I have a performance problem with a script that does massive bulk
insert in 6 tables. When the script starts the performance is really
good but will degrade minute after minute and take almost a day to
finish!

        Looks like foreign key checks slow you down.

        - Batch INSERTS in transactions (1000-10000 per transaction)
        - Run ANALYZE once in a while so the FK checks use indexes
- Are there any DELETEs in your script which might hit nonidexed REFERENCES... columns to cascade ?
        - Do you really need to check for FKs on the fly while inserting ?
        ie. do you handle FK violations ?
        Or perhaps your data is already consistent ?
In this case, load the data without any constraints (and without any indexes), and add indexes and foreign key constraints after the loading is finished.
        - Use COPY instead of INSERT.

If you use your script to process data, perhaps you could import raw unprocessed data in a table (with COPY) and process it with SQL. This is usually much faster than doing a zillion inserts.

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