Update tech_docs/database/sql_roadmap.md

tech_docs/database/sql_roadmap.md

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+# **SQL for Forex Trading - Ultimate Cheat Sheet**
+
+## **1. Essential Command Structure**
+```
+[ACTION] [TARGET] [DETAILS] [CONDITIONS] [MODIFIERS]
+```
+Example:  
+```sql
+SELECT bid, ask           -- ACTION: what to get
+FROM ticks                -- TARGET: where from
+WHERE symbol = 'EUR/USD'  -- CONDITIONS: filters
+ORDER BY timestamp DESC   -- MODIFIERS: sorting
+LIMIT 100;                -- MODIFIERS: quantity
+```
+
+## **2. Core Commands**
+
+### **Table Operations**
+| Command | Example | Purpose |
+|---------|---------|---------|
+| `CREATE TABLE` | `CREATE TABLE ticks(timestamp TIMESTAMP, bid FLOAT)` | Create new table |
+| `ALTER TABLE` | `ALTER TABLE ticks ADD COLUMN volume FLOAT` | Modify structure |
+| `DROP TABLE` | `DROP TABLE ticks` | Delete table |
+
+### **Data Import/Export**
+```sql
+-- Import CSV
+COPY ticks FROM '/data/ticks.csv' (FORMAT CSV);
+
+-- Export results
+COPY (SELECT * FROM ticks) TO '/output.csv' (FORMAT CSV);
+```
+
+### **Basic Queries**
+```sql
+-- All columns, limited rows
+SELECT * FROM ticks LIMIT 10;
+
+-- Specific columns
+SELECT timestamp, bid, ask FROM ticks;
+
+-- Filtered data
+SELECT * FROM ticks WHERE bid > 1.1000 AND volume > 1000;
+```
+
+## **3. Time-Series Patterns**
+
+### **Candlestick Generation**
+```sql
+SELECT 
+  DATE_TRUNC('1 minute', timestamp) AS minute,
+  FIRST(bid) AS open,
+  MAX(bid) AS high,
+  MIN(bid) AS low,
+  LAST(bid) AS close,
+  SUM(volume) AS volume
+FROM ticks
+GROUP BY minute;
+```
+
+### **Rolling Calculations**
+```sql
+-- 30-minute moving average
+SELECT 
+  timestamp,
+  AVG(bid) OVER (ORDER BY timestamp ROWS 29 PRECEDING) AS ma_30
+FROM ticks;
+
+-- Rolling spread
+SELECT 
+  timestamp,
+  AVG(ask - bid) OVER (ORDER BY timestamp RANGE '5 minutes') AS avg_spread
+FROM ticks;
+```
+
+## **4. Key Metrics**
+
+### **Spread Analysis**
+```sql
+-- Basic spread
+SELECT timestamp, ask - bid AS spread FROM ticks;
+
+-- Session averages
+SELECT 
+  EXTRACT(HOUR FROM timestamp) AS hour,
+  AVG(ask - bid) AS avg_spread
+FROM ticks
+GROUP BY hour;
+```
+
+### **Order Book Imbalance**
+```sql
+SELECT 
+  timestamp,
+  (bid_size - ask_size) / (bid_size + ask_size) AS imbalance
+FROM ticks;
+```
+
+## **5. Advanced Patterns**
+
+### **Correlation Analysis**
+```sql
+WITH hourly AS (
+  SELECT 
+    DATE_TRUNC('hour', timestamp) AS hour,
+    AVG(CASE WHEN symbol='EUR/USD' THEN bid END) AS eurusd,
+    AVG(CASE WHEN symbol='USD/JPY' THEN bid END) AS usdjpy
+  FROM ticks
+  GROUP BY hour
+)
+SELECT CORR(eurusd, usdjpy) FROM hourly;
+```
+
+### **Event Detection**
+```sql
+-- Large price jumps
+SELECT *
+FROM ticks
+WHERE ABS(bid - LAG(bid) OVER (ORDER BY timestamp)) > 0.0010;
+```
+
+## **6. Optimization**
+
+### **Indexing**
+```sql
+-- Basic index
+CREATE INDEX idx_symbol_time ON ticks(symbol, timestamp);
+
+-- For time-series
+SELECT create_hypertable('ticks', 'timestamp');  -- TimescaleDB
+```
+
+### **Query Performance**
+```sql
+-- Explain plan
+EXPLAIN ANALYZE SELECT * FROM ticks WHERE symbol = 'EUR/USD';
+
+-- Common optimizations:
+-- 1. Use WHERE before GROUP BY
+-- 2. Limit selected columns (not SELECT *)
+-- 3. Use EXISTS instead of IN for large datasets
+```
+
+## **7. Quick Reference**
+
+### **Data Types**
+| Type | Example | Used For |
+|------|---------|----------|
+| `TIMESTAMP` | `2024-01-01 12:00:00` | Time data |
+| `FLOAT` | `1.12345` | Prices/values |
+| `VARCHAR` | `'EUR/USD'` | Text/symbols |
+| `BOOLEAN` | `TRUE` | Flags |
+
+### **Aggregate Functions**
+| Function | Example | Purpose |
+|----------|---------|---------|
+| `AVG()` | `AVG(bid)` | Average |
+| `MAX()` | `MAX(ask)` | Highest value |
+| `MIN()` | `MIN(bid)` | Lowest value |
+| `SUM()` | `SUM(volume)` | Total volume |
+| `COUNT()` | `COUNT(*)` | Row count |
+
+## **8. Common Errors & Fixes**
+
+| Error | Solution |
+|-------|----------|
+| Missing comma in column list | Check commas between columns in SELECT/CREATE |
+| "GROUP BY" needed | Add `GROUP BY` when using aggregates |
+| NULL comparison issues | Use `IS NULL` not `= NULL` |
+| Slow queries | Add indexes on filtered/sorted columns |
+
+## **How to Use This Cheat Sheet**
+1. **Daily Practice**: Pick 2-3 patterns to implement each day  
+2. **Wall Reference**: Print and keep near your workstation  
+3. **Troubleshooting**: Use the errors section when queries fail  
+
+Want me to:  
+1. Provide a PDF version of this cheat sheet?  
+2. Add more forex-specific examples?  
+3. Or focus on a particular section in more detail?
+
+---
+
 Here's a streamlined 8-week roadmap focused purely on practical SQL skills for forex bid/ask analysis, structured for immediate application in cron jobs:
 
 ### **Week 1-2: Core Foundations for Tick Data**