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Learn Algorithmic Trading
book

Learn Algorithmic Trading

by Sebastien Donadio, Sourav Ghosh
November 2019
Beginner content levelBeginner
394 pages
10h 31m
English
Packt Publishing
Content preview from Learn Algorithmic Trading

Relational databases

Relational databases have tables that can be written and accessed in many different ways without having the need to reorganize the database structure. They usually use Structured Query Language (SQL). The most widely used databases are Microsoft SQL Server, PostgreSQL, MySQL, and Oracle.

Python has many libraries capable of using any of these databases. We will use PostGresSQL as an example. The PostGresSQL library, Psycopg2, is used by Python to handle any SQL queries:

  1. We will use the GOOG data prices to create the database for GOOG data:
goog_data.head(10)                  High         Low        Open       Close     Volume   Adj CloseDate                                                                       2014-01-02  555.263550  550.549194  554.125916  552.963501  3666400.0  552.9635012014-01-03 554.856201 548.894958 553.897461 ...
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Publisher Resources

ISBN: 9781789348347Supplemental Content