Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Data Ingest: Reading #46

Open
echavemann opened this issue Oct 28, 2024 · 0 comments
Open

Data Ingest: Reading #46

echavemann opened this issue Oct 28, 2024 · 0 comments
Assignees

Comments

@echavemann
Copy link
Member

Prereq: #45 design - need to have the compression system figured out.

This ticket is to create reader objects that we use to invert the dependency of reading data. These should be either Trade or Snapshot reader (probably need a base class), and then be able to read each line, read entire files, and be able to have a .next structure so it can be run forward continuously until we run out of data. Id get reviews on the API first, and then get ticks on the implementations. Please attach a performance benchmark (you can use hyperfine) to the PR.

Integration tests please.

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants