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a tool for bulk importing bi5 files (tick data) into sql

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BI5 IMPORTER

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a tool for bulk importing bi5 files (tick data) into sql

PREREQUISITES

  • python3
  • make
  • postgresql (run make db to get a containerised DB)
  • pg_config

INIT

  1. copy .env.example to .env
  2. create a pg database, and configure credentials in .env
  3. run make init

RUN

make run

TEST

make lint make test (and google the "Coverage Gutters" vscode plugin for a pretty ui)

INSTALL ADDITIONAL DEPENDENCIES

  1. pip install some_new_package
  2. pip freeze > requirements.txt
  3. commit requirements.txt to source control

ADDING A DB MIGRATION

yoyo new ./db_migrations -m "your message"

CONCURRENCY

  1. loop over files, place them in a queue (one instrument at a time)
  2. pick off queue, using a worker pool
  3. save files to DB
graph TB
file-reader-->queue
queue-->worker1[worker 1]
queue-->worker2[worker 2]
queue-->workerN[... worker N]
worker1-->db[(Database)]
worker2-->db
workerN-->db
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