - INTERVAL '1 day'
+   )
+   ```
+
+### **Week 5-6: Advanced Pattern Detection**
+**Goal:** Build automated signal detectors  
+**Key Skills:**
+1. **Microprice calculation**  
+   ```sql
+   -- Weighted mid-price
+   SELECT 
+     timestamp,
+     (bid*ask_size + ask*bid_size)/(bid_size + ask_size) AS microprice
+   FROM ticks
+   ```
+
+2. **Order flow imbalance**  
+   ```sql
+   -- Bid/ask size ratio
+   SELECT 
+     timestamp,
+     (bid_size - ask_size)/(bid_size + ask_size) AS imbalance
+   FROM ticks
+   WHERE ABS((bid_size - ask_size)/(bid_size + ask_size)) > 0.7
+   ```
+
+3. **Consecutive moves**  
+   ```sql
+   -- 5+ consecutive bid increases
+   WITH changes AS (
+     SELECT *,
+       CASE WHEN bid > LAG(bid) OVER (ORDER BY timestamp) THEN 1 ELSE 0 END AS is_up
+     FROM ticks
+   )
+   SELECT timestamp, bid
+   FROM changes
+   WHERE is_up = 1
+   ORDER BY timestamp
+   LIMIT 5
+   ```
+
+### **Week 7-8: Optimization & Productionization**
+**Goal:** Make scripts robust and efficient  
+**Key Skills:**
+1. **Indexing for time-series**  
+   ```sql
+   CREATE INDEX idx_symbol_time ON ticks(symbol, timestamp);
+   ```
+
+2. **CTEs for complex logic**  
+   ```sql
+   WITH 
+   london_ticks AS (
+     SELECT * FROM ticks 
+     WHERE EXTRACT(HOUR FROM timestamp) BETWEEN 7 AND 15
+   ),
+   spreads AS (
+     SELECT symbol, AVG(ask - bid) AS avg_spread
+     FROM london_ticks
+     GROUP BY symbol
+   )
+   SELECT * FROM spreads WHERE avg_spread > 0.0005;
+   ```
+
+3. **Partitioning large tables**  
+   ```sql
+   CREATE TABLE ticks_partitioned (
+     -- schema
+   ) PARTITION BY RANGE (timestamp);
+   ```
+
+### **Daily Practice Structure**
+1. **Morning (5 min):** Run basic monitoring query  
+   ```sql
+   -- Current spread status
+   SELECT symbol, AVG(ask - bid) AS spread 
+   FROM ticks 
+   WHERE timestamp > NOW() - INTERVAL '15 minutes'
+   GROUP BY symbol;
+   ```
+
+2. **Evening (15 min):** Build one new analysis query  
+   - Monday: Session comparisons  
+   - Tuesday: Rolling metrics  
+   - Wednesday: Alert conditions  
+   - Thursday: Optimization tweaks  
+   - Friday: Backtest old queries  
+
+### **Key Mindset Shifts**
+1. **Think in ticks, not hours:** Your queries should process milliseconds efficiently  
+2. **Pre-compute everything:** Generate candlesticks/aggregates in SQL, not Python  
+3. **Log everything:** Every cron job should write results to a logging table  
+
+Want the condensed 1-page cheat sheet version of this roadmap? Or should we focus next on building your first complete cron-ready SQL script?