load alpaca QAT

This commit is contained in:
Oleg Sheynin 2024-10-29 18:25:17 -04:00
parent 5bf2d043a2
commit d7c1a3c456
2 changed files with 113 additions and 1 deletions

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#!/bin/bash
usage() {
echo "Usage: $0 -S <symbols> [-L <LogDir>] [-d <YYYYMMDD Date>]"
exit 1
}
is_container_running() {
local container_name=$1
if [ "$(docker ps --filter "name=^/${container_name}$" --filter "status=running" -q)" ]; then
return 0 # true
else
return 1 # false
fi
}
export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
is_business_day() {
dt=${1}
open_time=$(curl -s "${CalendarURL}&start=${dt}&end=${dt}" | jq '.[] | .open_time')
if [ -n "${open_time}" ]; then
return 0
else
return 1
fi
}
export -f is_business_day
get_prev_business_day() {
Start=${1}
while true; do
if is_business_day ${Start}; then
break
fi
echo "${Start} is not business day in US" >&2
Start=$(date -d "${Start} - 1 day" "+%Y-%m-%d")
done
echo ${Start}
}
export -f get_prev_business_day
# ----- Settings
DockerRegistry=cloud21.cvtt.vpn:5500
DockerImage=${DockerRegistry}/alpaca_qat #:latest
ContainerName=alpaca_qat
LogDir=/home/cvtt/prod/logs
# ----- Settings
while getopts ":d:S:L:" opt; do
case ${opt} in
d )
date_to_load=$OPTARG
;;
S )
Symbols=$OPTARG
;;
L )
LogDir=$OPTARG
;;
\? )
echo "Invalid option: -$OPTARG" >&2
usage
;;
: )
echo "Option -$OPTARG requires an argument." >&2
usage
;;
esac
done
if [ -z ${Symbols} ] ; then
echo "symbols are not specified"
usage
fi
if is_container_running "$ContainerName"; then
echo "Container ${ContainerName} is already running."
exit 3
fi
if [ -n "${date_to_load}" ]; then
date_to_load=$(get_prev_business_day ${date_to_load})
echo "Historical Data for ${date_to_load}"
fi
Cmd="docker run"
Cmd="${Cmd} --pull=always"
Cmd="${Cmd} --network=host"
Cmd="${Cmd} --name=${ContainerName}"
Cmd="${Cmd} --rm"
Cmd="${Cmd} --volume=${LogDir}:/logs"
Cmd="${Cmd} ${DockerImage}"
Cmd="${Cmd} -d ${date_to_load}"
Cmd="${Cmd} -S ${Symbols}"
echo $Cmd
eval $Cmd
if [ "$?" != "0" ] ; then
exit 1 # if killed we do not save last day
fi
# # truncate to avoid false positive
# date_to_load=$(echo "${date_to_load}" | xargs)
# if [ -n "${date_to_load}" ]; then
# echo "Saving date_to_load to ${LastDayFile}"
# echo ${date_to_load} > ${LastDayFile}
# fi

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1.7.1,alpaca md hist converting date to the right format to be used for trading calendar
1.7.2,alpaca md QAT