Add news data support
- Refactor everything in the process, oops Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
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@@ -1,5 +1,6 @@
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CREATE TABLE IF NOT EXISTS qrust.assets (
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symbol String,
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symbol LowCardinality(String),
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abbreviation LowCardinality(String),
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class Enum('us_equity' = 1, 'crypto' = 2),
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exchange Enum(
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'AMEX' = 1,
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@@ -11,13 +12,14 @@ CREATE TABLE IF NOT EXISTS qrust.assets (
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'OTC' = 7,
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'CRYPTO' = 8
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),
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time_added DateTime DEFAULT now()
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time_added DateTime DEFAULT now(),
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CONSTRAINT abbreviation ASSUME replace(symbol, '/', '') = abbreviation
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)
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ENGINE = ReplacingMergeTree()
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PRIMARY KEY symbol;
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CREATE TABLE IF NOT EXISTS qrust.bars (
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symbol String,
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symbol LowCardinality(String),
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time DateTime,
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open Float64,
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high Float64,
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@@ -31,8 +33,30 @@ ENGINE = ReplacingMergeTree()
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PRIMARY KEY (symbol, time)
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PARTITION BY toYYYYMM(time);
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CREATE TABLE IF NOT EXISTS qrust.backfills (
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symbol String,
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CREATE TABLE IF NOT EXISTS qrust.backfills_bars (
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symbol LowCardinality(String),
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time DateTime
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)
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ENGINE = ReplacingMergeTree()
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PRIMARY KEY symbol;
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CREATE TABLE IF NOT EXISTS qrust.news (
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id Int64,
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time_created DateTime,
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time_updated DateTime,
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symbols Array(LowCardinality(String)),
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headline String,
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author String,
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source Nullable(String),
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summary Nullable(String),
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url Nullable(String),
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)
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ENGINE = ReplacingMergeTree()
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PARTITION BY toYYYYMM(time_created)
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PRIMARY KEY id;
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CREATE TABLE IF NOT EXISTS qrust.backfills_news (
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symbol LowCardinality(String),
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time DateTime
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)
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ENGINE = ReplacingMergeTree()
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@@ -0,0 +1,7 @@
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<clickhouse>
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<profiles>
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<default>
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<max_partitions_per_insert_block>1000</max_partitions_per_insert_block>
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</default>
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</profiles>
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</clickhouse>
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