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This commit is contained in:
Oleg Sheynin 2024-03-25 18:04:49 -04:00
parent 70c7769fd6
commit 465d4c746e
3 changed files with 47 additions and 13 deletions
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2
release_version.txt
View File

@ -1 +1 @@
0.6.5
0.6.6

28
scripts/alpaca_hist_md/alpaca_assets.sh Executable file
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@ -0,0 +1,28 @@
#!/bin/bash
CredsFile=${1}
CredKey=${2}
if [ "${CredsFile}" == "" ] ; then
CredsFile="${HOME}/.creds"
fi
if [ "${CredKey}" == "" ] ; then
CredKey="ALPACA_SANDBOX"
fi
key=$(jq -r ".[\"${CredKey}\"] | .api_key" ${CredsFile})
secret=$(jq -r ".[\"${CredKey}\"] | .secret_key" ${CredsFile})
Cmd="curl -s --request GET --url 'https://paper-api.alpaca.markets/v2/assets?status=active'"
Cmd="${Cmd} --header 'APCA-API-KEY-ID: ${key}'"
Cmd="${Cmd} --header 'APCA-API-SECRET-KEY: ${secret}'"
Cmd="${Cmd} --header 'accept: application/json'"
eval ${Cmd}
# split string into array
Instruments=()
for Inst in $(eval ${Cmd})
do
Instruments+=("$Inst")
done

30
scripts/alpaca_hist_md/alpaca_md.sh
View File

@ -4,6 +4,8 @@ Start=${1}
End=${2}
NumJobs=${3}
InstListFile= ${4}
export CalendarURL=http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
is_business_day() {
@ -39,12 +41,12 @@ fi
echo "Start=${Start} End=${End} NumJobs=${NumJobs}"
export PYTHONPATH=/home/cvtt/prod
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/alpaca_md
# export OutputDir=/home/cvtt/alpaca_md
export OutputDir=/home/cvtt/host_drive/alpaca_md
export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
export LogDir=/home/cvtt/prod/logs/alpaca_md
@ -56,7 +58,6 @@ run_proc() {
End=${3}
echo "Running for $Inst"
Cmd="${Python} ${PyScript}"
Cmd="${Cmd} --config=${Config}"
Cmd="${Cmd} --output_dir=${OutputDir}"
@ -72,16 +73,21 @@ run_proc() {
export -f run_proc
key=$(jq -r '.["ALPACA_SANDBOX"] | .api_key' ~/.creds)
secret=$(jq -r '.["ALPACA_SANDBOX"] | .secret_key' ~/.creds)
if [ -n $InstListFile ]; then
Cmd="curl -s --request GET --url 'https://paper-api.alpaca.markets/v2/assets?status=active'"
Cmd="${Cmd} --header 'APCA-API-KEY-ID: ${key}'"
Cmd="${Cmd} --header 'APCA-API-SECRET-KEY: ${secret}'"
Cmd="${Cmd} --header 'accept: application/json'"
Cmd="${Cmd} | jq '.[] | select(.class == \"us_equity\" and .exchange != \"OTC\") | .symbol'"
Cmd="${Cmd} | sed 's/\"//g'"
Cmd="${Cmd} | sed 's/^/STOCK-/'"
key=$(jq -r '.["ALPACA_SANDBOX"] | .api_key' ~/.creds)
secret=$(jq -r '.["ALPACA_SANDBOX"] | .secret_key' ~/.creds)
Cmd="curl -s --request GET --url 'https://paper-api.alpaca.markets/v2/assets?status=active'"
Cmd="${Cmd} --header 'APCA-API-KEY-ID: ${key}'"
Cmd="${Cmd} --header 'APCA-API-SECRET-KEY: ${secret}'"
Cmd="${Cmd} --header 'accept: application/json'"
Cmd="${Cmd} | jq '.[] | select(.class == \"us_equity\" and .exchange != \"OTC\") | .symbol'"
Cmd="${Cmd} | sed 's/\"//g'"
Cmd="${Cmd} | sed 's/^/STOCK-/'"
else
Cmd="cat ${InstListFile}"
fi
# split string into array
Instruments=()