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Oleg Sheynin 2024-04-25 15:37:53 -04:00
parent 5cc53f8cd8
commit 0867f46d1e
2 changed files with 20 additions and 6 deletions
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2
release_version.txt
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@ -1 +1 @@
0.7.4 0.7.5

24
scripts/alpaca_hist_md/alpaca_md.sh
View File

@ -31,20 +31,34 @@ fi
End=$(date -d "${Start} + 1 day" "+%Y-%m-%d") End=$(date -d "${Start} + 1 day" "+%Y-%m-%d")
# Exclude today
if [ "${End}" == $(date '+%Y-%m-%d') ] ; then
End=$(date -d 'yesterday' ''+%Y-%m-%d'')
fi
if [ "${NumJobs}" == "" ] ; then if [ "${NumJobs}" == "" ] ; then
NumJobs=30 NumJobs=30
fi fi
echo "Start=${Start} End=${End} NumJobs=${NumJobs}" echo "Start=${Start} End=${End} NumJobs=${NumJobs}"
# export PyScript=/home/cvtt/prod/cvttpy/exchanges/alpaca/hist_mkt_data.py
export PYTHONPATH=/home/cvtt/prod export PYTHONPATH=/home/cvtt/prod
export Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3 export Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3
export PyScript=/home/cvtt/prod/cvttpy/exchanges/alpaca/hist_mkt_data.py
export OutputDir=/home/cvtt/host_drive/alpaca_md # Local
export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
export PyScript=/home/cvtt/prod/cvttpy/exchanges/alpaca/hist_md/hist_md_bars.py
export OutputDir=/home/cvtt/host_drive/alpaca_md # Local
export LogDir=/home/cvtt/prod/logs/alpaca_md export LogDir=/home/cvtt/prod/logs/alpaca_md
# ----- T E M P
# export PYTHONPATH=/home/oleg/develop/cvtt2
# export Python=/home/oleg/.pyenv/python3.10-venv/bin/python3
# export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
# export PyScript=/home/oleg/develop/cvtt2/cvttpy/exchanges/alpaca/hist_md/hist_md_bars.py
# export OutputDir=/home/oleg/develop/cvtt2/tmp # Local
# export LogDir=/home/oleg/develop/cvtt2/tmp
mkdir -p ${LogDir} mkdir -p ${LogDir}
run_proc() { run_proc() {
@ -69,7 +83,7 @@ run_proc() {
export -f run_proc export -f run_proc
if [ -n $InstListFile ]; then if [ "$InstListFile" == "" ]; then
key=$(jq -r '.["ALPACA_SANDBOX"] | .api_key' ~/.creds) key=$(jq -r '.["ALPACA_SANDBOX"] | .api_key' ~/.creds)
secret=$(jq -r '.["ALPACA_SANDBOX"] | .secret_key' ~/.creds) secret=$(jq -r '.["ALPACA_SANDBOX"] | .secret_key' ~/.creds)
@ -96,5 +110,5 @@ slice_size=500 # 10K symbols parallel cannot handle
for ((ii=0; ii <${#Instruments[@]}; ii+=slice_size)); do for ((ii=0; ii <${#Instruments[@]}; ii+=slice_size)); do
InstSlice=("${Instruments[@]:ii:slice_size}") InstSlice=("${Instruments[@]:ii:slice_size}")
parallel -j ${NumJobs} run_proc {} ${Start} ${End} ::: "${InstSlice[@]}" echo parallel -j ${NumJobs} run_proc {} ${Start} ${End} ::: "${InstSlice[@]}"
done done