Bryant Moscon

Initial work on transactions for chunkstore

6

* Please do not merge, this is a work in progress - I do want to get some feedback now as I finish out the testing of this change 1....

Use lz4.frame

4

Its not that hard to exceed lz4 memory constraints or or cause it to overflow. The solution is to use lz4.frame which lets you compress a block of data in...

VersionStore appends very slow in symbol with many rows

6

Symbol consists of a datetime indexed dataframe (single index column, date). There are 7 other data columns: 1 of type int64, 1 of type float64, and 5 of type object/string....

MultiSymbol Read for VersionStore

5

See #394

Methods to return data as list

3

Provide following methods to export data: 1. prices() - returns list of prices for each level (would be called on .bids or .asks) 2. to_list() - like to dict, but...

allow for iterating on sides in the book with .items()

Cannot get mongo fixture to work with mongo 3.6

1

I cannot get the server fixture working with mongodb 3.6 on ubuntu. It works perfectly with 3.4, but not 3.6. I'm using it in conjunction with Arctic. The fixture just...

support loading options from a config file. Would allow the user to define a formatting schema for how the log lines should look, as opposed to forcing them to change...

port logging test code from backup manager repo