Internal Data Analytics Toolkit

The algodata-wrapper is a library that facilitates data extraction by enabling users to use Python code rather than PG Admin SQL queries to access data from the PostgreSQL server.

Database Structural Requirements

• The futures_data.ohlcv_1d table must have a 'symbol' column where symbols follow the following format: [ROOT].[ROLL_RULE].[RANK] (ex: '6C.v.0')
• The global_macro_data schema must have the following tables:
  • consumer_confidence
  • gdp
  • industrial_production
  • inflation
  • trade_balance
• Each table must have a 'time' column in datetime formatting (ex: "2025-02-13 00:00:00+00")
• Each asset class schema must be follow the naming convention ASSET_CLASS_data (ex: futures_data)
• All futures contracts follow a Sunday-Friday trading schedule except the following livestock futures: 'GF.v.0','HE.v.0','LE.v.0'

Access Prerequisites

Users must create a .env file with the following structure:

DB_NAME=XXXXXXXX
DB_USER=XXXXXXXX
DB_PASSWORD=XXXXXXXX
DB_HOST=XXXXXXXX
DB_PORT=XXXXXXXX