Manage database of historical quotes for backtesting
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"
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.
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"