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This commit is contained in:
Oleg Sheynin
2024-12-04 16:42:35 -05:00
parent cade1cd055
commit bbbdbb5473
6 changed files with 157 additions and 6 deletions
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scripts/__DEPRECATED__/archive_yesterday_md.sh
+1 -1
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@@ -31,7 +31,7 @@ echo "Schemas=${Schemas}"
Cmd=
Cmd="${Python}"
Cmd="${Cmd} ${RootDir}/cvttpy/research/utils/archive_ts_md.py"
Cmd="${Cmd} --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder"
Cmd="${Cmd} --config=http://cloud23.cvtt.vpn:6789/apps/md_recorder"
Cmd="${Cmd} --db_credentials_key=${CredKey}"
Cmd="${Cmd} --date=${yesterday}"
Cmd="${Cmd} --schemas=${Schemas}"
scripts/mkt_data/alpaca_hist_md/alpaca_md.sh
+2 -2
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@@ -4,7 +4,7 @@ Start=${1}
NumJobs=${2}
InstListFile=${3}
export CalendarURL=http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
is_business_day() {
dt=${1}
@@ -46,7 +46,7 @@ echo "Start=${Start} End=${End} NumJobs=${NumJobs}"
export PYTHONPATH=/home/cvtt/prod
export Python=/home/cvtt/.pyenv/python3.12-venv/bin/python3
export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
export Config=http://cloud23.cvtt.vpn:6789/apps/minimal_md
export PyScript=/home/cvtt/prod/cvttpy/exchanges/alpaca/hist_md/hist_md_bars.py
export OutputDir=/home/cvtt/prod/archive/md_archive/equity/alpaca_md # Local
scripts/mkt_data/alpaca_hist_md/run_alpaca_hist_md.sh
+1 -1
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@@ -3,7 +3,7 @@
is_business_day() {
dt=${1}
CalendarURL=http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
open_time=$(curl -s "${CalendarURL}&start=${dt}&end=${dt}" | jq '.[] | .open_time')
if [ -n "${open_time}" ]; then
return 0
scripts/mkt_data/crypto_hist_md/exchanges_trading_stats.sh
+1 -1
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@@ -4,7 +4,7 @@ export PYTHONPATH=/home/cvtt/prod
Cmd="/home/cvtt/.pyenv/python3.12-venv/bin/python3"
Cmd="${Cmd} /home/cvtt/prod/cvttpy/apps/research/exchange_trading_stats.py"
Cmd="${Cmd} --config=http://cloud16.cvtt.vpn:6789/apps/tests/listen_market_data"
Cmd="${Cmd} --config=http://cloud23.cvtt.vpn:6789/apps/tests/listen_market_data"
Cmd="${Cmd} --active_exchanges=OKX,GEMINI,BITSTAMP,COINBASE_AT,BNBSPOT,KRAKEN"
Cmd="${Cmd} --instruments=OKX:PAIR-BTC-USDT,GEMINI:PAIR-BTC-USD,BITSTAMP:PAIR-BTC-USD,COINBASE:PAIR-BTC-USD,BNBSPOT:PAIR-BTC-USDT,KRAKEN:PAIR-BTC-USD"
Cmd="${Cmd} --db_file=/home/cvtt/prod/data/exchange_trading_stats.db"