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algotradingsoc / data_infrastructure

Research team for data infrastructure team.
Apache License 2.0
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build database using kaggle historical data and SEC #1

Open Joearrowsmith opened 3 years ago

Joearrowsmith commented 3 years ago

Database schema

Database schema for price data. Database schema for fundamentals data. How to join the price and fundamentals data.?

Database CRUD

How to load data into MongoDB from csv (price data) and json (fundamentals data)

How to read data from MongoDB into dataframes (point-in-time for backtesting/ batch-adjusted for research)

How to validate and update data in MongoDB for the price data?

How to export data from the database?