Remove apca dependency

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
2023-09-02 19:18:14 +03:00
parent d636606285
commit 203b028d7c
37 changed files with 760 additions and 894 deletions

View File

@@ -17,8 +17,7 @@
"kind": {
"Enum": [
"us_equity",
"crypto",
"unknown"
"crypto"
]
}
}
@@ -39,7 +38,7 @@
"NYSE",
"NYSEARCA",
"OTC",
"unknown"
"CRYPTO"
]
}
}

View File

@@ -17,8 +17,7 @@
"kind": {
"Enum": [
"us_equity",
"crypto",
"unknown"
"crypto"
]
}
}
@@ -39,7 +38,7 @@
"NYSE",
"NYSEARCA",
"OTC",
"unknown"
"CRYPTO"
]
}
}

View File

@@ -17,8 +17,7 @@
"kind": {
"Enum": [
"us_equity",
"crypto",
"unknown"
"crypto"
]
}
}
@@ -39,7 +38,7 @@
"NYSE",
"NYSEARCA",
"OTC",
"unknown"
"CRYPTO"
]
}
}

View File

@@ -17,8 +17,7 @@
"kind": {
"Enum": [
"us_equity",
"crypto",
"unknown"
"crypto"
]
}
}
@@ -39,7 +38,7 @@
"NYSE",
"NYSEARCA",
"OTC",
"unknown"
"CRYPTO"
]
}
}
@@ -65,8 +64,7 @@
"kind": {
"Enum": [
"us_equity",
"crypto",
"unknown"
"crypto"
]
}
}
@@ -83,7 +81,7 @@
"NYSE",
"NYSEARCA",
"OTC",
"unknown"
"CRYPTO"
]
}
}

View File

@@ -1,6 +1,6 @@
{
"db_name": "PostgreSQL",
"query": "INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume)\n SELECT * FROM UNNEST($1::timestamptz[], $2::text[], $3::float8[], $4::float8[], $5::float8[], $6::float8[], $7::float8[])\n RETURNING timestamp, asset_symbol, open, high, low, close, volume",
"query": "INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted)\n SELECT * FROM UNNEST($1::timestamptz[], $2::text[], $3::float8[], $4::float8[], $5::float8[], $6::float8[], $7::float8[], $8::int8[], $9::float8[])\n RETURNING timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted",
"describe": {
"columns": [
{
@@ -37,6 +37,16 @@
"ordinal": 6,
"name": "volume",
"type_info": "Float8"
},
{
"ordinal": 7,
"name": "num_trades",
"type_info": "Int8"
},
{
"ordinal": 8,
"name": "volume_weighted",
"type_info": "Float8"
}
],
"parameters": {
@@ -47,6 +57,8 @@
"Float8Array",
"Float8Array",
"Float8Array",
"Float8Array",
"Int8Array",
"Float8Array"
]
},
@@ -57,8 +69,10 @@
false,
false,
false,
false,
false,
false
]
},
"hash": "e1dcfdc44f4d322c33d10828124d864b5b1087c2d07f385a309a7b0fcb4c9c6d"
"hash": "b940befc2fbef48069c41f18485a2b6b3e523ee3106af735235701a5a151a29f"
}

View File

@@ -17,8 +17,7 @@
"kind": {
"Enum": [
"us_equity",
"crypto",
"unknown"
"crypto"
]
}
}
@@ -39,7 +38,7 @@
"NYSE",
"NYSEARCA",
"OTC",
"unknown"
"CRYPTO"
]
}
}

View File

@@ -1,6 +1,6 @@
{
"db_name": "PostgreSQL",
"query": "SELECT symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, date_added FROM assets WHERE class = 'crypto'",
"query": "SELECT symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, date_added FROM assets WHERE class = $1::CLASS",
"describe": {
"columns": [
{
@@ -17,8 +17,7 @@
"kind": {
"Enum": [
"us_equity",
"crypto",
"unknown"
"crypto"
]
}
}
@@ -39,7 +38,7 @@
"NYSE",
"NYSEARCA",
"OTC",
"unknown"
"CRYPTO"
]
}
}
@@ -57,7 +56,19 @@
}
],
"parameters": {
"Left": []
"Left": [
{
"Custom": {
"name": "class",
"kind": {
"Enum": [
"us_equity",
"crypto"
]
}
}
}
]
},
"nullable": [
false,
@@ -67,5 +78,5 @@
false
]
},
"hash": "826f5f5b55cd00d274bb38e5d5c2fff68b4bf970c1508ce7038004d6404d7f4e"
"hash": "d1e9b79a4bb2651b4dde42770576a2776f5881039c8f17c04747770a5bf97214"
}

View File

@@ -1,6 +1,6 @@
{
"db_name": "PostgreSQL",
"query": "INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume) VALUES ($1, $2, $3, $4, $5, $6, $7)\n RETURNING timestamp, asset_symbol, open, high, low, close, volume",
"query": "INSERT INTO bars (timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted) VALUES ($1, $2, $3, $4, $5, $6, $7, $8, $9)\n ON CONFLICT (timestamp, asset_symbol) DO UPDATE SET open = $3, high = $4, low = $5, close = $6, volume = $7, num_trades = $8, volume_weighted = $9\n RETURNING timestamp, asset_symbol, open, high, low, close, volume, num_trades, volume_weighted",
"describe": {
"columns": [
{
@@ -37,6 +37,16 @@
"ordinal": 6,
"name": "volume",
"type_info": "Float8"
},
{
"ordinal": 7,
"name": "num_trades",
"type_info": "Int8"
},
{
"ordinal": 8,
"name": "volume_weighted",
"type_info": "Float8"
}
],
"parameters": {
@@ -47,6 +57,8 @@
"Float8",
"Float8",
"Float8",
"Float8",
"Int8",
"Float8"
]
},
@@ -57,8 +69,10 @@
false,
false,
false,
false,
false,
false
]
},
"hash": "e963b6055e28dec14f5e8f82738481327371c97175939a58de8cf54f72fa57ad"
"hash": "ece42c3a72569b95f1b0d77faffe71bf99e5d92a7ee1e5c13090706afde9147c"
}

View File

@@ -1,71 +0,0 @@
{
"db_name": "PostgreSQL",
"query": "SELECT symbol, class as \"class: Class\", exchange as \"exchange: Exchange\", trading, date_added FROM assets WHERE class = 'us_equity'",
"describe": {
"columns": [
{
"ordinal": 0,
"name": "symbol",
"type_info": "Text"
},
{
"ordinal": 1,
"name": "class: Class",
"type_info": {
"Custom": {
"name": "class",
"kind": {
"Enum": [
"us_equity",
"crypto",
"unknown"
]
}
}
}
},
{
"ordinal": 2,
"name": "exchange: Exchange",
"type_info": {
"Custom": {
"name": "exchange",
"kind": {
"Enum": [
"AMEX",
"ARCA",
"BATS",
"NASDAQ",
"NYSE",
"NYSEARCA",
"OTC",
"unknown"
]
}
}
}
},
{
"ordinal": 3,
"name": "trading",
"type_info": "Bool"
},
{
"ordinal": 4,
"name": "date_added",
"type_info": "Timestamptz"
}
],
"parameters": {
"Left": []
},
"nullable": [
false,
false,
false,
false,
false
]
},
"hash": "f00346add91af120daa4930f3c92b0d96742546d15943c85c594187139516d0b"
}