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fix: prepare eqt simdata script

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This commit is contained in:
Oleg Sheynin 2024-12-06 20:00:23 -05:00
parent 625670c69e
commit 93bd329999
2 changed files with 11 additions and 9 deletions
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2
release_version.txt
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@ -1 +1 @@
1.9.2,prepare_crypto_simdata 1.9.2.F1,fix: prepare eqt simdata script

18
research/prepare_eqt_simdata.sh
View File

@ -163,11 +163,10 @@ EOF
for sym in ${Symbols[@]}; do for sym in ${Symbols[@]}; do
src_hbar_db=${OutputDir}/${Date}.${sym}.alpaca_1m_bars.db src_hbar_db=${OutputDir}/${Date}.${sym}.alpaca_1m_bars.db
src_qat_db=${OutputDir}/${Date}.${sym}.alpaca_qat.db src_qat_db=${OutputDir}/${Date}.${sym}.alpaca_qat.db
for srcdb in ${src_hbar_db} ${src_qat_db} ; do
echo "Loading md_trades from ${srcdb} ..." echo "Loading md_trades and md_quotes from ${src_qat_db} ..."
sqlite3 ${ResultDbFile} <<EOF sqlite3 ${ResultDbFile} <<EOF
ATTACH '${srcdb}' AS source_db; ATTACH '${src_qat_db}' AS source_db;
BEGIN; BEGIN;
INSERT INTO md_trades SELECT INSERT INTO md_trades SELECT
tstamp, tstamp,
@ -197,7 +196,11 @@ INSERT INTO md_quotes SELECT
ask_qty ask_qty
FROM source_db.md_quotes; FROM source_db.md_quotes;
COMMIT; COMMIT;
EOF
echo "Loading md_1min_bars from ${src_hbar_db} ..."
sqlite3 ${ResultDbFile} <<EOF
ATTACH '${src_hbar_db}' AS source_db;
BEGIN; BEGIN;
INSERT INTO md_1min_bars SELECT INSERT INTO md_1min_bars SELECT
tstamp, tstamp,
@ -217,10 +220,9 @@ COMMIT;
DETACH source_db; DETACH source_db;
EOF EOF
Cmd="rm ${srcdb}" Cmd="rm ${src_hbar_db} ${src_qat_db}"
echo ${Cmd} echo ${Cmd}
eval ${Cmd} eval ${Cmd}
done
done done
exit exit