Recommendation for a Database for analysis

This page summarizes the projects mentioned and recommended in the original post on /r/algotrading

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  • ta-lib-python

    Python wrapper for TA-Lib (http://ta-lib.org/).

  • TA-Lib

  • bcolz

    Discontinued A columnar data container that can be compressed.

  • What you need for your use case is a column-oriented store. I recommend explore bcolz or apache arrow for a column file-based systems. These are very fast, support memory mapping, uses compression and SSD speed (and even CPU architecture, in case of arrow) optimally almost out of the box, and has good interfaces to Numpy and Pandas (in case you are using Python for final data consumption and analysis). The columnar structure makes it easy to add or delete a column easily (or even dynamically). If you need a more scalable (albeit at the cost of speed) solution, you can devise a schema over a regular columnar db or an nosql db - see arctic from Man group for an example.

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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  • Apache Arrow

    Apache Arrow is a multi-language toolbox for accelerated data interchange and in-memory processing

  • What you need for your use case is a column-oriented store. I recommend explore bcolz or apache arrow for a column file-based systems. These are very fast, support memory mapping, uses compression and SSD speed (and even CPU architecture, in case of arrow) optimally almost out of the box, and has good interfaces to Numpy and Pandas (in case you are using Python for final data consumption and analysis). The columnar structure makes it easy to add or delete a column easily (or even dynamically). If you need a more scalable (albeit at the cost of speed) solution, you can devise a schema over a regular columnar db or an nosql db - see arctic from Man group for an example.

  • arctic

    High performance datastore for time series and tick data

  • What you need for your use case is a column-oriented store. I recommend explore bcolz or apache arrow for a column file-based systems. These are very fast, support memory mapping, uses compression and SSD speed (and even CPU architecture, in case of arrow) optimally almost out of the box, and has good interfaces to Numpy and Pandas (in case you are using Python for final data consumption and analysis). The columnar structure makes it easy to add or delete a column easily (or even dynamically). If you need a more scalable (albeit at the cost of speed) solution, you can devise a schema over a regular columnar db or an nosql db - see arctic from Man group for an example.

  • trading-utils

    Collection of scripts and utilities for stock market analysis, strategies etc

  • I do the exact thing with a CSV file. The project is open source here https://github.com/namuan/trading-utils/ if you want to have a look.

  • WorkOS

    The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.

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NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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