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Improve asset backfilling

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Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
Nick Karaolidis
2023-09-09 20:35:15 +03:00
parent c57eb7567c
commit 8a88d58192
9 changed files with 129 additions and 302 deletions
Download Patch File Download Diff File Expand all files Collapse all files

22
.sqlx/query-08656bb2e5424ab67014cc40c6cdcbf852e3e30364c3ea23269f29a331f807be.json generated
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@@ -1,22 +0,0 @@
{
"db_name": "PostgreSQL",
"query": "INSERT INTO bars_filled (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 NOTHING",
"describe": {
"columns": [],
"parameters": {
"Left": [
"Timestamptz",
"Text",
"Float8",
"Float8",
"Float8",
"Float8",
"Float8",
"Int8",
"Float8"
]
},
"nullable": []
},
"hash": "08656bb2e5424ab67014cc40c6cdcbf852e3e30364c3ea23269f29a331f807be"
}

78
.sqlx/query-26f7ea563429e395d270cfae4993059aa8ddab93e52c95761de2de022af91ad8.json generated
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@@ -1,78 +0,0 @@
{
"db_name": "PostgreSQL",
"query": "INSERT INTO bars_filled (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": [
{
"ordinal": 0,
"name": "timestamp",
"type_info": "Timestamptz"
},
{
"ordinal": 1,
"name": "asset_symbol",
"type_info": "Text"
},
{
"ordinal": 2,
"name": "open",
"type_info": "Float8"
},
{
"ordinal": 3,
"name": "high",
"type_info": "Float8"
},
{
"ordinal": 4,
"name": "low",
"type_info": "Float8"
},
{
"ordinal": 5,
"name": "close",
"type_info": "Float8"
},
{
"ordinal": 6,
"name": "volume",
"type_info": "Float8"
},
{
"ordinal": 7,
"name": "num_trades",
"type_info": "Int8"
},
{
"ordinal": 8,
"name": "volume_weighted",
"type_info": "Float8"
}
],
"parameters": {
"Left": [
"Timestamptz",
"Text",
"Float8",
"Float8",
"Float8",
"Float8",
"Float8",
"Int8",
"Float8"
]
},
"nullable": [
false,
false,
false,
false,
false,
false,
false,
false,
false
]
},
"hash": "26f7ea563429e395d270cfae4993059aa8ddab93e52c95761de2de022af91ad8"
}

16
.sqlx/query-615dcbdc8f624ee990566b21f61b495fb273194a8278435cf4ed84028a55dbc0.json → .sqlx/query-6d9509cd482fbc022bfd157af8e59a1a32f0fbd8802cfec980e05706fb697b58.json generated
View File

@@ -1,6 +1,6 @@
{
"db_name": "PostgreSQL",
"query": "SELECT * FROM bars_filled WHERE timestamp < $1 AND asset_symbol = $2 ORDER BY timestamp DESC LIMIT 1",
"query": "SELECT * FROM bars WHERE asset_symbol = $1 AND timestamp < $2 AND open IS NOT NULL AND high IS NOT NULL AND low IS NOT NULL AND close IS NOT NULL ORDER BY timestamp DESC LIMIT 1",
"describe": {
"columns": [
{
@@ -51,21 +51,21 @@
],
"parameters": {
"Left": [
"Timestamptz",
"Text"
"Text",
"Timestamptz"
]
},
"nullable": [
false,
false,
false,
false,
false,
false,
true,
true,
true,
true,
false,
false,
false
]
},
"hash": "615dcbdc8f624ee990566b21f61b495fb273194a8278435cf4ed84028a55dbc0"
"hash": "6d9509cd482fbc022bfd157af8e59a1a32f0fbd8802cfec980e05706fb697b58"
}