Improve asset backfilling

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

View File

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