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upgrade PostgreSQL from version 9.5 to version 9.6 without losing data

Assuming you've used home-brew to install and upgrade Postgres, you can perform the following steps.
  1. Stop current Postgres server:
    launchctl unload ~/Library/LaunchAgents/homebrew.mxcl.postgresql.plist
  2. Initialize a new 9.6 database:
    initdb /usr/local/var/postgres9.6 -E utf8
  3. run pg_upgrade:
    pg_upgrade -v \
        -d /usr/local/var/postgres \
        -D /usr/local/var/postgres9.6 \
        -b /usr/local/Cellar/postgresql/9.5.5/bin/ \
        -B /usr/local/Cellar/postgresql/9.6.1/bin/
  4. Move new data into place:
    cd /usr/local/var
    mv postgres postgres9.5
    mv postgres9.6 postgres
  5. Restart Postgres:
    launchctl load ~/Library/LaunchAgents/homebrew.mxcl.postgresql.plist
  6. Check /usr/local/var/postgres/server.log for details and to make sure the new server started properly.
  7. Finally, re-install the rails pg gem
    gem uninstall pg
    gem install pg
I suggest you take some time to read the PostgreSQL documentation to understand exactly what you're doing in the above steps to minimize frustrations.

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