progress
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@ -1,36 +1,24 @@
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FROM python:3.10-slim
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WORKDIR /
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COPY docker_dev/quant/requirements.txt /
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RUN pip install --upgrade pip
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RUN pip install -r /requirements.txt
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RUN apt-get update && apt-get install -y \
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apt-utils \
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libpq-dev \
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build-essential
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ARG FROM_DIR=docker_dev/trading/quant
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COPY ${FROM_DIR}/requirements.txt /
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RUN pip install --upgrade pip --root-user-action=ignore
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RUN pip install -r /requirements.txt --root-user-action=ignore
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COPY cvttpy /cvttpy
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COPY docker_dev/quant/.creds /.creds
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COPY ${FROM_DIR}/.creds /.creds
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COPY ${FROM_DIR}/run_quant.sh /run_quant.sh
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RUN chmod +x /run_quant.sh
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RUN mkdir /logs
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WORKDIR /
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SHELL ["/bin/bash", "-c"]
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ENV PYTHONPATH=/
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ENTRYPOINT [ "/run_quant.sh" ]
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# default config
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ENV CONFIG=http://cloud16.cvtt.vpn:6789/apps/cvtt
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ENV BOOK_ID=CVTT_CLD17_BK01
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CMD [ \
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"python3.10", \
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"cvttpy/apps/quant_app.py", \
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"--config=http://cloud16.cvtt.vpn:6789/apps/cvtt", \
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"--credentials_file=/.creds", \
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"--active_exchanges=COINBASE_AT", \
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"--instruments=COINBASE:PAIR-BTC-USD", \
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"--book=CVTT_CLD17_BK01", \
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"--admin_port=7221", \
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"--log_file=/logs/%T.QUANT.log" \
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]
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84
trading/quant/run_quant.sh
Executable file
84
trading/quant/run_quant.sh
Executable file
@ -0,0 +1,84 @@
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#!/bin/bash
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# runs in container
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#command=/home/cvtt/.pyenv/python3.10-venv/bin/python3
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# -u /home/cvtt/prod/cvttpy/apps/quant_app.py
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# --config=http://cloud16.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
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# --active_exchanges=ALPACA_SNDBX-MDPORTAL
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# --book=ALPACA_BK02
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# --strategy=DAILY_STOCK_001
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# --dynamic_instruments=ALPACA_SNDBX
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# --admin_port=7224
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# --log_level=INFO
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# --log_file=/home/cvtt/prod/logs/%%T.QUANT_APP.log
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# # --debug_mode
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# runs on host to start container
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usage() {
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echo -n "Usage: $0"
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echo -n " -b <book>"
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echo -n " -S <strategy> (dflt: TRDALGO_001)"
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echo -n " [-c <config_server (dflt: cloud23.cvtt.vpn:6789)>]"
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echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
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echo -n " [-a <admin_port (7224)>"]
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echo
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exit 1
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}
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ConfigServer=cloud23.cvtt.vpn:6789
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ActiveExchanges=ALPACA_SNDBX-MDPORTAL
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AdminPort=7224
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Strategy=DAILY_STOCK_001
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Book=""
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while getopts ":b:c:e:a:S:" opt; do
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case ${opt} in
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c )
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ConfigServer=$OPTARG
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;;
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e )
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ActiveExchanges=$OPTARG
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;;
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a )
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AdminPort=$OPTARG
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;;
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b )
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Book=$OPTARG
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;;
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S )
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Strategy=$OPTARG
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;;
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\? )
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echo "Invalid option: -$OPTARG" >&2
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usage
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;;
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: )
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echo "Option -$OPTARG requires an argument." >&2
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usage
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;;
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esac
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done
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if [ "${Book}" == "" ]; then
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echo "Book is missing"
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usage
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fi
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Cmd="python3.10"
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Cmd="${Cmd} cvttpy/apps/quant_app.py"
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Cmd="${Cmd} --config=http://${ConfigServer}/apps/cvtt_eqt_alpaca"
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Cmd="${Cmd} --credentials_file=/.creds"
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Cmd="${Cmd} --book=${Book}"
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Cmd="${Cmd} --strategy=${Strategy}"
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Cmd="${Cmd} --allow_dynamic_exch_inst"
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Cmd="${Cmd} --active_exchanges=${ActiveExchanges}"
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Cmd="${Cmd} --admin_port=${AdminPort}"
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Cmd="${Cmd} --log_file=/logs/%T.QUANT.${Book}.log"
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Cmd="${Cmd} --compress_log"
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echo ${Cmd}
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eval ${Cmd}
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@ -40,7 +40,7 @@ Algo=TRDALGO_001
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Book=""
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while getopts ":b:c:e:a:" opt; do
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while getopts ":b:c:e:a:A:" opt; do
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case ${opt} in
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c )
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ConfigServer=$OPTARG
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