56 lines
1.5 KiB
C++
56 lines
1.5 KiB
C++
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//
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// Created by David Doebel on 13.03.2026.
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//
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#include "DBIngest.hpp"
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#include <iostream>
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// Queries
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// Query for selecting the volatility surface parameters
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std::string vol_surface_query = ""
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//
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bool DBIngest::connect() {
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connection_ = pqxx::connection("dbname=options_db user=quant_user port = 5432 host = localhost password = strong_password" );
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if(connection_.is_open()) {
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std::cout << "Connected\n";
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return true;
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}
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std::cout << "Not connected\n";
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return false;
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}
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bool DBIngest::disconnect() {
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connection_.close();
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}
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bool DBIngest::update(VolatilitySurface &surface) {
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std::string vol_surface_query = "SELECT c.strike, c.expiration_date, q.mid, u.price "
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"FROM option_quotes q"
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"JOIN option_contracts c "
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"ON q.contract_id = c.id "
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"JOIN underlying_prices u"
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"ON u.underlying_id = c.underlying_id"
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"WHERE q.timestamp = ("
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"SELECT MAX(timestamp) FROM option_quotes"
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")";
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pqxx::work work(connection_);
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pqxx::result result = work.exec(vol_surface_query);
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for (auto row : result) {
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std::cout << row[0] << " " << row[1] << " " << row[2] << " " << row[3] << std::endl;
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}
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}
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bool DBIngest::update(YieldCurve &yield_curve) {
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}
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