Presented by:

658ae7ed330d8fc70df1c173960d27ad

Timothy Allen

Wharton Research Data Services at The Wharton School

Tim joined Wharton Research Data Services in 2008, after working for local companies and starting a few of his own. Having started programming at age six, he is currently an organizer of the Philadelphia Python Users Group, DjangoCon US, and a member of the Python Software Foundation and Django Software Foundation. Tim is an avid hockey fan, was the first person to sell real world items for virtual microcurrency long before Bitcoin, and enjoys beating his head against brick walls (as demonstrated by his passion for coding, cycling in Philadelphia, and never-ending quest to get his cats to behave). A life-long Philadelphia resident, he graduated from the University of Pennsylvania in 1996 with an individualized major, “Computer Aided Information Acquisition”.

No video of the event yet, sorry!

Databases are the elephants in the room of modern technology: mature, reliable, sturdy fixtures in the technology world that have served us well for many decades. Databases stay relevant by continuing to reinvent themselves to serve new technologies further up the stack. The latest buzzwords further up that stack are APIs and Microservices, so prevalent that it is hard to see a tech advertisement that doesn't mention them. While related to "the cloud" and "big data", whatever the heck those terms actually mean, APIs and Microservices have a slightly less annoying marketing schtick and more concrete relations to relational databases.

But what do these relations look like in practice? In this talk, Timothy Allen of Wharton Research Data Services will show how his team at The Wharton School has evolved from providing financial data exclusively in SAS data formats to a robust backend powered by PostgreSQL, which allows financial research to happen in many ecosystems: still available in SAS, but also R, Python, Perl, Matlab, Julia, and more. He will present a case study of using Django REST Framework to build an "API through introspection."

This case study will show how WRDS built a full Django web site and RESTful web service by introspecting financial data stored in a PostgreSQL database cluster. The models for the ORM, serializers for the RESTful API, views for presenting the data to a user, filters for refining queries, URL routing, web browsable interface, user token authorization, and permissions, are all handled by introspecting various features of the PostgreSQL database information schema.

Bio

Tim joined Wharton Research Data Services in 2008, after working for local companies and starting a few of his own. Having started programming at age six, he is currently an organizer of the Philadelphia Python Users Group, DjangoCon US, and a member of the Python Software Foundation and Django Software Foundation. Tim is an avid hockey fan, was the first person to sell real world items for virtual microcurrency long before Bitcoin, and enjoys beating his head against brick walls (as demonstrated by his passion for coding, cycling in Philadelphia, and never-ending quest to get his cats to behave). A life-long Philadelphia resident, he graduated from the University of Pennsylvania in 1996 with an individualized major, "Computer Aided Information Acquisition".

Wharton Research Data Services has been the leading provider or financial data for academic research since it was founded in 1992 at The Wharton School. WRDS provides data from many vendor partners, including S&P Compustat, CRSP, the NYSE, FactSet, CapitalIQ, and Global Insight, as well as providing its own data products, like the SEC Analytics Suite and the WRDS Event Study.

Date:
2017 July 14 13:40
Duration:
50 min
Room:
370
Conference:
PGConf Local: Philly 2017
Language:
Track:
PostgreSQL
Difficulty:
Medium