Improve asset backfilling
Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
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@@ -39,18 +39,10 @@ psql --username "$POSTGRES_USER" --dbname "$POSTGRES_DB" <<-EOSQL
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SELECT create_hypertable('bars', 'timestamp', 'asset_symbol', 15);
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CREATE TABLE bars_filled (
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timestamp TIMESTAMPTZ,
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asset_symbol TEXT REFERENCES assets(symbol) ON DELETE CASCADE ON UPDATE CASCADE,
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open DOUBLE PRECISION NOT NULL,
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high DOUBLE PRECISION NOT NULL,
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low DOUBLE PRECISION NOT NULL,
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close DOUBLE PRECISION NOT NULL,
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volume DOUBLE PRECISION NOT NULL,
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num_trades BIGINT NOT NULL,
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volume_weighted DOUBLE PRECISION NOT NULL,
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PRIMARY KEY (asset_symbol, timestamp)
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ALTER TABLE bars SET (
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timescaledb.compress,
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timescaledb.compress_segmentby = 'asset_symbol'
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);
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SELECT create_hypertable('bars_filled', 'timestamp', 'asset_symbol', 15);
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SELECT add_compression_policy('bars', INTERVAL '30 days');
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EOSQL
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