A duplicate close can become a false return if it enters a price panel unnoticed. A relational schema can reject duplicate instrument-date keys before estimation. This lesson stores fixture prices in SQLite, queries a bounded sample and reshapes it into a pandas panel.
Learning objectives. By the end of this note you should be able to:
- create a
pricestable with a composite primary key and useful columns; - insert rows with
executemanyand parameter binding; - query a date-bounded panel and pivot it to wide form in pandas;
- explain what "system of record" means for a research or risk pipeline.
In this lesson
- Schema for prices
- Load and query a panel
- Why not only files?
- Integrity checks in SQL
- Parameter binding remains mandatory
- Repository module sketch
Before you start
The full lesson, with worked examples and exercise solutions, is for members.
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