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Learn how to insert free minutely crypto price data into PostgreSQL using SQLAlchemy, Python, and Pandas.

You download the code at the Analyzing Alpha GitHub Repo .

Steps to Insert the Crypto Price Data

Below is the Python code demonstrated in the video and Jupyter notebook.

1. Get Symbols

We get the unique index values for the ticker component of the MultiIndex.

													
													tickers = bars1m.index.get_level_values(1).unique() tickers
												
											

We can then filter active tickers by assuming that an active ticker would have traded on the most recent day.

												
												active_tickers = bars1m['2020-12-30':].index.get_level_values(1).unique() active_tickers
											
										

2. Create Symbols Dataframe

We then create a dataframe for our symbol class using np.where to set active and inactive tickers.

											
											symbols = pd.DataFrame(tickers) symbols['name'] = symbols['ticker'] symbols['market'] = 'crypto' symbols['active'] = np.where(symbols['ticker'].isin(active_tickers), True, False) symbols = symbols.sort_values(by='ticker') symbols
										
									

3. Create MinuteBar DataFrame

We reorganize the dataframe to simplify uploading a ticker and its associated minute data.

										
										minute_bars = bars1m.reset_index().sort_values(by=['ticker','date']).set_index(['ticker','date']) minute_bars
									
								

4. Insert Data

We then insert the data, making sure to commit the symbol to get an id for the minute bar insertion.

									
									from psql import db, session from models import Symbol, MinuteBar
								
							

								
								for i, r in symbols.iterrows(): symbol = Symbol(ticker=r['ticker'], name=r['name'], market=r['market'], active=r['active']) session.add(symbol) session.commit() bars = minute_bars.xs(r['ticker']).reset_index() bars['symbol_id'] = symbol.id session.bulk_insert_mappings(MinuteBar, bars.to_dict(orient='records')) session.commit()