I’d like to congratulate all of you for what you’ve done with OG and also for providing us with this open source platform. I’m eager to discover what it’s capable of
I’d like to stick to the OG masters which provide a robust versionning tool for managing trades, positions, … Thus I think the best thing to do is to build an ETL to fill OG DBs from another database. I’ve been trying to extend the ToolContext class so that it contains additional masters (for instance SecurityMasterFrom and SecurityMasterTo, if you see what I mean). Is that the proper way to do it?
Would it be better to load 2 ToolContexts, each one linked to a different database, and have them work together? In that case, how can it be performed?
Any hint is welcome