search

ranaroussi / qtpylib

QTPyLib, Pythonic Algorithmic Trading
http://qtpylib.io
Apache License 2.0
2.15k stars 510 forks source link

Use influxDB instead of MySql for timeseries [V2 Feature Request] #154

Open cjelsa opened 4 years ago

cjelsa commented 4 years ago

InfluxDB is a well performing Open Source DB which suits the timeseries functionality better than MySql. It might be an idea supporting this DB.

noobymcnoob commented 4 years ago

I use SQLite for my database which both stores and reads tick data, it's faster than Arctic which was designed for tick data.

Optimize after measuring, not before.

FrithiofJensen commented 4 years ago

I rather prefer the previous plans of using "PyStore" for data storage (or SQLite+SQLAlchemy, if it MUST be SQL, with SQLAlchemy is easier to use another database). I just do "daily" trading so for me it is an additional pain to keep database servers "spinning" 24/7.

noobymcnoob commented 4 years ago

Didn't even know about pystore. Nice. I tested with parquet myself but found it inferior (if you can believe it) to storing and retrieving compressed data frames from SQLite

On Sun., Jun. 7, 2020, 4:29 a.m. FrithiofJensen, notifications@github.com wrote:

I rather prefer the previous plans of using "PyStore" for data storage (or SQLite+SQLAlchemy, if it MUST be SQL, with SQLAlchemy is easier to use another database). I just do "daily" trading so for me it is an additional pain to keep database servers "spinning" 24/7.

— You are receiving this because you commented. Reply to this email directly, view it on GitHub https://github.com/ranaroussi/qtpylib/issues/154#issuecomment-640177174, or unsubscribe https://github.com/notifications/unsubscribe-auth/AJDE4VA2LUO22PHXJ7TZEE3RVNFVXANCNFSM4NNL4DTA .