Ingestion for UBS data draft

src/DBIngest.cpp

@@ -0,0 +1,55 @@
+//
+// Created by David Doebel  on 13.03.2026.
+//
+
+#include "DBIngest.hpp"
+
+#include <iostream>
+
+// Queries
+// Query for selecting the volatility surface parameters
+std::string vol_surface_query = ""
+
+
+
+
+//
+
+
+
+
+bool DBIngest::connect() {
+    connection_ = pqxx::connection("dbname=options_db user=quant_user port = 5432 host = localhost password = strong_password" );
+
+    if(connection_.is_open()) {
+        std::cout << "Connected\n";
+        return true;
+    }
+    std::cout << "Not connected\n";
+    return false;
+}
+
+bool DBIngest::disconnect() {
+    connection_.close();
+}
+
+bool DBIngest::update(VolatilitySurface &surface) {
+    std::string vol_surface_query = "SELECT c.strike, c.expiration_date, q.mid, u.price "
+                                    "FROM option_quotes q"
+                                    "JOIN option_contracts c "
+                                    "ON q.contract_id = c.id "
+                                    "JOIN underlying_prices u"
+                                    "ON u.underlying_id = c.underlying_id"
+                                    "WHERE q.timestamp = ("
+                                    "SELECT MAX(timestamp) FROM option_quotes"
+                                    ")";
+    pqxx::work work(connection_);
+    pqxx::result result = work.exec(vol_surface_query);
+    for (auto row : result) {
+        std::cout << row[0] << " " << row[1] << " " << row[2] << " " << row[3] << std::endl;
+    }
+
+}
+
+bool DBIngest::update(YieldCurve &yield_curve) {
+}