Arctic_local

local panel data storage using parquet,api compatible with Man AHL's Arctic .

most suitable for stock backtesting system.

like the project "pystore", data stored in a directory:

base data file:

{dbdatadir}/{library_name}/{indicator}.parquet

incremental data file every day:

{dbdatadir}/{library_name}/{indicator}/{yyyy-mm-dd}.tar.bz2

data file content is a pandas dataframe, indexed by a DateTimeIndex type:

columns: symbols or any other fields you want .

index: dates for daily data/datetime for min1 data

we can update basedata file every week/day after trading.