Commit Graph

27 Commits

Author SHA1 Message Date
avraham cec0171efa dockerize ingestion script, with build/deploy script 2023-12-25 19:58:32 -05:00
avraham 77f3033a76 add ingest-option-aggregates script 2023-12-21 20:44:33 -05:00
avraham ac3a6e03ff rename options contracts table 2023-12-11 16:10:51 -05:00
avraham 795a903eba use pnpm, clickhouse; ingest scripts 2023-12-11 16:06:26 -05:00
avraham 1dc049c7ee begin ingest options from polygon 2023-11-26 21:04:39 -05:00
avraham f67c092ed2 ingest stocks from polygon 2023-11-26 21:04:28 -05:00
avraham 12d6bec403 add underlying quote by date 2023-10-15 19:02:49 -04:00
avraham 64321bbff6 Add "calendar prices" endpoint 2023-06-28 21:48:15 -04:00
avraham 1dc5b11f03 Enable ingest.ts to import db.ts in REPL 2023-06-28 21:47:46 -04:00
avraham e94f0fadaf Add sample query to scratch.sql 2023-06-28 21:47:09 -04:00
avraham e0e7182ac5 add prices-over-time endpoint 2023-06-26 00:46:54 -04:00
avraham 339e7aaabf add "underlyings" materialized view 2023-06-18 17:42:31 -04:00
avraham 9bc54ea24f add psql.sh script 2023-06-18 17:42:18 -04:00
avraham 29015e5a0b add expirations endpoint 2023-06-18 14:39:50 -04:00
avraham 8b4a5ec91b handle cors 2023-06-15 00:13:58 -04:00
avraham ae09a60637 add basic endpoints 2023-06-14 23:27:24 -04:00
avraham daf40e0f8e fix: ingest: await create index 2023-06-14 22:17:19 -04:00
avraham a0e3df17c9 start fastify 2023-06-14 22:09:43 -04:00
avraham f7a35a1bde ingest script 2023-06-14 21:51:40 -04:00
avraham b496a35a27 begin move to postgres 2023-06-13 00:35:06 -04:00
avraham d6445cd239 use node, esbuild, lowdb, csv-parse 2023-06-12 00:40:10 -04:00
Brian Sakal 64fb6cfaf3 begin "scratch.sql" 2023-05-01 00:08:35 -04:00
Brian Sakal d519084df9 ingest script 2023-04-30 14:27:11 -04:00
Brian Sakal c428dfec43 use duckdb, nodejs 2023-04-30 09:33:39 -04:00
Brian Sakal 3b0ff3d950 tuples as keys; get underlyings list 2023-04-26 23:37:26 -04:00
Brian Sakal 34ff197320 ingests to lmdb 2023-04-26 23:04:49 -04:00
Brian Sakal b5d6662b66 initial commit; reads 20 rows 2023-04-26 00:48:50 -04:00