This exercise gave me the opportunity to re-read the docs on the SQLite parameters and confirm their advice with imperial testing. I was able to identify a good page size and understand how the WAL journal works better with the normal synchronous mode. My applications are already running faster.
Problem: How to clean the raw OHLCV candle data from the broker for time series analysis? Suppose we have an autonomous program that prioritizes and continually downloads the latest minute and day candles, as well as periodically gets new symbols from the broker. The problem is that the candles are not guaranteed to be full-period […]
Before I acquire time-series stock candles, I need to know the storage footprint, database architecture, and how to deal with multi-threaded concurrency of the databases. How large could a single database grow? Each candle has OHLCV data plus a unix timestamp in seconds (Note: I chose this timestamp structure to aid in cleaning the candles […]