Update tech_docs/database/sql_getting_started.md

tech_docs/database/sql_getting_started.md

@@ -1,3 +1,165 @@
+# **SQL for Forex Automation: The Pragmatic 20%**
+
+## **Why Syntax Matters in Automated Forex Analysis**
+
+### **1. Filtering & Time Bucketing (The Foundation)**
+**Why you need this:**  
+- Your cron jobs must process only relevant data (specific pairs/timeframes)  
+- Raw ticks are useless - you need candlesticks for analysis  
+- Bad filtering = wasted resources and slow queries  
+
+**Real-world syntax you'll actually use:**  
+```sql
+-- Get only EUR/USD ticks from London session
+SELECT * FROM ticks 
+WHERE symbol = 'EUR/USD' 
+  AND EXTRACT(HOUR FROM timestamp) BETWEEN 7 AND 15
+  AND timestamp > NOW() - INTERVAL '1 day';
+
+-- Create 5-min candles automatically
+INSERT INTO candles_5min
+SELECT 
+  symbol,
+  DATE_TRUNC('5 minutes', timestamp) AS candle_time,
+  FIRST((bid+ask)/2) AS open,
+  MAX(ask) AS high,
+  MIN(bid) AS low,
+  LAST((bid+ask)/2) AS close
+FROM ticks
+WHERE timestamp > NOW() - INTERVAL '1 hour'
+GROUP BY symbol, candle_time;
+```
+
+### **2. Aggregates & Session Analysis (Your Edge)**
+**Why you need this:**  
+- Spot liquidity patterns for optimal execution  
+- Detect when spreads widen (avoid trading then)  
+- Automate session-based trading strategies  
+
+**Script-ready examples:**  
+```sql
+-- Daily spread report (cron job at market close)
+SELECT 
+  symbol,
+  AVG(ask-bid) AS avg_spread,
+  MAX(ask-bid) AS max_spread,
+  EXTRACT(HOUR FROM timestamp) AS hour
+FROM ticks
+WHERE date = CURRENT_DATE
+GROUP BY symbol, hour
+ORDER BY symbol, hour;
+
+-- London/NY overlap volatility (alert trigger)
+SELECT 
+  STDDEV((bid+ask)/2) AS rolling_volatility
+FROM ticks
+WHERE symbol = 'GBP/USD'
+  AND EXTRACT(HOUR FROM timestamp) BETWEEN 13 AND 15  -- 8-10AM NY time
+  AND timestamp > NOW() - INTERVAL '30 minutes';
+```
+
+### **3. Rolling Calculations (Real-Time Edge)**
+**Why you need this:**  
+- Moving averages/support/resistance in pure SQL  
+- Detect breakouts without Python overhead  
+- Calculate volatility for position sizing  
+
+**Automation-ready window functions:**  
+```sql
+-- 50-period SMA for last 6 hours (run hourly)
+SELECT 
+  symbol,
+  AVG((bid+ask)/2) OVER (
+    PARTITION BY symbol 
+    ORDER BY timestamp 
+    ROWS 49 PRECEDING
+  ) AS sma_50,
+  timestamp
+FROM ticks
+WHERE timestamp > NOW() - INTERVAL '6 hours'
+ORDER BY timestamp DESC
+LIMIT 1;
+
+-- Real-time correlation alert (EUR/USD vs. USD/CHF)
+WITH last_100_ticks AS (
+  SELECT 
+    timestamp,
+    MAX(CASE WHEN symbol = 'EUR/USD' THEN (bid+ask)/2 END) AS eurusd,
+    MAX(CASE WHEN symbol = 'USD/CHF' THEN (bid+ask)/2 END) AS usdchf
+  FROM ticks
+  WHERE timestamp > NOW() - INTERVAL '5 minutes'
+  GROUP BY timestamp
+)
+SELECT 
+  CORR(eurusd, usdchf) AS live_correlation
+FROM last_100_ticks;
+```
+
+### **4. Optimization (Because Cron Jobs Can't Hang)**
+**Why you need this:**  
+- Slow queries miss trading opportunities  
+- Unoptimized jobs pile up and crash systems  
+- Bad SQL wastes server resources  
+
+**Must-implement optimizations:**  
+```sql
+-- Essential indexes for forex data
+CREATE INDEX idx_forex_symbol_time ON ticks(symbol, timestamp);
+CREATE INDEX idx_forex_time ON ticks(timestamp);
+
+-- Partition by month for tick data
+CREATE TABLE ticks (
+  -- schema
+) PARTITION BY RANGE (timestamp);
+
+-- CTEs for complex jobs (easier to debug)
+WITH 
+london_ticks AS (
+  SELECT * FROM ticks 
+  WHERE EXTRACT(HOUR FROM timestamp) BETWEEN 7 AND 15
+),
+usd_pairs AS (
+  SELECT * FROM london_ticks 
+  WHERE symbol LIKE '%USD%'
+)
+SELECT * FROM usd_pairs;  -- Your analysis continues...
+```
+
+## **The Automation Workflow**
+1. **Data Collection Script** (cron: every minute)  
+   - Filters raw ticks by symbol/time  
+   - Generates candlesticks  
+   - Stores aggregates in reporting tables  
+
+2. **Monitoring Script** (cron: every 5 minutes)  
+   - Checks volatility/spreads  
+   - Alerts on abnormal conditions  
+   - Updates rolling metrics  
+
+3. **End-of-Day Report** (cron: 23:59)  
+   - Calculates daily highs/lows  
+   - Tracks session volatility  
+   - Logs correlation matrices  
+
+## **What You Can Ignore (For Automation)**
+- Fancy visualizations (just output CSV)  
+- Interactive queries (your scripts aren't interactive)  
+- ORM layers (raw SQL is better for cron)  
+- Database administration (unless you're processing 1B+ ticks/day)  
+
+## **Next Steps for Your Automation**
+1. Start with simple filtering → candle generation  
+2. Add session-based aggregations  
+3. Implement rolling calculations for signals  
+4. Set up alert thresholds  
+
+Want me to outline a complete cron-ready SQL script for a specific task? For example:
+- A volatility breakout detector
+- An end-of-day report generator
+- A spread monitor for execution quality
+
+---
+
 # **SQL for Forex Data Analysis: The 20% That Delivers 80% Results**
 
 ## **Focused Learning Roadmap**