QuantFinFun / database

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Optimization for populating portfolio_optimization_full_dataset #4

Open ms2892 opened 7 months ago

ms2892 commented 7 months ago

Currently the code implemented to populate the table in question is described in https://github.com/QuantFinFun/database/blob/main/scripts/populate_datasets.py. The logic implemented is slow as it loops through each date and adds it to the table.

I need a more efficient way (probably using SQL) to extract the relevant information faster from the database