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September 15, 2021 18:56
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Continuous aggregates example - TimescaleDB
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DROP TABLE if exists ticks CASCADE; | |
DROP view if exists ohlc_1m CASCADE; | |
CREATE TABLE ticks ( time TIMESTAMP NOT NULL, symbol varchar, price decimal, volume int); | |
SELECT create_hypertable('ticks', 'time'); | |
CREATE MATERIALIZED VIEW ohlc_1m | |
WITH (timescaledb.continuous) AS | |
SELECT time_bucket('1m', time) as bucket, | |
symbol, | |
FIRST(price, time) as open, | |
MAX(price) as high, | |
MIN(price) as low, | |
LAST(price, time) as close, | |
SUM(volume) as volume FROM ticks | |
GROUP BY 1, 2 | |
WITH DATA; | |
INSERT INTO ticks | |
SELECT time, 'SYMBOL', (random()*30)::int, 100*(random()*10)::int | |
FROM generate_series(TIMESTAMP '2000-01-01 00:00:00', | |
TIMESTAMP '2000-01-01 00:00:00' + INTERVAL '1 day', | |
INTERVAL '1 second') AS time; | |
TABLE ohlc_1m LIMIT 10; |
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