trade-database-manager 0.1.5

A wrapper of kdb and sql for convenient trade data management.

*** IMPORTANT NOTICE *** This package is not in a usable stage. It is only uploaded for convenience of developing and testing.

Postgreslq Initialization

CREATE DATABASE trade_data;
CREATE USER tradedbadmin WITH PASSWORD 'trade_password';
GRANT ALL PRIVILEGES ON DATABASE trade_data TO tradedbadmin;
\connect trade_data;
GRANT ALL ON SCHEMA public TO tradedbadmin;

Add the following lines in the pg_hba.conf file to allow password authentication for the tradedbadmin role.

# trade database
host    all            tradedbadmin     0.0.0.0/0               scram-sha-256
host    all            tradedbadmin     ::/0                    scram-sha-256

MetaData Initialization

Allowed instruments types are given in "Instrument Types" section of meta_enumerations.md.

Data Initialization for Instrument Type(s)

from trade_database_manager.manager import MetadataSql

metadatalib = MetadataSql()
metadatalib.initialize(for_inst_types="CB")

This will try to create two tables, instruments and instruments_cb in the database if not yet exists. The instruments table will store the common information of all instruments, and the instruments_cb table will store the type-specific information of the instruments of type CB.

The table fields are listed in the data_organization.md file.