feature(db): index on ticker,timeframe

src/ATrade/MDS/Database.hs

@@ -52,10 +52,12 @@ initDatabase config = do
   infoM "DB" $ "Initializing DB"
   conn <- connectSqlite3 (T.unpack $ dbPath config)
   makeSchema conn
+  makeIndex conn
   infoM "DB" $ "Schema updated"
   return conn
   where
     makeSchema conn = runRaw conn "CREATE TABLE IF NOT EXISTS bars (id SERIAL PRIMARY KEY, ticker TEXT, timestamp BIGINT, timeframe INTEGER, open NUMERIC(20, 10), high NUMERIC(20, 10), low NUMERIC(20, 10), close NUMERIC(20,10), volume BIGINT);"
+    makeIndex conn = runRaw conn "CREATE INDEX IF NOT EXISTS idx_bars ON bars (ticker, timeframe);"
 
 closeDatabase :: MdsHandle -> IO ()
 closeDatabase = disconnect

test/Integration/Database.hs

@@ -3,34 +3,45 @@ module Integration.Database (
   testDatabase
 ) where
 
-import Test.Tasty
+import           Test.Tasty
-import Test.Tasty.HUnit
+import           Test.Tasty.HUnit
 
-import ATrade.MDS.Database
+import           ATrade.MDS.Database
 
-import ATrade.Types
+import           ATrade.Types
-import Control.Exception
+import           Control.Exception
-import Data.DateTime
+import           Data.DateTime
-import Data.Time.Clock
+import qualified Data.Text           as T
-import qualified Data.Text as T
+import           Data.Time.Clock
-import qualified Data.Vector as V
+import qualified Data.Vector         as V
-import System.IO.Temp
+import           System.IO.Temp
 
 testDatabase :: TestTree
-testDatabase = testGroup "Database tests" [ testOpenClose
+testDatabase = testGroup "Database tests" [
+    testOpenClose
+  , testOpenCloseTwice
   , testPutGet
   , testGetReturnsSorted ]
 
 testOpenClose :: TestTree
-testOpenClose = testCase "Open/Close" $ 
+testOpenClose = testCase "Open/Close" $
   withSystemTempDirectory "test" $ \fp -> do
-    let dbConfig = DatabaseConfig (T.pack $ fp ++ "/test.db") T.empty T.empty T.empty 
+    let dbConfig = DatabaseConfig (T.pack $ fp ++ "/test.db") T.empty T.empty T.empty
     db <- initDatabase dbConfig
     closeDatabase db
 
+testOpenCloseTwice :: TestTree
+testOpenCloseTwice = testCase "Open/Close twice" $
+  withSystemTempDirectory "test" $ \fp -> do
+    let dbConfig = DatabaseConfig (T.pack $ fp ++ "/test.db") T.empty T.empty T.empty
+    db <- initDatabase dbConfig
+    closeDatabase db
+    db2 <- initDatabase dbConfig
+    closeDatabase db2
+
 
 bar :: UTCTime -> Price -> Price -> Price -> Price -> Integer -> Bar
-bar dt o h l c v = Bar { barSecurity = "FOO", 
+bar dt o h l c v = Bar { barSecurity = "FOO",
   barTimestamp = dt,
   barOpen = o,
   barHigh = h,
@@ -39,9 +50,9 @@ bar dt o h l c v = Bar { barSecurity = "FOO",
   barVolume = v }
 
 testPutGet :: TestTree
-testPutGet = testCase "Put/Get" $ 
+testPutGet = testCase "Put/Get" $
   withSystemTempDirectory "test" $ \fp -> do
-    let dbConfig = DatabaseConfig (T.pack $ fp ++ "/test.db") T.empty T.empty T.empty 
+    let dbConfig = DatabaseConfig (T.pack $ fp ++ "/test.db") T.empty T.empty T.empty
     bracket (initDatabase dbConfig) closeDatabase $ \db -> do
       putData db "FOO" interval (timeframeMinute 1) bars
       retrievedBars <- (snd . head) <$> getData db "FOO" interval (timeframeMinute 1)
@@ -56,9 +67,9 @@ testPutGet = testCase "Put/Get" $
       ]
 
 testGetReturnsSorted :: TestTree
-testGetReturnsSorted = testCase "Get returns sorted vector" $ 
+testGetReturnsSorted = testCase "Get returns sorted vector" $
   withSystemTempDirectory "test" $ \fp -> do
-    let dbConfig = DatabaseConfig (T.pack $ fp ++ "/test.db") T.empty T.empty T.empty 
+    let dbConfig = DatabaseConfig (T.pack $ fp ++ "/test.db") T.empty T.empty T.empty
     bracket (initDatabase dbConfig) closeDatabase $ \db -> do
       putData db "FOO" interval (timeframeMinute 1) bars
       retrievedBars <- (snd . head) <$> getData db "FOO" interval (timeframeMinute 1)