 avraham
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3bc976b63a
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use standard export name for AggregateDatabase subtype instances
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9 months ago |
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avraham
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72f45b81a5
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fix: `clickhouse-to-lmdbx` script imports
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9 months ago |
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avraham
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d6762fdae5
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re-organized code; implemented `getAggregate()` where it was missing
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9 months ago |
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avraham
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93d5ac8a30
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refactor; backtest using lmdbx
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9 months ago |
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avraham
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1d83cd419a
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fix: Update clickhouse-to-lmdbx script to use retry mechanism and updated utility functions.
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9 months ago |
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avraham
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cfb207aae8
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Revert "feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in `clickhouse-to-lmdbx.ts` script"
This reverts commit c749321fe9.
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9 months ago |
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avraham (aider)
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c749321fe9
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feat: Implement retry mechanism for clickhouse timeout errors with exponential backoff strategy in `clickhouse-to-lmdbx.ts` script
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9 months ago |
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avraham
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eba5344b15
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fix biome kvetches
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9 months ago |
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avraham
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bf094de461
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improve and extract `nextDate()` function; improve clickhouse-to-lmdbx sync script
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9 months ago |
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avraham
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3e5e728d92
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well-interfaced pluggable databases
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9 months ago |
Avraham Sakal
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e0a2bc395e
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use sqlite for sync state; use sync.ts lib instead of scripts
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10 months ago |
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Avraham Sakal
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5614586b66
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fix ingestion script not marking `done` when no results are returned
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1 year ago |
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Avraham Sakal
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a0970a7fca
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change ingest begin date
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1 year ago |
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Avraham Sakal
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efbcbade11
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implement retries
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1 year ago |
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Avraham Sakal
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a05e3cc78a
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skip pending sync reversion; 10x concurrency
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1 year ago |
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Avraham Sakal
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4580494810
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option aggregate sync statuses usable by ingest script
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1 year ago |
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Avraham Sakal
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0ecbcad0b0
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option aggregate table; "ingest" scripts; unthrottled polygon
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1 year ago |
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Avraham Sakal
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de48720d17
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functioning polygon-to-clickhouse sync script for option contracts
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1 year ago |
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Avraham Sakal
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dabfec86a1
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get unsynced symbol-asOfDate combos in batches
use `clickhouse.sakal.us` instead of `kubectl port-forward`
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1 year ago |
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Avraham Sakal
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5c8a54b4b5
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add TODOs
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1 year ago |
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Avraham Sakal
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8868a29880
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sync option contracts for every `asOfDate`
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1 year ago |
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Avraham Sakal
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113b6e66e5
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ingest symbols and symbol_sync_statuses
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1 year ago |