I'm new to Backtrader and would like to store a few years of daily data for 7000 stocks locally in a database and then test strategies across all stocks. So about 400 MB. Preliminary research suggest these options:
- Marketstore: (see https://community.backtrader.com/topic/1120/marketstore-new-data-feed-complete-code-example) Advantage: MS is open source, designed for time series. I'm not sure if the sample is complete because the thread sort of dropped off.
- The BT built-in datafeed for InfluxData (also a timeseries db). InfluxData offers the "TickStack" Edition for free. Has anyone tried it with Backtrader?
- SQLite. Advantage: open source and I'm familiar. Has anyone tried using either PandasData or AbstractDataBase datafeeds as a wrapper around a relational database?
Any tips would be very welcome.