-
Notifications
You must be signed in to change notification settings - Fork 13
/
Copy patheod.q
24 lines (15 loc) · 978 Bytes
/
eod.q
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
//typical call
//q cryptoScripts/eod.q schemaLoc LogFileLoc date
//Th idea is to pass in a date.It will then replay the data using -11! then once in correct tables
// save down the data in its seperate tables for that date.
//At least this way can execute a for loop and run multiple EODS at nce without the need of an rdb calling the EOD. Think it is better. Discuss with Deaglan and John.The data is 24hr ticking.
//Actually maybe it is better just to get rdb to save down the data. Since the rd will already have figured out the split of the data.
//Endofday would be called data would be saved. then the next days data would be in tplog so then when it executes .u.rep the data would then be loaded in.
// rdb.q will be fairly simple
//Load in Schemas
\l schema.q
// find locartion of log file
// replay the log file
//create the upd func to split it into multiple tables
//each exchange wil have its own tables(trade and quote)
//Going to partition it by date