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https://github.com/BrentNeale1/fx-quant.git
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Brent Neale
da64544d3a
Track granularity (M1/M5) through the pipeline so rows are distinguishable after upload. Drop helper columns (tr, typical_price, pv) from the feature DataFrame. Add SQL schema with composite PK on (time, instrument, granularity). Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
21 lines
681 B
SQL
21 lines
681 B
SQL
CREATE TABLE fx_candles (
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time TIMESTAMPTZ NOT NULL,
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instrument TEXT NOT NULL,
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granularity TEXT NOT NULL,
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open DOUBLE PRECISION,
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high DOUBLE PRECISION,
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low DOUBLE PRECISION,
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close DOUBLE PRECISION,
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volume INTEGER,
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ret DOUBLE PRECISION,
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logret DOUBLE PRECISION,
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sma_3 DOUBLE PRECISION,
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sma_20 DOUBLE PRECISION,
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ema_20 DOUBLE PRECISION,
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rsi_14 DOUBLE PRECISION,
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vol_20 DOUBLE PRECISION,
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atr_14 DOUBLE PRECISION,
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vwap_20 DOUBLE PRECISION,
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PRIMARY KEY (time, instrument, granularity)
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);
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