Renegade Way is a Racket application which is only useful when data has been populated in a database. The following are required:
- Racket - a "batteries included" Lisp
- PostgreSQL - an open source Relational Database Management System (RDBMS)
If you are looking for a recommendation for a graphical tool to use for PostgreSQL, I have enjoyed using DBeaver.
You will likely find that doing the following is a pain and is not worth it when all you want to do is poke around. I understand.
Once Racket and PostgreSQL are installed, you will need to set up your database schema. That can be done with the following schema.sql files:
- iex-stocks schema. These tables will provide end of day Open/High/Low/Close/Volume values for stocks as well as stock split information.
- nasdaq-symbols schema. These tables will provide all symbols available for trading on US Stock Exchanges.
- oic-options-chains schema. These tables will provide option prices, vols, and greeks.
- spdr-etf-holdings schema. These tables will provide SPDR ETF components. This is useful for having the compoents for the S&P 500, 400, 600 and sectors and industries.
- yahoo-dividends-splits schema. These tables will provide dividend history. Splits are also available here, but we don't make use of splits from Yahoo.
- zacks-estimates-financial-statements schema. These tables provide analyst estimates and sentiment.
Simply pass these schema.sql files to psql or paste and run the contents in DBeaver. Please ensure you have configured your database in such a way that you can create schemas, tables, types (enums), and functions as that is what these schema.sql files will be doing.
Next, we need to populate our database with data. The above schema.sql files are part of repositories that include extract and transform-load programs that will populate our data. Data is required from:
- iex-stocks This extract program requires an account at iexcloud.io
- nasdaq-symbols
- oic-options-chains
- spdr-etf-holdings
- yahoo-dividends-splits
- zacks-estimates-financial-statements
As an example, to load Nasdaq Symbol data, we clone nasdaq-symbols locally and run:
$ cd nasdaq-symbols
$ racket extract.rkt
$ racket transform-load.rkt -u <database username> -p <database password>The extract.rkt step will retrieve the Nasdaq Symbol file and the transform-load.rkt step will insert the data into our database.
Each of the above ETL programs have their own dependencies that must be installed before you run them. For example, nasdaq-symbols requires:
$ raco pkg install --skip-installed gregor threadingPlease consult the READMEs for those ETL programs for more information.
Now that we have set up our database and populated it with data, we can run Renegade Way. We clone renegade-way locally and run:
$ cd renegade-way
$ racket main.rkt -u <database username> -p <database password>This should launch the application and let you run your analysis. View the README for more information.