test

VERSION

@@ -1 +1 @@
-2.1.3,remove cvttdata
+2.2.2.T2,docker prepare sim - eqt - fix

scripts/mkt_data/sim_prepare/prepare_crypto_simdata.sh

@@ -1,112 +1,60 @@
 #!/bin/bash
 
-# SQLite DDL for simulation
-# =========================
-
-
-# -- md_quotes
-
-# -- md_1min_bars
-
-
-usage() {
-  echo -n "Usage: $0"
-  echo -n " -d YYYMMDD Date>"
-  echo -n " [-O <output dir (./) >]"
-  echo -n " [-S <archive_source_host (cloud21)>]"
-  echo -n " [-D <orig_db_source> (cloud21)]"
-  echo
-  exit 1
-}
-
 # --------------------- Settings
-SourceHost=cloud21
+# SOURCE_HOST=cloud21.cvtt.vpn
-SourceRootDir=/opt/store/cvtt/md_archive/crypto
+# SOURCE_ROOT_DIR=/opt/store/cvtt/md_archive/crypto
-DbSource=cloud21
+# DB_SOURCE=cloud28
+# OUTPUT_DIR=/tmp
+# DATE=20250516
+# RSYNC_TARGETS="cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/crypto/sim/ cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/crypto/sim/"
 # --------------------- Settings
 
-while getopts ":d:O:S:D:" opt; do
+if [ -z ${DATE}  ] ; then
-  case ${opt} in
+    DATE=$(date -d 'yesterday' +'%Y%m%d')
-    d )
-      Date=$OPTARG
-      ;;
-    O )
-      OutputDir=$OPTARG
-      ;;
-    S )
-      SourceHost=$OPTARG
-      ;;
-    D )
-      DbSource=$OPTARG
-      ;;
-    \? )
-      echo "Invalid option: -$OPTARG" >&2
-      usage
-      ;;
-    : )
-      echo "Option -$OPTARG requires an argument." >&2
-      usage
-      ;;
-  esac
-done
-
-if [ -z ${Date}  ] ; then
-    echo "date is not specified"
-    usage
-fi
-if [ -z ${OutputDir}  ] ; then
-    OutputDir=.
 fi
 
-SourceHost+=".cvtt.vpn"
+if [ -z ${OUTPUT_DIR}  ] ; then
-mkdir -p ${OutputDir}
+    OUTPUT_DIR=.
+fi
 
-# --- Binance
+echo "DATE=${DATE} SOURCE_HOST=${SOURCE_HOST}"
-Instruments=( PAIR-ADA-USDT )
-Instruments+=( PAIR-BCH-USDT )
-Instruments+=( PAIR-BTC-USDT )
-Instruments+=( PAIR-DOT-USDT )
-Instruments+=( PAIR-ETH-USDT )
-Instruments+=( PAIR-LTC-USDT )
-Instruments+=( PAIR-SOL-USDT )
-Instruments+=( PAIR-USDC-USDT )
-Instruments+=( PAIR-XRP-USDT )
 
-# --- Coinbase
+mkdir -p ${OUTPUT_DIR}
-Instruments+=( PAIR-ADA-USD )
-Instruments+=( PAIR-BCH-USD )
-Instruments+=( PAIR-BTC-USD )
-Instruments+=( PAIR-DOT-USD )
-Instruments+=( PAIR-ETH-USD )
-Instruments+=( PAIR-LTC-USD )
-Instruments+=( PAIR-SOL-USD )
-Instruments+=( PAIR-XRP-USD )
 
-echo "Date=${Date} Instruments=${Instruments[@]} OutputDir=${OutputDir}"
+year=$(date -d ${DATE} +"%Y")
-echo Getting data from ${DataHost} ...
+month=$(date -d ${DATE} +"%m")
+SourceDir="${SOURCE_ROOT_DIR}/${DB_SOURCE}/${year}/${month}"
+SourceFile="${DATE}.mktdata.db.gz"
+SourceFilePath="${SourceDir}/${SourceFile}"
 
-year=$(date -d ${Date} +"%Y")
+Cmd="/usr/bin/rsync -ahv"
-month=$(date -d ${Date} +"%m")
+Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
-SourceDir="${SourceRootDir}/${DbSource}/${year}/${month}"
+Cmd+=" ${SOURCE_HOST}:${SourceFilePath}"
-SourceFile="${SourceDir}/${Date}.mktdata.db.gz"
+Cmd+=" $OUTPUT_DIR/"
-
-Cmd="rsync -ahv"
-Cmd+=" ${SourceHost}:${SourceFile}"
-Cmd+=" $OutputDir/"
 echo ${Cmd}
 eval ${Cmd}
 
-Cmd="(cd ${OutputDir} && gunzip *.db.gz)"
+if [ ! -f ${OUTPUT_DIR}/${SourceFile} ] ; then
+    echo "File ${OUTPUT_DIR}/${SourceFile} NOT FOUND"
+    exit
+fi
+Cmd="(cd ${OUTPUT_DIR} && gunzip -f *.db.gz)"
 echo ${Cmd}
 eval ${Cmd}
 
-SourceDbFile="${OutputDir}/${Date}.mktdata.db"
+SourceDbFile="${OUTPUT_DIR}/${DATE}.mktdata.db"
-ResultDbFile="${OutputDir}/${Date}.crypto_sim_md.db"
+ResultDbFile="${OUTPUT_DIR}/${DATE}.crypto_sim_md.db"
 
+echo "SourceDbFile=${SourceDbFile}"
 echo "Creating Result Database File ${ResultDbFile}"
+cleanup() {
+    rm ${SourceDbFile}
+}
+trap cleanup EXIT
 
 echo "Creating table md_trades ..."
 sqlite3 ${ResultDbFile} <<EOF
+.echo ON
 CREATE TABLE  IF NOT EXISTS md_trades (
     tstamp text,
     tstamp_ns integer,
@@ -119,12 +67,14 @@ CREATE TABLE  IF NOT EXISTS md_trades (
     condition text,
     tape text
 );
+
 CREATE UNIQUE INDEX  IF NOT EXISTS md_trades_uidx
 ON md_trades(tstamp_ns, exchange_id, instrument_id);
 EOF
 
 echo "Creating table md_quotes ..."
 sqlite3 ${ResultDbFile} <<EOF
+.echo ON
 CREATE TABLE  IF NOT EXISTS md_quotes (
     tstamp text,
     tstamp_ns integer,
@@ -143,6 +93,7 @@ EOF
 
 echo "Creating table md_1min_bars ..."
 sqlite3 ${ResultDbFile} <<EOF
+.echo ON
 CREATE TABLE  IF NOT EXISTS md_1min_bars (
 	tstamp text,
 	tstamp_ns integer,
@@ -162,6 +113,7 @@ EOF
 
 echo "Loading md_trades ..."
 sqlite3  ${ResultDbFile} <<EOF
+.echo ON
 ATTACH '${SourceDbFile}' AS source_db;
 BEGIN;
 INSERT OR IGNORE INTO md_trades SELECT
@@ -199,6 +151,7 @@ EOF
 
 echo "Loading md_quotes ..."
 sqlite3  ${ResultDbFile} <<EOF
+.echo ON
 ATTACH '${SourceDbFile}' AS source_db;
 BEGIN;
 INSERT OR IGNORE INTO md_quotes SELECT
@@ -237,6 +190,7 @@ EOF
 
 echo "Loading md_1min_bars ..."
 sqlite3  ${ResultDbFile} <<EOF
+.echo ON
 ATTACH '${SourceDbFile}' AS source_db;
 BEGIN;
 INSERT OR IGNORE INTO md_1min_bars SELECT
@@ -273,25 +227,16 @@ COMMIT;
 DETACH source_db;
 EOF
 
-Cmd="rm ${SourceDbFile}"
-echo ${Cmd}
-eval ${Cmd}
-
-
 Cmd="gzip ${ResultDbFile}"
 echo ${Cmd}
 eval ${Cmd}
 
-Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/crypto/sim/"
+for tgt in ${RSYNC_TARGETS} ; do 
-echo ${Cmd}
+    Cmd="/usr/bin/rsync -ahv"
-eval ${Cmd}
+    Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
-
+    Cmd+=" ${ResultDbFile}.gz ${tgt}"
-Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/crypto/sim/"
-echo ${Cmd}
-eval ${Cmd}
-
-Cmd="rm ${ResultDbFile}.gz"
     echo ${Cmd}
     eval ${Cmd}
+done 
 
 echo Done $0 ${*}

scripts/mkt_data/sim_prepare/prepare_eqt_simdata.sh

@@ -1,13 +1,16 @@
 #!/bin/bash
 
-usage() {
-  echo "Usage: $0  -S <symbols> -d <YYYYMMDD Date> [-O <output dir (./) >]"
-  exit 1
-}
-
 # --------------------- Settings
-SourceHost=cloud21.cvtt.vpn
+SOURCE_HOST=cloud21.cvtt.vpn
-SourceRootDir=/opt/store/cvtt/md_archive/equity/alpaca_md
+SOURCE_ROOT_DIR=/opt/store/cvtt/md_archive/equity/alpaca_md
+SYMBOL_LIST=CAN #,COIN,GBTC,HOOD,MSTR,PYPL,XYZ
+OUTPUT_DIR=/tmp
+DATE=20250514
+RSYNC_TARGETS="cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/test/alpaca_md/sim/"
+# RSYNC_TARGETS="cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/alpaca_md/sim/ 
+#cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity/alpaca_md/sim/"
+# --------------------- Settings
+
 # --------------------- Settings
 
 
@@ -17,7 +20,11 @@ is_business_day() {
 
     CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
     URL="${CalendarURL}&start=${date}&end=${date}"
+    echo "URL=${URL}"
+    curl $URL
     open_time=$(curl -s "${URL}" | jq '.[] | .open_time')
+    echo "open_time=${open_time}"
+
     if [ -n  "${open_time}" ]; then
         return 0
     else
@@ -27,83 +34,56 @@ is_business_day() {
 }
 export -f is_business_day
 
-
+if [ -z ${SYMBOL_LIST}  ] ; then
-while getopts ":d:S:O:" opt; do
-  case ${opt} in
-    d )
-      Date=$OPTARG
-      ;;
-    S )
-      SymList=$OPTARG
-      ;;
-    O )
-      OutputDir=$OPTARG
-      ;;
-    \? )
-      echo "Invalid option: -$OPTARG" >&2
-      usage
-      ;;
-    : )
-      echo "Option -$OPTARG requires an argument." >&2
-      usage
-      ;;
-  esac
-done
-
-if [ -z ${SymList}  ] ; then
     echo "symbols are not specified"
-    usage
+    exit
 fi
-if [ -z ${Date}  ] ; then
+if [ -z ${DATE}  ] ; then
-    echo "date is not specified"
+    DATE=$(date -d 'yesterday' +'%Y%m%d')
-    usage
 fi
-if [ -z ${OutputDir}  ] ; then
-    OutputDir=.
-fi
-mkdir -p ${OutputDir}
 
-if ! is_business_day ${Date}; then
+mkdir -p ${OUTPUT_DIR}
-   echo "${Date} is not business day"
+
-   usage
+if ! is_business_day ${DATE}; then
+   echo "${DATE} is not business day"
+   exit
 fi
 
 OLD_IFS=${IFS}
 IFS=","
-read -ra Symbols <<< "${SymList}"
+read -ra Symbols <<< "${SYMBOL_LIST}"
 IFS=${OLD_IFS}
 
-echo "Date=${Date} Symbols=${Symbols[@]} OutputDir=${OutputDir}"
+echo "DATE=${DATE} Symbols=${Symbols[@]} OUTPUT_DIR=${OUTPUT_DIR}"
 echo Getting data from ${DataHost} ...
 
-year=$(date -d ${Date} +"%Y")
+year=$(date -d ${DATE} +"%Y")
 for sym in ${Symbols[@]}; do
     inst_id="STOCK-${sym}"
     capital=${sym:0:1}
-    SourceDir="${SourceRootDir}/${year}/${capital}/${sym}"
+    SourceDir="${SOURCE_ROOT_DIR}/${year}/${capital}/${sym}"
-    SourceHbarFile="${SourceDir}/${Date}.${sym}.alpaca_1m_bars.db.gz"
+    SourceHbarFile="${SourceDir}/${DATE}.${sym}.alpaca_1m_bars.db.gz"
-    SourceQatFile="${SourceDir}/${Date}.${sym}.alpaca_qat.db.gz"
+    SourceQatFile="${SourceDir}/${DATE}.${sym}.alpaca_qat.db.gz"
 
     for src_file in ${SourceHbarFile} ${SourceQatFile}; do
         Cmd="rsync -ahv"
-        Cmd+=" ${SourceHost}:${src_file}"
+        Cmd+=" ${SOURCE_HOST}:${src_file}"
-        Cmd+=" $OutputDir/"
+        Cmd+=" $OUTPUT_DIR/"
         echo ${Cmd}
         eval ${Cmd}
     done
 done
 
-Cmd="(cd ${OutputDir} && gunzip *.db.gz)"
+Cmd="(cd ${OUTPUT_DIR} && gunzip *.db.gz)"
 echo ${Cmd}
 eval ${Cmd}
 
-ResultDbFile="${OutputDir}/${Date}.alpaca_sim_md.db"
+ResultDbFile="${OUTPUT_DIR}/${DATE}.alpaca_sim_md.db"
-echo "Creating Result Database File ${ResultDbFile}"
-
 echo "Creating Result Database File ${ResultDbFile}"
 
 echo "Creating table md_trades ..."
 sqlite3 ${ResultDbFile} <<EOF
+.echo ON
 CREATE TABLE  IF NOT EXISTS md_trades (
     tstamp text,
     tstamp_ns integer,
@@ -122,6 +102,7 @@ EOF
 
 echo "Creating table md_quotes ..."
 sqlite3 ${ResultDbFile} <<EOF
+.echo ON
 CREATE TABLE  IF NOT EXISTS md_quotes (
     tstamp text,
     tstamp_ns integer,
@@ -161,11 +142,12 @@ EOF
 # set -f # not to expand *
 
 for sym in ${Symbols[@]}; do
-   src_hbar_db=${OutputDir}/${Date}.${sym}.alpaca_1m_bars.db
+   src_hbar_db=${OUTPUT_DIR}/${DATE}.${sym}.alpaca_1m_bars.db
-   src_qat_db=${OutputDir}/${Date}.${sym}.alpaca_qat.db
+   src_qat_db=${OUTPUT_DIR}/${DATE}.${sym}.alpaca_qat.db
 
     echo "Loading md_trades and md_quotes from ${src_qat_db} ..."
     sqlite3  ${ResultDbFile} <<EOF
+.echo ON
 ATTACH '${src_qat_db}' AS source_db;
 BEGIN;
 INSERT OR IGNORE INTO md_trades SELECT
@@ -200,6 +182,7 @@ EOF
 
     echo "Loading md_1min_bars from ${src_hbar_db} ..."
     sqlite3  ${ResultDbFile} <<EOF
+.echo ON
 ATTACH '${src_hbar_db}' AS source_db;
 BEGIN;
 INSERT OR IGNORE INTO md_1min_bars SELECT
@@ -229,16 +212,12 @@ Cmd="gzip ${ResultDbFile}"
 echo ${Cmd}
 eval ${Cmd}
 
-Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/alpaca_md/sim/"
+for tgt in ${RSYNC_TARGETS} ; do 
-echo ${Cmd}
+    Cmd="/usr/bin/rsync -ahv"
-eval ${Cmd}
+    Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
-
+    Cmd+=" ${ResultDbFile}.gz ${tgt}"
-Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity/alpaca_md/sim/"
-echo ${Cmd}
-eval ${Cmd}
-
-Cmd="rm ${ResultDbFile}.gz"
     echo ${Cmd}
     eval ${Cmd}
+done 
 
 echo Done $0 ${*}