Commit Graph

22 Commits

Author SHA1 Message Date
avraham 3bc976b63a use standard export name for AggregateDatabase subtype instances 2024-08-11 19:51:32 -04:00
avraham 72f45b81a5 fix: clickhouse-to-lmdbx script imports 2024-08-11 19:16:30 -04:00
avraham d6762fdae5 re-organized code; implemented getAggregate() where it was missing 2024-08-11 18:08:54 -04:00
avraham 93d5ac8a30 refactor; backtest using lmdbx 2024-08-07 21:57:03 -04:00
avraham 1d83cd419a fix: Update clickhouse-to-lmdbx script to use retry mechanism and updated utility functions. 2024-08-04 19:26:27 -04:00
avraham cfb207aae8 Revert "feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in clickhouse-to-lmdbx.ts script"
This reverts commit c749321fe9.
2024-08-04 18:24:28 -04:00
avraham c749321fe9 feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in clickhouse-to-lmdbx.ts script 2024-08-04 18:23:19 -04:00
avraham eba5344b15 fix biome kvetches 2024-08-02 17:00:35 -04:00
avraham bf094de461 improve and extract nextDate() function; improve clickhouse-to-lmdbx sync script 2024-08-02 16:41:42 -04:00
avraham 3e5e728d92 well-interfaced pluggable databases 2024-07-30 03:46:41 +00:00
Avraham Sakal e0a2bc395e use sqlite for sync state; use sync.ts lib instead of scripts 2024-06-30 17:31:10 -04:00
Avraham Sakal 5614586b66 fix ingestion script not marking done when no results are returned 2024-03-27 21:58:04 -04:00
Avraham Sakal a0970a7fca change ingest begin date 2024-03-18 12:40:18 -04:00
Avraham Sakal efbcbade11 implement retries 2024-03-17 12:02:41 -04:00
Avraham Sakal a05e3cc78a skip pending sync reversion; 10x concurrency 2024-03-13 08:11:22 -04:00
Avraham Sakal 4580494810 option aggregate sync statuses usable by ingest script 2024-03-12 22:19:37 -04:00
Avraham Sakal 0ecbcad0b0 option aggregate table; "ingest" scripts; unthrottled polygon 2024-03-03 22:31:22 -05:00
Avraham Sakal de48720d17 functioning polygon-to-clickhouse sync script for option contracts 2024-02-29 18:52:37 -05:00
Avraham Sakal dabfec86a1 get unsynced symbol-asOfDate combos in batches
use `clickhouse.sakal.us` instead of `kubectl port-forward`
2024-02-25 15:18:15 -05:00
Avraham Sakal 5c8a54b4b5 add TODOs 2024-02-25 12:08:53 -05:00
Avraham Sakal 8868a29880 sync option contracts for every asOfDate 2024-02-25 11:57:17 -05:00
Avraham Sakal 113b6e66e5 ingest symbols and symbol_sync_statuses 2024-02-18 20:40:09 -05:00