Add managed Alpaca pool

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>
This commit is contained in:
2023-08-29 16:59:34 +03:00
parent 003f47339f
commit a542225680
18 changed files with 265 additions and 183 deletions

View File

@@ -15,27 +15,24 @@ psql --username "$POSTGRES_USER" --dbname "$POSTGRES_DB" <<-EOSQL
);
CREATE TABLE assets (
id UUID PRIMARY KEY,
symbol VARCHAR(20) NOT NULL UNIQUE,
symbol TEXT PRIMARY KEY,
class CLASS NOT NULL,
exchange EXCHANGE NOT NULL,
trading BOOLEAN NOT NULL DEFAULT FALSE,
date_added TIMESTAMPTZ NOT NULL DEFAULT NOW()
);
CREATE INDEX assets_symbol_idx ON assets (symbol);
CREATE TABLE bars (
timestamp TIMESTAMPTZ NOT NULL,
asset_id UUID NOT NULL REFERENCES assets(id),
asset_symbol TEXT NOT NULL REFERENCES assets(symbol),
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,
PRIMARY KEY (asset_id, timestamp),
FOREIGN KEY (asset_id) REFERENCES assets(id)
PRIMARY KEY (asset_symbol, timestamp),
FOREIGN KEY (asset_symbol) REFERENCES assets(symbol)
);
SELECT create_hypertable('bars', 'timestamp', 'asset_id', 2);
SELECT create_hypertable('bars', 'timestamp', 'asset_symbol', 2);
EOSQL