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OHLC database storage #9

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zbarge opened this issue Mar 6, 2018 · 0 comments

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zbarge commented Mar 6, 2018

Design a good database storage system for OHLC.

key features:

All time series data stored in 5min timeframe
Smoothing over missing time stamps
Indicators to the latest bar (I notice RSI is blank going back X periods and we need RSI of NOW)
Times stored as UTC integer but accessible with timestamps

zbarge added the enhancement label

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