Commit f2bdb5e8 authored by Markus Mößler's avatar Markus Mößler
Browse files

updated repository files

parent f418e7c4
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library("RPostgreSQL")

dsn_database <- "aidaho"   # Specify the name of your Database
dsn_hostname <- "127.0.0.1"  # localhost = 127.0.0.1
dsn_port <- "5432"                # Specify your port number. e.g. 98939
dsn_uid <- "aidaho"         # Specify your username. e.g. "admin"
dsn_pwd <- "aidaho"        # Specify your password. e.g. "xxx"


tryCatch({
    drv <- dbDriver("PostgreSQL")
    print("Connecting to Database…")
    connect <- dbConnect(drv, 
                        dbname = dsn_database,
                        host = dsn_hostname, 
                        port = dsn_port,
                        user = dsn_uid, 
                        password = dsn_pwd)
    print("Database Connected!")
},
error=function(cond) {
    print("Unable to connect to Database.")
}
)

res <- dbSendQuery(connect,"SELECT version();")
dbFetch(res, n = -1)
options(digits.secs=6)
test <- dbSendQuery(connect,"SELECT '2020-01-01 00:00:00.55555555'::timestamp(6) as datetime;")
(data <- dbFetch(test, n = -1,format="%Y-%m-%d %H:%M:%OS6"))
strptime(data$datetime,format="%Y-%m-%d %H:%M:%OS")

dbListTables(connect)

q <- paste0("SELECT ",
            "'yes'::CHAR(5);")
res <- dbSendQuery(connect,q)
(data <- dbFetch(res, n = -1))
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CODE/221206_JB_Setup_Database.R

deleted100644 → 0
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#+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
# 1. PRAEAMBLE ----
#+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

#+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
## a. CLEAN WORKSPACE AND LOAD LIBRARIES ----
#+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
rm(list=ls())
options(stringsAsFactors = FALSE)

#+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
## b. FUNCTIONS AND OTHER USEFUL DEFINITIONS ----
#+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++

`%!in%` <- Negate(`%in%`)
`%ni%` <- Negate(`%in%`)

library("RPostgreSQL")
library("data.table")
library("sqldf")


dsn_database <- "aidaho"   # Specify the name of your Database
dsn_hostname <- "193.196.53.49"  # localhost = 127.0.0.1
dsn_port <- "8001"                # Specify your port number. e.g. 98939
#ADMIN USER is: 
dsn_uid <- "<The secret admin user>"         # Specify your username. e.g. "admin"
# ADMIN PASSWORD is: 
dsn_pwd <- "<The secret admin password>"        # Specify your password. e.g. "xxx"


path <- getwd()
datapath <- paste0(path,"/DATA/")

tryCatch({
    drv <- dbDriver("PostgreSQL")
    print("Connecting to Database…")
    connect <- dbConnect(drv, 
                         dbname = dsn_database,
                         host = dsn_hostname, 
                         port = dsn_port,
                         user = dsn_uid, 
                         password = dsn_pwd)
    print("Database Connected!")
},
error=function(cond) {
    print("Unable to connect to Database.")
}
)

res <- dbSendQuery(connect,"SELECT version();")
dbFetch(res, n = -1)


trade_report <- read.csv(paste0(datapath,"data_feed_20220124_20220124_IEXTP1_DEEP1.0_trade_report.csv"))
setDT(trade_report)
trade_report <- trade_report[-nrow(trade_report),]
trade_report <- trade_report[,timestamp := as.POSIXct(timestamp,tz="UTC"),]

dbWriteTable(connect,c('iex','trade_reports'),trade_report,row.names=FALSE)
res <- dbSendQuery(connect,'ALTER TABLE iex.trade_reports ADD CONSTRAINT primary_key PRIMARY KEY (ordinal,timestamp,symbol);')
dbFetch(res, n = -1)
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