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quoter's Introduction

Quoter

Manage database of historical quotes for backtesting

Dependencies

The scala build tool SBT and a working JDK are the only requirements to run the project.

For development, intellij with the scala plugin is recommended. Just import the project as an "SBT project"

Database

The database has two tables, "quotes" and "subscriptions".

Quotes for all contracts are stored in the "quotes" table, including quotes for different time intervals.

A subscription denotes interest on keeping a contract up to date, so running a generic update process without a specific contract will update all the contracts which have a subscription.

Usage examples

sbt assembly
alias quoter="java -jar `pwd`/target/scala-2.11/trabot-assembly-0.1.jar"

update will make sure we have the latest data for a contract

quoter update -s IBM

A subscription can be added with

quoter subscribe -s MSFT

Running update will update all the contracts in subscriptions

quoter update

You can see the data by running:

sqlite3 quotes.db "select * from quotes"

quoter's People

Contributors

larroy avatar

Stargazers

Jonathan Boeke avatar  avatar

Watchers

James Cloos avatar  avatar

Forkers

sahanduiuc

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