Add stock market calendar

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>

support/timescaledb/999_init.sh

@@ -36,4 +36,26 @@ psql --username "$POSTGRES_USER" --dbname "$POSTGRES_DB" <<-EOSQL
     );
 
     SELECT create_hypertable('bars', 'timestamp', 'asset_symbol', 2);
+
+    CREATE TABLE calendar (
+        date DATE NOT NULL PRIMARY KEY,
+        open TIME NOT NULL,
+        close TIME NOT NULL
+    );
+
+    CREATE VIEW bars_missing AS
+        WITH time_series AS (
+            SELECT
+                asset_symbol,
+                generate_series(MIN(timestamp), NOW(), interval '1 minute')::TIMESTAMPTZ AS expected_time
+            FROM bars
+            GROUP BY asset_symbol
+        )
+        SELECT
+            ts.asset_symbol,
+            ts.expected_time AS missing_time
+        FROM time_series ts
+        LEFT JOIN bars b
+            ON ts.asset_symbol = b.asset_symbol AND ts.expected_time = b.timestamp
+        WHERE b.timestamp IS NULL;
 EOSQL