As with most things Python-related, there are multiple ways to do this. If you’re not interested in using the PgAdmin GUI, you can insert the schema directly into PostgreSQL using SQL or Python. And if you are, I highly suggest this great PostgreSQL tutorial. You can click on the SQL tab to see the SQL statement that will create the database if you’re interested in the SQL details. You can log in to PgAdmin and create your database schema through the graphical user interface (GUI). If you’re new to databases and PostgreSQL, this is likely the route you’ll want to take.
PgAdmin Installation (Server)ĭigital Ocean provides directions on how to install PgAdmin4 in server mode.Īfter you’ve installed PgAdmin, and if you’re going to configure your tables graphically, you’ll want to show system types so you can use enumerated fields. The Postgresql Wiki provides both directions and a script to add their Apt repository to install PgAdmin4 in Ubuntu. If you’re running Linux, which is most likely the case if you’re doing advanced research, there are plenty of PgAdmin setup articles available with my favorites listed below: PgAdmin Installation (Standalone)
If you’re accessing PostgreSQL and PgAdmin from a different computer, you’ll need to run a few more commands to configure it as a server.įor those of you running macOS or Windows and want a standalone installation, you’ve got it easy. If you’re only accessing PgAdmin on the computer it’s running on, use the standalone method. You can run PgAdmin in standalone or server mode. PostgreSQL Wiki Detailed Installation Guides.How to Install and Use PostgreSQL on Ubuntu.So instead of duplicating work, follow one of the two guides: Unlike the Zipline installation, there are plenty of resources available that demonstrate how to install PostgreSQL. I use the local option for my research databases as it’s faster and gives me more flexibility. I’m going to be going over how to install and configure PostgreSQL, but there are plenty of hosted versions available such as ElephantSQL if you prefer your data in the cloud.
It’s free and arguably the world’s most advanced open source database. With the design of the database complete, it’s time to get it installed and configured. Once you get comfortable, with the below entity-relationship diagram (ERD), you will likely want to add more to the schema such as fundamental and economic data. Below is the database schema, which is just another way of saying database blueprint, that I’ll be creating in this article. Database modelers, such as SqlDBM, allow you to map out the complex relationships between data tables visually. When developing a complex database, you may want to use a database modeler. With these considerations in mind, we’re ready to design our database. Do we have a total return? Are we adding back dividends, buybacks, and other corporate actions to our price data?.Is there survivorship bias in our dataset? What about mergers, spinoffs, and changed symbols?.What is our desired trading frequency? Do we want need daily or more frequent data?.For instance, backtesting an equities strategy against the S&P500 would require us to consider a number of data-related issues:
Designing an Equities Databaseīefore designing your database, it’s important to understand the market you’re working with. And while this database is for equities, it could easily be adapted for different markets such as futures or forex, or different database technology such as MySQL or MSSQL. I’m going to show you how to create your very own equity database in PostgreSQL, and create the tables via a GUI, Python, or SQL depending upon your needs. There are many reasons why, but the two primary purposes are data persistence and flexibility. When researching what works in the markets, you’ll want to store your data in a database.