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When you log on Oracle database with SQLplus, it looks for a login.sql file in the current directory. If the file exists, it's executed.
It's usefull to set preferences...
There is an equivalent when I log to a PostgreSQL database with psql ?
Yes, there is. It's stored in ~/.psqlrc
More details in the manual: http://www.postgresql.org/docs/current/static/app-psql.html#AEN85369
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