Use influxDB instead of MySql for timeseries [V2 Feature Request]

[cjelsa]

InfluxDB is a well performing Open Source DB which suits the timeseries functionality better than MySql. It might be an idea supporting this DB.

[noobymcnoob]

I use SQLite for my database which both stores and reads tick data, it's faster than Arctic which was designed for tick data.

Optimize after measuring, not before.

[FrithiofJensen]

I rather prefer the previous plans of using "PyStore" for data storage (or SQLite+SQLAlchemy, if it MUST be SQL, with SQLAlchemy is easier to use another database). I just do "daily" trading so for me it is an additional pain to keep database servers "spinning" 24/7.

[noobymcnoob]

Didn't even know about pystore. Nice. I tested with parquet myself but found it inferior (if you can believe it) to storing and retrieving compressed data frames from SQLite

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