progress

2024-12-20 13:47:06 -05:00
parent 539034a93c
commit 98146f0fc0
27 changed files with 5 additions and 5 deletions
@@ -0,0 +1,3 @@
+.git
+**/__pycache__
+.pipenv
@@ -0,0 +1,24 @@
+FROM python:3.12-slim
+
+
+ARG FROM_DIR=docker_dev/trading/quant
+
+COPY ${FROM_DIR}/requirements.txt /
+RUN pip install --upgrade pip --root-user-action=ignore
+RUN pip install -r /requirements.txt --root-user-action=ignore
+
+COPY cvttpy /cvttpy
+COPY ${FROM_DIR}/.creds  /.creds
+
+
+COPY ${FROM_DIR}/run_quant.sh /run_quant.sh
+RUN chmod +x /run_quant.sh
+
+RUN mkdir /logs
+
+WORKDIR /
+SHELL ["/bin/bash", "-c"]
+ENV PYTHONPATH=/
+ENTRYPOINT [ "/run_quant.sh" ]
+
+
@@ -0,0 +1,11 @@
+aiohttp>=3.7.4.post0
+nest-asyncio>=1.5.5
+hjson>=3.1.0
+sortedcontainers>=2.4.0
+pandas>=1.5.3
+#
+ta>=0.10.2
+tables>=3.9.1
+psycopg>=3.2.1
+#
+redis>=5.0.8
@@ -0,0 +1,66 @@
+#!/bin/bash
+
+# runs on host to start container
+usage() {
+    echo -n "Usage: $0"
+    echo -n " -b <book>"
+
+    echo -n " -S <strategy> (dflt: TRDALGO_001)"
+
+    echo -n " [-c <config (dflt: http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca)>]"
+    echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
+    echo -n " [-a <admin_port (7224)>"]
+    echo -n " [-z (compress log)"]
+    echo
+    exit 1
+}
+
+Config=http://cloud23.cvtt.vpn:6789/apps/cvtt_eqt_alpaca
+ActiveExchanges=ALPACA_SNDBX-MDPORTAL
+AdminPort=7224
+Strategy=DAILY_STOCK_001
+Book=""
+COMPRESS_LOG=false
+
+
+while getopts "b:c:e:a:S:z" opt; do
+    case ${opt} in
+        c ) Config=$OPTARG  ;;
+        e ) ActiveExchanges=$OPTARG ;;
+        a ) AdminPort=$OPTARG ;;
+        z ) COMPRESS_LOG=true ;;
+        b ) Book=$OPTARG ;;
+        S ) Strategy=$OPTARG ;;
+        \? )
+            echo "Invalid option: -$OPTARG" >&2
+            usage
+            ;;
+        : )
+            echo "Option -$OPTARG requires an argument." >&2
+            usage
+            ;;
+    esac
+done
+
+if [ "${Book}" == "" ]; then
+    echo "Book is missing"
+    usage
+fi
+
+Cmd="python3.12"
+Cmd="${Cmd} cvttpy/apps/quant_app.py"
+Cmd="${Cmd} --config=${Config}"
+Cmd="${Cmd} --credentials_file=/.creds"
+Cmd="${Cmd} --book=${Book}"
+Cmd="${Cmd} --strategy=${Strategy}"
+# Cmd="${Cmd} --allow_dynamic_exch_inst"
+Cmd="${Cmd} --active_exchanges=${ActiveExchanges}"
+Cmd="${Cmd} --admin_port=${AdminPort}"
+Cmd="${Cmd} --log_file=/logs/%T.QUANT.${Book}.log"
+if ${COMPRESS_LOG}; then
+    Cmd="${Cmd} --compress_log"
+fi
+echo ${Cmd}
+eval ${Cmd}
+
+