Database

Structure

Metis uses a SQLite database stored in the file /database/data.db.

PK: Primary Key

AI: Auto-increment

UN: Unique

NN: Not Null

Table name	Field name	Type	PK	AI	UN	NN	Description
market_data	timestamp	TEXT	✅	❌	❌	❌	Timestamp of data in format: "YYYY-MM-DD HH:MM:SS+00:00". The data will always be GMT+00
	symbol	TEXT	✅	❌	❌	❌	Symbol in yfinance format, for example "AAPL" for Apple or "^GSPC" for S&P500
	open	REAL	❌	❌	❌	❌	A float value denoting the opening price
	high	REAL	❌	❌	❌	❌	A float value denoting the highest price during the time period
	low	REAL	❌	❌	❌	❌	A float value denoting the lowest price during the time period
	close	REAL	❌	❌	❌	❌	A float value denoting the close price
	volume	INTEGER	❌	❌	❌	❌	An integer value denoting trading volume during the time period
backtest_results	start_timestamp	TEXT	✅	❌	❌	✅	Start of simulation in format:"YYYY-MM-DD HH:MM:SS+00:00". The data will always be GMT+00
	end_timestamp	TEXT	✅	❌	❌	✅	End of simulation in format: "YYYY-MM-DD HH:MM:SS+00:00". The data will always be GMT+00
	symbol	TEXT	✅	❌	❌	✅	Symbol in yfinance format, for example "AAPL" for Apple or "^GSPC" for S&P500
	interval	TEXT	❌	❌	❌	❌	Interval in yfinance format, for example "1d" for daily or "1h" for hourly. Influences the format start and end timestamps.
	decisions	TEXT	❌	❌	❌	❌	Stores the decisions the strategy made in a NOT YET DEFINED format
	revenue	REAL	❌	❌	❌	❌	Float value of total revenue the strategy made. Can be negative if the strategy lost money.
	start_capital	REAL	❌	❌	❌	❌	The capital that the strategy could invest in the beginning.
	strategy	TEXT	✅	❌	❌	✅	The name of the strategy.
forwardtest_results	id	INTEGER	✅	✅	✅	✅	Used to uniquely identify a certain simulation
	start_price	REAL	❌	❌	❌	❌	The starting price of the simulation
	path	TEXT	❌	❌	❌	❌	The simulated stock data in a NOT YET DEFINED format
	decisions	TEXT	❌	❌	❌	❌	Stores the decisions the strategy made in a NOT YET DEFINED format
	revenue	REAL	❌	❌	❌	❌	Float value of total revenue the strategy made. Can be negative if the strategy lost money.
	start_capital	REAL	❌	❌	❌	❌	The capital that the strategy could invest in the beginning.
	strategy	TEXT	❌	❌	❌	❌	The name of the strategy.

API

The database API is written in Python and can be found in the path /database/api.py.

Usage

To use the Database API in another Python script you can import the functions by using:

from database.api import <function>

for example:

from database.api import create_db # Allows you to use create_db() in this file

Create Database

The create_db() function has no arguments and creates the database data.db, following the schema shown in the Structure section. It safely establishes and closes the connection to the database. For example:

create_db()

Initialize Connection

The initialize_db() function has no arguments and initializes a connection and creates a cursor. It returns both in the same order as previously named. For example:

connection, cursor = initialize_db()

Close Connection

The close_db() function takes conn as a positional argument and safely closes the connection to the database. For example:

close_db(connection)