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An efficiently ETF database management system. when run ,recent data for specific tickers are stored in the SQLite file etf_data. This avoids hammering API. Prices are also adjusted using the adjustment ratio to prep data for backtesting

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left-nullspace/etf-sql-database-python

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etf-sql-database

An efficientl ETF database management system. when run ,recent data for specific tickers are stored in the SQLite file etf_data. This avoids reaching API limits. Prices are also adjusted using the adjustment ratio to prep data for backtesting

Start

  1. Clone the Repository:
    git clone https://github.com/left-nullspace/etf-sql-database-python
    
  2. Install Dependencies:
    pip install -r requirements.txt
    
  3. Run the Application:
    python main.py
    

Features

  • Efficient Data Fetching: Updates only new data from Yahoo Finance.
  • Data Adjustment: Adjusts OHLC data for accurate backtesting.
  • CSV Export: Exports data to CSV format.

Directory Structure

  • csv_data/: Stores exported CSV files.
  • database_setup.py: Sets up the database connection.
  • main.py: Main script to update and export data.
  • sql_functions.py: Handles SQL operations.
  • SQL_Querying.ipynb: Demonstrates SQL queries on the data.

About

An efficiently ETF database management system. when run ,recent data for specific tickers are stored in the SQLite file etf_data. This avoids hammering API. Prices are also adjusted using the adjustment ratio to prep data for backtesting

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