Compare commits
No commits in common. "master" and "v1.9.5" have entirely different histories.
1
.gitignore
vendored
1
.gitignore
vendored
@ -1 +0,0 @@
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.history/
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@ -14,9 +14,9 @@ dist_user=cvttdist
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dist_host="cloud21.cvtt.vpn"
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dist_ssh_port="22"
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# ---------------- Settings
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dist_locations="cloud21.cvtt.vpn:22 hs01.cvtt.vpn:22"
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version_file="VERSION"
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# ---------------- Settings
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# ---------------- cmdline
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prj=
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brnch=master
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@ -145,12 +145,11 @@ if [ "${?}" != "0" ]; then
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fi
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release_version=$(cat ${version_file} | awk -F',' '{print $1}')
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whats_new=$(cat ${version_file} | awk -F',' '{print $2}')
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release_version=$(cat release_version.txt | awk -F',' '{print $1}')
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whats_new=$(cat release_version.txt | awk -F',' '{print $2}')
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echo "--------------------------------"
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echo "Version file: ${version_file}"
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echo "Release version: ${release_version}"
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confirm
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@ -176,7 +175,7 @@ if [ "${project}" == "cvtt-rust" ]; then
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release_dir=${prj_dir}/dist/${project}
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cmd_arr+=("mkdir -p ${release_dir}")
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cmd_arr+=("cp ${version_file} ${release_dir}")
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cmd_arr+=("cp release_version.txt ${release_dir}")
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jq_cmd="jq '.packages[] | select(.targets[].kind[] == \"bin\") | .name'"
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apps=$(cargo metadata --no-deps --format-version 1 --manifest-path=${prj_dir}/Cargo.toml | eval $jq_cmd | uniq)
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@ -5,11 +5,6 @@ usage() {
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echo
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exit 1
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}
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error_exit() {
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echo "ERROR: ${1}"
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exit 1
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}
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# --- Settings
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RootDir=${1}
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if [ -z "${RootDir}" ] ; then
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@ -19,7 +14,7 @@ fi
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RegistryService=cloud21.cvtt.vpn:5500
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RegistryProtocol=http
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ConfigUrl=http://cloud16.cvtt.vpn:6789/admin/docker_images
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ConfigUrl=http://cloud23.cvtt.vpn:6789/admin/docker_images
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ReleaseHost="cloud21.cvtt.vpn"
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@ -42,7 +37,6 @@ build_docker_image() {
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image_name=${2}
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docker_dev_path=${3}
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project=${4}
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test_script=${5}
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echo "Building ${title}..."
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echo "ImageName=${image_name}"
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@ -82,93 +76,29 @@ build_docker_image() {
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Cmd+=" -t ${image_name}:${image_version}"
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Cmd+=" -f ${DockerDir}/Dockerfile ${RootDir}"
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echo ${Cmd}
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eval ${Cmd} 1>&2 || error_exit "Docker build failed"
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if [ ! -z "${test_script}" ] && [ "${test_script}" != "null" ]; then
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if [ ! -f ${DockerDir}/${test_script} ]; then
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error_exit "Test script ${test_script} is missing"
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fi
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echo "Running test script ${test_script} for ${image_name}"
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Cmd="docker cp ${DockerDir}/${test_script} ${image_name}:/"
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echo ${Cmd}
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eval ${Cmd} 1>&2 || error_exit "Test script copy failed"
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Cmd="docker exec ${image_name} chmod +x /${test_script}"
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echo ${Cmd}
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eval ${Cmd} 1>&2 || error_exit "Test script chmod failed"
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Cmd="docker run"
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Cmd+=" --rm"
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Cmd+=" -d"
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Cmd+=" --name test-container"
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Cmd+=" ${image_name}"
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Cmd+=" /bin/bash -c /${TestScript}"
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echo ${Cmd}
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eval ${Cmd} 1>&2 || error_exit "Test script run failed"
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echo "Removing test script ${test_script} from ${image_name}"
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Cmd="docker exec ${image_name} rm /${test_script}"
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echo ${Cmd}
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eval ${Cmd} 1>&2 || error_exit "Test script remove failed"
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fi
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: <<'COMMENT'
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-------------------------
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Every single docker_dev project must have a test script
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image_test.sh
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that is copied to the image's root directory.
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-------------------------
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Cmd="docker run"
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Cmd+=" --rm"
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Cmd+=" -d"
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Cmd+=" --name test-container"
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Cmd+=" ${image_name}"
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Cmd+=" /bin/bash -c /${TestScript}"
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echo ${Cmd}
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eval ${Cmd} 1>&2 || exit 1
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# Get the exit status of the test script
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docker wait test-container
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# Check the exit status of the container
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EXIT_STATUS=$?
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# Analyze the exit status
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if [ ${EXIT_STATUS} -ne 0 ]; then
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echo "Tests Failed"
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exit 1
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fi
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COMMENT
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eval ${Cmd} 1>&2 || exit
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Cmd="docker tag"
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Cmd+=" ${image_name}:latest"
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Cmd+=" ${RegistryService}/${image_name}:latest"
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echo ${Cmd}
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eval ${Cmd} || error_exit "Docker tag failed"
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eval ${Cmd} || exit
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Cmd="docker tag"
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Cmd+=" ${image_name}:${image_version}"
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Cmd+=" ${RegistryService}/${image_name}:${image_version}"
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echo ${Cmd}
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eval ${Cmd} || error_exit "Docker tag 2failed"
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eval ${Cmd} || exit
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Cmd="docker push"
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Cmd+=" ${RegistryService}/${image_name}:latest"
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echo ${Cmd}
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eval ${Cmd} || error_exit "Docker push failed"
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eval ${Cmd} || exit
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Cmd="docker push"
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Cmd+=" ${RegistryService}/${image_name}:${image_version}"
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echo ${Cmd}
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eval ${Cmd} || error_exit "Docker push 2 failed"
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eval ${Cmd} || exit
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echo "Removing the copy of ${project} from ${RootDir}"
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Cmd="rm -rf ${RootDir}/${project}"
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@ -236,7 +166,6 @@ get_latest_dist_version() {
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echo "${Version}"
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}
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echo "------------------------------------- Starting ${0} ${*}"
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echo RootDir=${RootDir}
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cd ${RootDir}
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@ -259,9 +188,8 @@ for item in "${Jobs[@]}"; do
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image_name=$(echo "$item" | jq -r '.value.image_name')
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docker_dev_path=$(echo "$item" | jq -r '.value.docker_dev_path')
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project=$(echo "$item" | jq -r '.value.based_on_project')
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test_script=$(echo "$item" | jq -r '.value.test_script')
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build_docker_image "$title" "$image_name" "$docker_dev_path" "$project" "${test_script}"
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build_docker_image "$title" "$image_name" "$docker_dev_path" "$project"
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done
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Cmd="rm -rf ${RootDir}/docker_dev"
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@ -10,7 +10,7 @@ if [ "" == "${prj}" ] ; then
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usage
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fi
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Cmd="pushd /home/oleg/develop/cvtt2-ops"
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Cmd="pushd /home/oleg/develop/cvtt2"
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Cmd="${Cmd} && (cd ${prj}"
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Cmd="${Cmd} && git pushall)"
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Cmd="${Cmd} && ./build_release.sh -p ${prj}"
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183
build_ops.sh
183
build_ops.sh
@ -1,183 +0,0 @@
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#!/usr/bin/env bash
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# ---------------- Settings
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repo=git@cloud21.cvtt.vpn:/works/git/cvtt2/ops.git
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dist_root=/home/cvttdist/software/cvtt2
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dist_user=cvttdist
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dist_host="cloud21.cvtt.vpn"
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dist_ssh_port="22"
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dist_locations="cloud21.cvtt.vpn:22 hs01.cvtt.vpn:22"
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version_file="VERSION"
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prj=ops
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brnch=master
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interactive=N
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# ---------------- Settings
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# ---------------- cmdline
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usage() {
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echo "Usage: $0 [-b <branch (master)> -i (interactive)"
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exit 1
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}
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while getopts "b:i" opt; do
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case ${opt} in
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b )
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brnch=$OPTARG
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;;
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i )
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interactive=Y
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;;
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\? )
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echo "Invalid option: -$OPTARG" >&2
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usage
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;;
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: )
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echo "Option -$OPTARG requires an argument." >&2
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usage
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;;
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esac
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done
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# ---------------- cmdline
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confirm() {
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if [ "${interactive}" == "Y" ]; then
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echo "--------------------------------"
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echo -n "Press <Enter> to continue" && read
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fi
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}
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if [ "${interactive}" == "Y" ]; then
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echo -n "Enter project [${prj}]: "
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read project
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if [ "${project}" == "" ]
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then
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project=${prj}
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fi
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else
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project=${prj}
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fi
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# repo=${git_repo_arr[${project}]}
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if [ -z ${repo} ]; then
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echo "ERROR: Project repository for ${project} not found"
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exit -1
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fi
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echo "Project repo: ${repo}"
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if [ "${interactive}" == "Y" ]; then
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echo -n "Enter branch to build release from [${brnch}]: "
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read branch
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if [ "${branch}" == "" ]
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then
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branch=${brnch}
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fi
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else
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branch=${brnch}
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fi
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tmp_dir=$(mktemp -d)
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function cleanup {
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cd ${HOME}
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rm -rf ${tmp_dir}
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}
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trap cleanup EXIT
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prj_dir="${tmp_dir}/${prj}"
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cmd_arr=()
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Cmd="git clone ${repo} ${prj_dir}"
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cmd_arr+=("${Cmd}")
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Cmd="cd ${prj_dir}"
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cmd_arr+=("${Cmd}")
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if [ "${interactive}" == "Y" ]; then
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echo "------------------------------------"
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echo "The following commands will execute:"
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echo "------------------------------------"
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for cmd in "${cmd_arr[@]}"
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do
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echo ${cmd}
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done
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||||
fi
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||||
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confirm
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||||
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for cmd in "${cmd_arr[@]}"
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do
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echo ${cmd} && eval ${cmd}
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done
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Cmd="git checkout ${branch}"
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echo ${Cmd} && eval ${Cmd}
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if [ "${?}" != "0" ]; then
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echo "ERROR: Branch ${branch} is not found"
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cd ${HOME} && rm -rf ${tmp_dir}
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exit -1
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||||
fi
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||||
|
||||
|
||||
release_version=$(cat ${version_file} | awk -F',' '{print $1}')
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whats_new=$(cat ${version_file} | awk -F',' '{print $2}')
|
||||
|
||||
|
||||
echo "--------------------------------"
|
||||
echo "Version file: ${version_file}"
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||||
echo "Release version: ${release_version}"
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||||
|
||||
confirm
|
||||
|
||||
version_tag="v${release_version}"
|
||||
version_comment="'${version_tag} ${project} ${branch} $(date +%Y-%m-%d)\n${whats_new}'"
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||||
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||||
cmd_arr=()
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||||
Cmd="git tag -a ${version_tag} -m ${version_comment}"
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||||
cmd_arr+=("${Cmd}")
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|
||||
Cmd="git push origin --tags"
|
||||
cmd_arr+=("${Cmd}")
|
||||
|
||||
Cmd="rm -rf .git"
|
||||
cmd_arr+=("${Cmd}")
|
||||
|
||||
SourceLoc=../${project}
|
||||
|
||||
dist_path="${dist_root}/${project}/${release_version}"
|
||||
|
||||
for dist_loc in ${dist_locations}; do
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||||
dhp=(${dist_loc//:/ })
|
||||
dist_host=${dhp[0]}
|
||||
dist_port=${dhp[1]}
|
||||
Cmd="rsync -avzh"
|
||||
Cmd="${Cmd} --rsync-path=\"mkdir -p ${dist_path}"
|
||||
Cmd="${Cmd} && rsync\" -e \"ssh -p ${dist_ssh_port}\""
|
||||
Cmd="${Cmd} $SourceLoc ${dist_user}@${dist_host}:${dist_path}/"
|
||||
cmd_arr+=("${Cmd}")
|
||||
done
|
||||
|
||||
if [ "${interactive}" == "Y" ]; then
|
||||
echo "------------------------------------"
|
||||
echo "The following commands will execute:"
|
||||
echo "------------------------------------"
|
||||
for cmd in "${cmd_arr[@]}"
|
||||
do
|
||||
echo ${cmd}
|
||||
done
|
||||
fi
|
||||
|
||||
confirm
|
||||
|
||||
for cmd in "${cmd_arr[@]}"
|
||||
do
|
||||
pwd && echo ${cmd} && eval ${cmd}
|
||||
done
|
||||
|
||||
echo "$0 Done ${project} ${release_version}"
|
||||
@ -9,7 +9,7 @@ get_user_hosts() {
|
||||
local User=${1}
|
||||
local Domain=${2}
|
||||
|
||||
Cmd="curl -s http://cloud16.cvtt.vpn:6789/admin/cvtt_hosts"
|
||||
Cmd="curl -s http://cloud23.cvtt.vpn:6789/admin/cvtt_hosts"
|
||||
Cmd="${Cmd} | ${HOME}/bin/hjson -j"
|
||||
Cmd="${Cmd} | jq -r"
|
||||
Cmd="${Cmd} --arg domain \"${Domain}\""
|
||||
|
||||
@ -17,7 +17,7 @@ is_container_running() {
|
||||
fi
|
||||
}
|
||||
|
||||
export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
|
||||
export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
|
||||
|
||||
is_business_day() {
|
||||
dt=${1}
|
||||
26
docker/market_data/hist/crypto_md_day.sh
Executable file
26
docker/market_data/hist/crypto_md_day.sh
Executable file
@ -0,0 +1,26 @@
|
||||
#!/bin/bash
|
||||
|
||||
host=${1}
|
||||
date=${2}
|
||||
|
||||
DockerRegistry=cloud21.cvtt.vpn:5500
|
||||
DockerImage=${DockerRegistry}/crypto_md_day
|
||||
|
||||
if [ -z ${date} ] ; then
|
||||
date=$(date -d "yesterday" +%Y%m%d)
|
||||
fi
|
||||
|
||||
Cmd="docker run"
|
||||
Cmd="${Cmd} --pull=always"
|
||||
Cmd="${Cmd} --network=host"
|
||||
Cmd="${Cmd} --name=crypto_md_day.${host}.${date}"
|
||||
Cmd="${Cmd} --rm"
|
||||
Cmd="${Cmd} --volume=${HOME}/.creds:/.creds"
|
||||
Cmd="${Cmd} ${DockerImage}"
|
||||
Cmd="${Cmd} -h ${host}"
|
||||
Cmd="${Cmd} -d ${date}"
|
||||
# Cmd="${Cmd} -s coinbase,bnbspot,bnbfut"
|
||||
Cmd="${Cmd} -s coinbase,bnbspot"
|
||||
|
||||
echo $Cmd
|
||||
eval $Cmd
|
||||
106
docker/market_data/hist/load_alpaca_hbar.sh
Executable file
106
docker/market_data/hist/load_alpaca_hbar.sh
Executable file
@ -0,0 +1,106 @@
|
||||
#!/bin/bash
|
||||
|
||||
usage() {
|
||||
echo "Usage: $0 -N <num_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_hbar #:latest
|
||||
ContainerName=alpaca_hbar
|
||||
LogDir=/home/cvtt/prod/logs
|
||||
# ----- Settings
|
||||
|
||||
while getopts ":d:N:L:" opt; do
|
||||
case ${opt} in
|
||||
d )
|
||||
date_to_load=$OPTARG
|
||||
;;
|
||||
N )
|
||||
NumSymbols=$OPTARG
|
||||
;;
|
||||
L )
|
||||
LogDir=$OPTARG
|
||||
;;
|
||||
\? )
|
||||
echo "Invalid option: -$OPTARG" >&2
|
||||
usage
|
||||
;;
|
||||
: )
|
||||
echo "Option -$OPTARG requires an argument." >&2
|
||||
usage
|
||||
;;
|
||||
esac
|
||||
done
|
||||
|
||||
if is_container_running "$ContainerName"; then
|
||||
echo "Container ${ContainerName} is already running."
|
||||
exit 3
|
||||
fi
|
||||
|
||||
if [ -z "${date_to_load}" ]; then
|
||||
echo "date_to_load is empty"
|
||||
date_to_load=$(get_prev_business_day $(date -d "yesterday" '+%Y-%m-%d'))
|
||||
echo "Historical Data for ${date_to_load}"
|
||||
fi
|
||||
|
||||
echo "date_to_load=${date_to_load}"
|
||||
|
||||
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} --volume=${HOME}/.creds:/.creds"
|
||||
Cmd="${Cmd} ${DockerImage}"
|
||||
Cmd="${Cmd} -d ${date_to_load}"
|
||||
if [ -n "${NumSymbols}" ]; then
|
||||
Cmd="${Cmd} -N ${NumSymbols}"
|
||||
fi
|
||||
|
||||
echo $Cmd
|
||||
eval $Cmd
|
||||
|
||||
if [ "$?" != "0" ] ; then
|
||||
exit 1 # if killed we do not save last day
|
||||
fi
|
||||
109
docker/market_data/hist/load_alpaca_qat.sh
Executable file
109
docker/market_data/hist/load_alpaca_qat.sh
Executable file
@ -0,0 +1,109 @@
|
||||
#!/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 ${ContainerName} is already running."
|
||||
exit 3
|
||||
fi
|
||||
|
||||
if [ -z "${date_to_load}" ]; then
|
||||
echo "date_to_load is empty"
|
||||
date_to_load=$(get_prev_business_day $(date -d "yesterday" '+%Y-%m-%d'))
|
||||
echo "Historical Data for ${date_to_load}"
|
||||
fi
|
||||
|
||||
echo "date_to_load=${date_to_load}"
|
||||
|
||||
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} --volume=${HOME}/.creds:/.creds"
|
||||
Cmd="${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
|
||||
@ -3,7 +3,7 @@
|
||||
ValidJobs=('BNBFUT_CLD21' 'BNBSPOT_CLD21' 'COINBASE_CLD21' 'BNBFUT_CVTTDATA' 'BNBSPOT_CVTTDATA' 'COINBASE_CVTTDATA')
|
||||
# runs on host to start container
|
||||
usage() {
|
||||
echo "Usage: $0 <job_name; one of (${ValidJobs[@]})> [image_tag]"
|
||||
echo "Usage: $0 <job_name; one of (${ValidJobs[@]})>"
|
||||
exit 1
|
||||
}
|
||||
|
||||
@ -35,12 +35,6 @@ if ! is_valid "${job}"; then
|
||||
usage
|
||||
fi
|
||||
|
||||
ImageTag=${2}
|
||||
if [ "${ImageTag}" == "" ] ; then
|
||||
ImageTag="1.6.9"
|
||||
fi
|
||||
|
||||
DockerImage=cloud21.cvtt.vpn:5500/md_recorder:${ImageTag}
|
||||
ContainerName="md_recorder.${job}"
|
||||
|
||||
if is_container_running "$ContainerName"; then
|
||||
@ -50,17 +44,16 @@ fi
|
||||
|
||||
|
||||
Cmd="docker run"
|
||||
Cmd+=" -d"
|
||||
Cmd+=" --rm"
|
||||
Cmd+=" --network=host"
|
||||
# Cmd+=" --pull=always"
|
||||
Cmd+=" --name=${ContainerName}"
|
||||
Cmd+=" -v /home/cvtt/.creds:/.creds"
|
||||
Cmd+=" -v /home/cvtt/prod/data:/app/data"
|
||||
Cmd+=" -v /home/cvtt/prod/logs:/logs"
|
||||
Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
|
||||
Cmd+=" ${DockerImage}"
|
||||
Cmd+=" ${job}"
|
||||
Cmd="${Cmd} -d"
|
||||
Cmd="${Cmd} --rm"
|
||||
Cmd="${Cmd} --network=host"
|
||||
Cmd="${Cmd} --pull=always"
|
||||
Cmd="${Cmd} --name=${ContainerName}"
|
||||
Cmd="${Cmd} -v /home/cvtt/.creds:/.creds"
|
||||
Cmd="${Cmd} -v /home/cvtt/prod/data:/app/data"
|
||||
Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
|
||||
Cmd="${Cmd} cloud21.cvtt.vpn:5500/md_recorder:latest"
|
||||
Cmd="${Cmd} ${job}"
|
||||
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
@ -45,16 +45,15 @@ if is_container_running "$ContainerName"; then
|
||||
fi
|
||||
|
||||
Cmd="docker run"
|
||||
Cmd+=" -d"
|
||||
Cmd+=" --rm"
|
||||
Cmd+=" --network=host"
|
||||
Cmd+=" --pull=always"
|
||||
Cmd+=" --name=${ContainerName}"
|
||||
Cmd+=" -v /home/cvtt/.creds:/.creds"
|
||||
Cmd+=" -v /home/cvtt/prod/logs:/logs"
|
||||
Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
|
||||
Cmd+=" cloud21.cvtt.vpn:5500/md_recorder_monitor:latest"
|
||||
Cmd+=" ${Instance} ${AdminPort}"
|
||||
Cmd="${Cmd} -d"
|
||||
Cmd="${Cmd} --rm"
|
||||
Cmd="${Cmd} --network=host"
|
||||
Cmd="${Cmd} --pull=always"
|
||||
Cmd="${Cmd} --name=${ContainerName}"
|
||||
Cmd="${Cmd} -v /home/cvtt/.creds:/.creds"
|
||||
Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
|
||||
Cmd="${Cmd} cloud21.cvtt.vpn:5500/md_recorder_monitor:latest"
|
||||
Cmd="${Cmd} ${Instance} ${AdminPort}"
|
||||
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
@ -8,7 +8,6 @@ Cmd+=" --network=host"
|
||||
Cmd+=" --name=crypto_exch_stats"
|
||||
Cmd+=" --volume=${HOME}/prod/data:/app/data"
|
||||
Cmd+=" --volume=${HOME}/prod/logs:/logs"
|
||||
Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
|
||||
Cmd+=" cloud21.cvtt.vpn:5500/crypto_exch_stats:latest"
|
||||
|
||||
echo ${Cmd}
|
||||
|
||||
1
release_version.txt
Normal file
1
release_version.txt
Normal file
@ -0,0 +1 @@
|
||||
1.9.5,homestore ==> hs01
|
||||
@ -1,275 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
if [ $# -ne 2 ]; then
|
||||
echo "Usage: $0 <source_database_file> <features_database_file>"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
SRC_DB=$1
|
||||
DEST_DB=$2
|
||||
|
||||
if [ ! -f "$SRC_DB" ]; then
|
||||
echo "Error: Source database file $SRC_DB does not exist"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
echo "Creating feature tables in $DEST_DB using data from $SRC_DB..."
|
||||
|
||||
# Create md_1min_trade_features table
|
||||
echo "Creating md_1min_trade_features table..."
|
||||
sqlite3 "$DEST_DB" "
|
||||
DROP TABLE IF EXISTS md_1min_trade_features;
|
||||
CREATE TABLE IF NOT EXISTS md_1min_trade_features (
|
||||
bin_tstamp TEXT,
|
||||
tstamp_ns INTEGER,
|
||||
exchange_id TEXT,
|
||||
instrument_id TEXT,
|
||||
price_mean REAL,
|
||||
price_median REAL,
|
||||
volume REAL,
|
||||
vwap REAL,
|
||||
signed_volume REAL,
|
||||
order_flow_imbalance REAL,
|
||||
num_trades INTEGER,
|
||||
avg_trade_size REAL,
|
||||
PRIMARY KEY (bin_tstamp, exchange_id, instrument_id)
|
||||
);"
|
||||
|
||||
# Create index for md_1min_trade_features
|
||||
echo "Creating index for md_1min_trade_features..."
|
||||
sqlite3 "$DEST_DB" "
|
||||
CREATE UNIQUE INDEX IF NOT EXISTS md_1min_trade_features_uidx
|
||||
ON md_1min_trade_features(bin_tstamp, exchange_id, instrument_id);"
|
||||
|
||||
# Populate md_1min_trade_features using source database
|
||||
echo "Populating md_1min_trade_features..."
|
||||
sqlite3 "$SRC_DB" "ATTACH DATABASE '$DEST_DB' AS dest;
|
||||
WITH trade_metrics AS (
|
||||
SELECT
|
||||
tstamp,
|
||||
strftime('%Y-%m-%d %H:%M:00', tstamp) as bin_tstamp,
|
||||
exchange_id,
|
||||
instrument_id,
|
||||
px as price,
|
||||
qty,
|
||||
CASE
|
||||
WHEN condition = 'B' THEN qty
|
||||
WHEN condition = 'S' THEN -qty
|
||||
ELSE 0
|
||||
END as signed_qty
|
||||
FROM md_trades
|
||||
),
|
||||
trade_metrics_agg AS (
|
||||
SELECT
|
||||
bin_tstamp,
|
||||
exchange_id,
|
||||
instrument_id,
|
||||
COUNT(*) as cnt,
|
||||
MIN(tstamp) as min_tstamp,
|
||||
MAX(tstamp) as max_tstamp
|
||||
FROM trade_metrics
|
||||
GROUP BY bin_tstamp, exchange_id, instrument_id
|
||||
)
|
||||
INSERT INTO dest.md_1min_trade_features
|
||||
SELECT
|
||||
tm.bin_tstamp,
|
||||
CAST(strftime('%s', tm.bin_tstamp) * 1000000000 AS INTEGER) as tstamp_ns,
|
||||
tm.exchange_id,
|
||||
tm.instrument_id,
|
||||
AVG(price) as price_mean,
|
||||
AVG(CASE WHEN rank_num >= FLOOR(cnt/2.0) AND rank_num <= CEIL(cnt/2.0) THEN price ELSE NULL END) as price_median,
|
||||
SUM(qty) as volume,
|
||||
SUM(price * qty) / SUM(qty) as vwap,
|
||||
SUM(signed_qty) as signed_volume,
|
||||
SUM(CASE WHEN signed_qty > 0 THEN signed_qty ELSE 0 END) -
|
||||
SUM(CASE WHEN signed_qty < 0 THEN ABS(signed_qty) ELSE 0 END) as order_flow_imbalance,
|
||||
COUNT(*) as num_trades,
|
||||
AVG(qty) as avg_trade_size
|
||||
FROM (
|
||||
SELECT
|
||||
tm.*,
|
||||
tma.cnt,
|
||||
ROW_NUMBER() OVER (PARTITION BY tm.bin_tstamp, tm.exchange_id, tm.instrument_id ORDER BY price) as rank_num
|
||||
FROM trade_metrics tm
|
||||
JOIN trade_metrics_agg tma
|
||||
ON tm.bin_tstamp = tma.bin_tstamp
|
||||
AND tm.exchange_id = tma.exchange_id
|
||||
AND tm.instrument_id = tma.instrument_id
|
||||
) tm
|
||||
GROUP BY tm.bin_tstamp, tm.exchange_id, tm.instrument_id;"
|
||||
|
||||
# Create md_1min_quote_features table in destination database
|
||||
echo "Creating md_1min_quote_features table..."
|
||||
sqlite3 "$DEST_DB" "
|
||||
DROP TABLE IF EXISTS md_1min_quote_features;
|
||||
CREATE TABLE IF NOT EXISTS md_1min_quote_features (
|
||||
bin_tstamp TEXT,
|
||||
tstamp_ns INTEGER,
|
||||
exchange_id TEXT,
|
||||
instrument_id TEXT,
|
||||
mid_price_open REAL,
|
||||
mid_price_high REAL,
|
||||
mid_price_low REAL,
|
||||
mid_price_close REAL,
|
||||
mid_price_mean REAL,
|
||||
rel_spread_mean REAL,
|
||||
rel_spread_min REAL,
|
||||
rel_spread_max REAL,
|
||||
rel_spread_first REAL,
|
||||
rel_spread_last REAL,
|
||||
l1_imbalance_mean REAL,
|
||||
l1_imbalance_min REAL,
|
||||
l1_imbalance_max REAL,
|
||||
l1_imbalance_first REAL,
|
||||
l1_imbalance_last REAL,
|
||||
micro_price_mean REAL,
|
||||
micro_price_min REAL,
|
||||
micro_price_max REAL,
|
||||
micro_price_first REAL,
|
||||
micro_price_last REAL,
|
||||
weighted_mid_mean REAL,
|
||||
weighted_mid_min REAL,
|
||||
weighted_mid_max REAL,
|
||||
weighted_mid_first REAL,
|
||||
weighted_mid_last REAL,
|
||||
PRIMARY KEY (bin_tstamp, exchange_id, instrument_id)
|
||||
);"
|
||||
|
||||
# Create index for md_1min_quote_features
|
||||
echo "Creating index for md_1min_quote_features..."
|
||||
sqlite3 "$DEST_DB" "
|
||||
CREATE UNIQUE INDEX IF NOT EXISTS md_1min_quote_features_uidx
|
||||
ON md_1min_quote_features(bin_tstamp, exchange_id, instrument_id);"
|
||||
|
||||
# Populate md_1min_quote_features using source database
|
||||
echo "Populating md_1min_quote_features..."
|
||||
sqlite3 "$SRC_DB" "ATTACH DATABASE '$DEST_DB' AS dest;
|
||||
INSERT INTO dest.md_1min_quote_features
|
||||
SELECT
|
||||
strftime('%Y-%m-%d %H:%M:00', tstamp) as bin_tstamp,
|
||||
CAST(strftime('%s', tstamp) * 1000000000 AS INTEGER) as tstamp_ns,
|
||||
exchange_id,
|
||||
instrument_id,
|
||||
FIRST_VALUE((ask_px + bid_px) / 2.0) OVER w as mid_price_open,
|
||||
MAX((ask_px + bid_px) / 2.0) as mid_price_high,
|
||||
MIN((ask_px + bid_px) / 2.0) as mid_price_low,
|
||||
LAST_VALUE((ask_px + bid_px) / 2.0) OVER w as mid_price_close,
|
||||
AVG((ask_px + bid_px) / 2.0) as mid_price_mean,
|
||||
AVG((ask_px - bid_px) / ((ask_px + bid_px) / 2.0)) as rel_spread_mean,
|
||||
MIN((ask_px - bid_px) / ((ask_px + bid_px) / 2.0)) as rel_spread_min,
|
||||
MAX((ask_px - bid_px) / ((ask_px + bid_px) / 2.0)) as rel_spread_max,
|
||||
FIRST_VALUE((ask_px - bid_px) / ((ask_px + bid_px) / 2.0)) OVER w as rel_spread_first,
|
||||
LAST_VALUE((ask_px - bid_px) / ((ask_px + bid_px) / 2.0)) OVER w as rel_spread_last,
|
||||
AVG((bid_qty - ask_qty) / (bid_qty + ask_qty)) as l1_imbalance_mean,
|
||||
MIN((bid_qty - ask_qty) / (bid_qty + ask_qty)) as l1_imbalance_min,
|
||||
MAX((bid_qty - ask_qty) / (bid_qty + ask_qty)) as l1_imbalance_max,
|
||||
FIRST_VALUE((bid_qty - ask_qty) / (bid_qty + ask_qty)) OVER w as l1_imbalance_first,
|
||||
LAST_VALUE((bid_qty - ask_qty) / (bid_qty + ask_qty)) OVER w as l1_imbalance_last,
|
||||
AVG((ask_px * bid_qty + bid_px * ask_qty) / (bid_qty + ask_qty)) as micro_price_mean,
|
||||
MIN((ask_px * bid_qty + bid_px * ask_qty) / (bid_qty + ask_qty)) as micro_price_min,
|
||||
MAX((ask_px * bid_qty + bid_px * ask_qty) / (bid_qty + ask_qty)) as micro_price_max,
|
||||
FIRST_VALUE((ask_px * bid_qty + bid_px * ask_qty) / (bid_qty + ask_qty)) OVER w as micro_price_first,
|
||||
LAST_VALUE((ask_px * bid_qty + bid_px * ask_qty) / (bid_qty + ask_qty)) OVER w as micro_price_last,
|
||||
AVG((ask_px * ask_qty + bid_px * bid_qty) / (bid_qty + ask_qty)) as weighted_mid_mean,
|
||||
MIN((ask_px * ask_qty + bid_px * bid_qty) / (bid_qty + ask_qty)) as weighted_mid_min,
|
||||
MAX((ask_px * ask_qty + bid_px * bid_qty) / (bid_qty + ask_qty)) as weighted_mid_max,
|
||||
FIRST_VALUE((ask_px * ask_qty + bid_px * bid_qty) / (bid_qty + ask_qty)) OVER w as weighted_mid_first,
|
||||
LAST_VALUE((ask_px * ask_qty + bid_px * bid_qty) / (bid_qty + ask_qty)) OVER w as weighted_mid_last
|
||||
FROM md_quotes
|
||||
GROUP BY strftime('%Y-%m-%d %H:%M:00', tstamp), exchange_id, instrument_id
|
||||
WINDOW w AS (
|
||||
PARTITION BY strftime('%Y-%m-%d %H:%M:00', tstamp), exchange_id, instrument_id
|
||||
ORDER BY tstamp
|
||||
RANGE BETWEEN UNBOUNDED PRECEDING AND UNBOUNDED FOLLOWING
|
||||
);"
|
||||
|
||||
# Copy the md_1min_bars table to destination database
|
||||
echo "Copying md_1min_bars to destination..."
|
||||
sqlite3 "$DEST_DB" "
|
||||
DROP TABLE IF EXISTS md_1min_bars;
|
||||
CREATE TABLE IF NOT EXISTS md_1min_bars (
|
||||
bin_tstamp TEXT,
|
||||
tstamp_ns INTEGER,
|
||||
exchange_id TEXT,
|
||||
instrument_id TEXT,
|
||||
open REAL,
|
||||
high REAL,
|
||||
low REAL,
|
||||
close REAL,
|
||||
volume REAL,
|
||||
vwap REAL,
|
||||
num_trades INTEGER,
|
||||
PRIMARY KEY (bin_tstamp, exchange_id, instrument_id)
|
||||
);"
|
||||
|
||||
echo "Creating index for md_1min_bars..."
|
||||
sqlite3 "$DEST_DB" "
|
||||
CREATE UNIQUE INDEX IF NOT EXISTS md_1min_bars_uidx
|
||||
ON md_1min_bars(bin_tstamp, exchange_id, instrument_id);"
|
||||
|
||||
echo "Populating md_1min_bars..."
|
||||
sqlite3 "$SRC_DB" "ATTACH DATABASE '$DEST_DB' AS dest;
|
||||
INSERT INTO dest.md_1min_bars
|
||||
SELECT * FROM md_1min_bars;"
|
||||
|
||||
# Create the combined features view in destination database
|
||||
echo "Creating combined features view..."
|
||||
sqlite3 "$DEST_DB" "
|
||||
DROP VIEW IF EXISTS md_1min_features_view;
|
||||
CREATE VIEW IF NOT EXISTS md_1min_features_view AS
|
||||
SELECT
|
||||
b.bin_tstamp,
|
||||
b.tstamp_ns,
|
||||
b.exchange_id,
|
||||
b.instrument_id,
|
||||
-- OHLCV data from md_1min_bars
|
||||
b.open,
|
||||
b.high,
|
||||
b.low,
|
||||
b.close,
|
||||
b.volume,
|
||||
b.vwap,
|
||||
b.num_trades,
|
||||
-- Quote features
|
||||
q.mid_price_open,
|
||||
q.mid_price_high,
|
||||
q.mid_price_low,
|
||||
q.mid_price_close,
|
||||
q.mid_price_mean,
|
||||
q.rel_spread_mean,
|
||||
q.rel_spread_min,
|
||||
q.rel_spread_max,
|
||||
q.rel_spread_first,
|
||||
q.rel_spread_last,
|
||||
q.l1_imbalance_mean,
|
||||
q.l1_imbalance_min,
|
||||
q.l1_imbalance_max,
|
||||
q.l1_imbalance_first,
|
||||
q.l1_imbalance_last,
|
||||
q.micro_price_mean,
|
||||
q.micro_price_min,
|
||||
q.micro_price_max,
|
||||
q.micro_price_first,
|
||||
q.micro_price_last,
|
||||
q.weighted_mid_mean,
|
||||
q.weighted_mid_min,
|
||||
q.weighted_mid_max,
|
||||
q.weighted_mid_first,
|
||||
q.weighted_mid_last,
|
||||
-- Trade features
|
||||
t.price_mean as trade_price_mean,
|
||||
t.price_median as trade_price_median,
|
||||
t.signed_volume,
|
||||
t.order_flow_imbalance,
|
||||
t.avg_trade_size
|
||||
FROM md_1min_bars b
|
||||
LEFT JOIN md_1min_quote_features q
|
||||
ON b.bin_tstamp = q.bin_tstamp
|
||||
AND b.exchange_id = q.exchange_id
|
||||
AND b.instrument_id = q.instrument_id
|
||||
LEFT JOIN md_1min_trade_features t
|
||||
ON b.bin_tstamp = t.bin_tstamp
|
||||
AND b.exchange_id = t.exchange_id
|
||||
AND b.instrument_id = t.instrument_id;"
|
||||
|
||||
echo "Feature tables created and populated successfully in $DEST_DB!"
|
||||
@ -1,10 +1,7 @@
|
||||
#!/usr/bin/env bash
|
||||
|
||||
usage() {
|
||||
echo -n "Usage: $0 [-h <host (hs01*/cloud21)>]"
|
||||
echo -n " [-d <YYYYMMDD> (yesterday*)]"
|
||||
echo -n " [-s <source> (cloud28/cloud21*)>]"
|
||||
echo " [-t <target_dir> (/opt/jupyter_gpu/data/crypto_md)]"
|
||||
echo "Usage: $0 [-h <host (hs01*/cloud21)>] [-d <YYYYMMDD> (yesterday*)] [-s <source> (cvttdata/cloud21*)>]"
|
||||
exit 1
|
||||
}
|
||||
|
||||
@ -22,15 +19,11 @@ is_valid() {
|
||||
return 1
|
||||
}
|
||||
|
||||
# ------- D E F A U L T S
|
||||
date=""
|
||||
host=hs01
|
||||
source=cloud21
|
||||
TargetDir="/opt/jupyter_gpu/data/crypto_md"
|
||||
# ------- D E F A U L T S
|
||||
|
||||
|
||||
while getopts ":h:d:s:t:" opt; do
|
||||
while getopts ":h:d:s:" opt; do
|
||||
case ${opt} in
|
||||
d )
|
||||
date=$OPTARG
|
||||
@ -41,9 +34,6 @@ while getopts ":h:d:s:t:" opt; do
|
||||
s )
|
||||
source=$OPTARG
|
||||
;;
|
||||
t )
|
||||
TargetDir=$OPTARG
|
||||
;;
|
||||
\? )
|
||||
echo "Invalid option: -$OPTARG" >&2
|
||||
usage
|
||||
@ -67,7 +57,7 @@ if ! is_valid "${host}" "${valid_hosts[@]}" ; then
|
||||
usage
|
||||
fi
|
||||
|
||||
valid_sources=('cloud21' 'cloud28')
|
||||
valid_sources=('cloud21' 'cvttdata')
|
||||
if ! is_valid ${source} ${valid_sources[@]} ; then
|
||||
echo "Source '${source}' is not valid"
|
||||
usage
|
||||
@ -92,6 +82,7 @@ SourceFile=$(date -d ${date} "+%Y%m%d.mktdata.db")
|
||||
SourceFileZip="${SourceFile}.gz"
|
||||
SourceFilePath=$(date -d ${date} "+${SourceRootDir}/%Y/%m/${SourceFileZip}")
|
||||
|
||||
TargetDir="/opt/jupyter_gpu/data/crypto_md"
|
||||
TargetFile=$(date -d ${date} "+%Y%m%d.mktdata.ohlcv.db")
|
||||
TargetFilePath="${TargetDir}/${TargetFile}"
|
||||
|
||||
|
||||
@ -1,94 +1,99 @@
|
||||
#!/bin/bash
|
||||
|
||||
# SQLite DDL for simulation
|
||||
# =========================
|
||||
|
||||
|
||||
# -- md_quotes
|
||||
|
||||
# -- md_1min_bars
|
||||
|
||||
|
||||
usage() {
|
||||
echo "Usage: $0 -d YYYMMDD Date> [-O <output dir (./) >]"
|
||||
exit 1
|
||||
}
|
||||
|
||||
# --------------------- Settings
|
||||
# SOURCE_HOST=cloud21.cvtt.vpn
|
||||
# SOURCE_ROOT_DIR=/opt/store/cvtt/md_archive/crypto
|
||||
# DB_SOURCES=cloud28,cloud29
|
||||
# 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/"
|
||||
SourceHost=cloud21.cvtt.vpn
|
||||
SourceRootDir=/opt/store/cvtt/md_archive/crypto
|
||||
DbSource=cloud21
|
||||
# --------------------- Settings
|
||||
|
||||
if [ -z ${DATE} ] ; then
|
||||
DATE=$(date -d 'yesterday' +'%Y%m%d')
|
||||
fi
|
||||
|
||||
if [ -z ${OUTPUT_DIR} ] ; then
|
||||
OUTPUT_DIR=.
|
||||
fi
|
||||
|
||||
echo "DATE=${DATE} SOURCE_HOST=${SOURCE_HOST}"
|
||||
|
||||
mkdir -p ${OUTPUT_DIR}
|
||||
|
||||
year=$(date -d ${DATE} +"%Y")
|
||||
month=$(date -d ${DATE} +"%m")
|
||||
|
||||
if [ -z "${DB_SOURCES}" ]; then
|
||||
echo "DB_SOURCES is empty"
|
||||
exit
|
||||
fi
|
||||
|
||||
IFS=',' read -r -a db_source_hosts <<< "${DB_SOURCES}"
|
||||
|
||||
SourceFile="${DATE}.mktdata.db.gz"
|
||||
SelectedSourceHost=""
|
||||
SelectedSourceFilePath=""
|
||||
SelectedSourceSize=0
|
||||
|
||||
for db_source_host in "${db_source_hosts[@]}"; do
|
||||
SourceDir="${SOURCE_ROOT_DIR}/${db_source_host}/${year}/${month}"
|
||||
CandidatePath="${SourceDir}/${SourceFile}"
|
||||
remote_stat_cmd="if [ -f '${CandidatePath}' ]; then stat -c %s '${CandidatePath}'; else exit 1; fi"
|
||||
CandidateSize=$(ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null ${SOURCE_HOST} "${remote_stat_cmd}" 2>/dev/null)
|
||||
if [ $? -eq 0 ] && [ -n "${CandidateSize}" ]; then
|
||||
echo "Found ${SOURCE_HOST}:${CandidatePath} (${CandidateSize} bytes)"
|
||||
if [ -z "${SelectedSourceHost}" ] || [ "${CandidateSize}" -gt "${SelectedSourceSize}" ]; then
|
||||
SelectedSourceHost=${db_source_host}
|
||||
SelectedSourceFilePath=${CandidatePath}
|
||||
SelectedSourceSize=${CandidateSize}
|
||||
fi
|
||||
fi
|
||||
while getopts ":d:O:" opt; do
|
||||
case ${opt} in
|
||||
d )
|
||||
Date=$OPTARG
|
||||
;;
|
||||
O )
|
||||
OutputDir=$OPTARG
|
||||
;;
|
||||
\? )
|
||||
echo "Invalid option: -$OPTARG" >&2
|
||||
usage
|
||||
;;
|
||||
: )
|
||||
echo "Option -$OPTARG requires an argument." >&2
|
||||
usage
|
||||
;;
|
||||
esac
|
||||
done
|
||||
|
||||
|
||||
if [ -z "${SelectedSourceHost}" ]; then
|
||||
echo "File ${SourceFile} NOT FOUND on any DB_SOURCES host"
|
||||
exit
|
||||
if [ -z ${Date} ] ; then
|
||||
echo "date is not specified"
|
||||
usage
|
||||
fi
|
||||
if [ -z ${OutputDir} ] ; then
|
||||
OutputDir=.
|
||||
fi
|
||||
mkdir -p ${OutputDir}
|
||||
|
||||
echo "Using source ${SelectedSourceHost} with ${SelectedSourceFilePath} (${SelectedSourceSize} bytes)"
|
||||
# --- Binance
|
||||
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 )
|
||||
|
||||
Cmd="/usr/bin/rsync -ahv"
|
||||
Cmd+=" --mkpath"
|
||||
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
|
||||
Cmd+=" ${SOURCE_HOST}:${SelectedSourceFilePath}"
|
||||
Cmd+=" $OUTPUT_DIR/"
|
||||
# --- Coinbase
|
||||
Instruments+=( PAIR-ADA-USD )
|
||||
Instruments+=( PAIR-BCH-USD )
|
||||
Instruments+=( PAIR-BTC-USD )
|
||||
Instruments+=( PAIR-DOT-USD )
|
||||
Instruments+=( PAIR-ETH-USD )
|
||||
Instruments+=( PAIR-LTC-USD )
|
||||
Instruments+=( PAIR-SOL-USD )
|
||||
Instruments+=( PAIR-XRP-USD )
|
||||
|
||||
echo "Date=${Date} Instruments=${Instruments[@]} OutputDir=${OutputDir}"
|
||||
echo Getting data from ${DataHost} ...
|
||||
|
||||
year=$(date -d ${Date} +"%Y")
|
||||
month=$(date -d ${Date} +"%m")
|
||||
SourceDir="${SourceRootDir}/${DbSource}/${year}/${month}"
|
||||
SourceFile="${SourceDir}/${Date}.mktdata.db.gz"
|
||||
|
||||
Cmd="rsync -ahv"
|
||||
Cmd+=" ${SourceHost}:${SourceFile}"
|
||||
Cmd+=" $OutputDir/"
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
|
||||
if [ ! -f ${OUTPUT_DIR}/${SourceFile} ] ; then
|
||||
echo "File ${OUTPUT_DIR}/${SourceFile} NOT FOUND"
|
||||
exit
|
||||
fi
|
||||
|
||||
Cmd="(cd ${OUTPUT_DIR} && gunzip -f *.db.gz)"
|
||||
Cmd="(cd ${OutputDir} && gunzip *.db.gz)"
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
|
||||
SourceDbFile="${OUTPUT_DIR}/${DATE}.mktdata.db"
|
||||
ResultDbFile="${OUTPUT_DIR}/${DATE}.crypto_sim_md.db"
|
||||
SourceDbFile="${OutputDir}/${Date}.mktdata.db"
|
||||
ResultDbFile="${OutputDir}/${Date}.crypto_sim_md.db"
|
||||
|
||||
echo "SourceDbFile=${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,
|
||||
@ -101,14 +106,12 @@ 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,
|
||||
@ -127,7 +130,6 @@ 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,
|
||||
@ -147,7 +149,6 @@ EOF
|
||||
|
||||
echo "Loading md_trades ..."
|
||||
sqlite3 ${ResultDbFile} <<EOF
|
||||
.echo ON
|
||||
ATTACH '${SourceDbFile}' AS source_db;
|
||||
BEGIN;
|
||||
INSERT OR IGNORE INTO md_trades SELECT
|
||||
@ -185,7 +186,6 @@ EOF
|
||||
|
||||
echo "Loading md_quotes ..."
|
||||
sqlite3 ${ResultDbFile} <<EOF
|
||||
.echo ON
|
||||
ATTACH '${SourceDbFile}' AS source_db;
|
||||
BEGIN;
|
||||
INSERT OR IGNORE INTO md_quotes SELECT
|
||||
@ -224,7 +224,6 @@ 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
|
||||
@ -261,18 +260,25 @@ COMMIT;
|
||||
DETACH source_db;
|
||||
EOF
|
||||
|
||||
Cmd="rm ${SourceDbFile}"
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
|
||||
|
||||
Cmd="gzip ${ResultDbFile}"
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
|
||||
for tgt in ${RSYNC_TARGETS} ; do
|
||||
tgt="${tgt}/${year}/${month}/"
|
||||
Cmd="/usr/bin/rsync -ahv"
|
||||
Cmd+=" --mkpath"
|
||||
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
|
||||
Cmd+=" ${ResultDbFile}.gz ${tgt}"
|
||||
Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/crypto/sim/"
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
|
||||
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 ${*}
|
||||
@ -1,27 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
usage() {
|
||||
echo "Usage: $0 -S <symbols> -d <YYYYMMDD Date> [-O <output dir (./) >]"
|
||||
exit 1
|
||||
}
|
||||
|
||||
# --------------------- Settings
|
||||
# SOURCE_HOST=cloud21.cvtt.vpn
|
||||
# SOURCE_ROOT_DIR=/opt/store/cvtt/md_archive/equity/alpaca_md
|
||||
# SYMBOL_LIST=CAN #,COIN,GBTC,HOOD,MSTR,PYPL,XYZ
|
||||
# OUTPUT_DIR=/tmp
|
||||
# DATE=20250514
|
||||
# RSYNC_TARGETS="cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/test/alpaca_md/sim/"
|
||||
# RSYNC_TARGETS="cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/alpaca_md/sim/
|
||||
#cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity/alpaca_md/sim/"
|
||||
SourceHost=cloud21.cvtt.vpn
|
||||
SourceRootDir=/opt/store/cvtt/md_archive/equity/alpaca_md
|
||||
# --------------------- Settings
|
||||
|
||||
|
||||
is_business_day() {
|
||||
dt=${1}
|
||||
date=$(date -d "${dt}" +"%Y-%m-%d")
|
||||
|
||||
CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
|
||||
CalendarURL=http://cloud23.cvtt.vpn:8000/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
|
||||
@ -31,59 +27,83 @@ 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"
|
||||
exit
|
||||
usage
|
||||
fi
|
||||
if [ -z ${DATE} ] ; then
|
||||
DATE=$(date -d 'yesterday' +'%Y%m%d')
|
||||
if [ -z ${Date} ] ; then
|
||||
echo "date is not specified"
|
||||
usage
|
||||
fi
|
||||
if [ -z ${OutputDir} ] ; then
|
||||
OutputDir=.
|
||||
fi
|
||||
mkdir -p ${OutputDir}
|
||||
|
||||
mkdir -p ${OUTPUT_DIR}
|
||||
|
||||
if ! is_business_day ${DATE}; then
|
||||
echo "${DATE} is not business day"
|
||||
exit
|
||||
if ! is_business_day ${Date}; then
|
||||
echo "${Date} is not business day"
|
||||
usage
|
||||
fi
|
||||
|
||||
OLD_IFS=${IFS}
|
||||
IFS=","
|
||||
read -ra Symbols <<< "${SYMBOL_LIST}"
|
||||
read -ra Symbols <<< "${SymList}"
|
||||
IFS=${OLD_IFS}
|
||||
|
||||
echo "DATE=${DATE} Symbols=${Symbols[@]} OUTPUT_DIR=${OUTPUT_DIR}"
|
||||
echo "Date=${Date} Symbols=${Symbols[@]} OutputDir=${OutputDir}"
|
||||
echo Getting data from ${DataHost} ...
|
||||
|
||||
year=$(date -d ${DATE} +"%Y")
|
||||
month=$(date -d ${DATE} +"%m")
|
||||
|
||||
year=$(date -d ${Date} +"%Y")
|
||||
for sym in ${Symbols[@]}; do
|
||||
inst_id="STOCK-${sym}"
|
||||
capital=${sym:0:1}
|
||||
SourceDir="${SOURCE_ROOT_DIR}/${year}/${capital}/${sym}"
|
||||
SourceHbarFile="${SourceDir}/${DATE}.${sym}.alpaca_1m_bars.db.gz"
|
||||
SourceQatFile="${SourceDir}/${DATE}.${sym}.alpaca_qat.db.gz"
|
||||
SourceDir="${SourceRootDir}/${year}/${capital}/${sym}"
|
||||
SourceHbarFile="${SourceDir}/${Date}.${sym}.alpaca_1m_bars.db.gz"
|
||||
SourceQatFile="${SourceDir}/${Date}.${sym}.alpaca_qat.db.gz"
|
||||
|
||||
for src_file in ${SourceHbarFile} ${SourceQatFile}; do
|
||||
Cmd="rsync -ahv"
|
||||
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
|
||||
Cmd+=" ${SOURCE_HOST}:${src_file}"
|
||||
Cmd+=" $OUTPUT_DIR/"
|
||||
Cmd+=" ${SourceHost}:${src_file}"
|
||||
Cmd+=" $OutputDir/"
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
done
|
||||
done
|
||||
|
||||
Cmd="(cd ${OUTPUT_DIR} && gunzip *.db.gz)"
|
||||
Cmd="(cd ${OutputDir} && gunzip *.db.gz)"
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
|
||||
ResultDbFile="${OUTPUT_DIR}/${DATE}.alpaca_sim_md.db"
|
||||
ResultDbFile="${OutputDir}/${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,
|
||||
@ -102,7 +122,6 @@ EOF
|
||||
|
||||
echo "Creating table md_quotes ..."
|
||||
sqlite3 ${ResultDbFile} <<EOF
|
||||
.echo ON
|
||||
CREATE TABLE IF NOT EXISTS md_quotes (
|
||||
tstamp text,
|
||||
tstamp_ns integer,
|
||||
@ -142,12 +161,11 @@ EOF
|
||||
# set -f # not to expand *
|
||||
|
||||
for sym in ${Symbols[@]}; do
|
||||
src_hbar_db=${OUTPUT_DIR}/${DATE}.${sym}.alpaca_1m_bars.db
|
||||
src_qat_db=${OUTPUT_DIR}/${DATE}.${sym}.alpaca_qat.db
|
||||
src_hbar_db=${OutputDir}/${Date}.${sym}.alpaca_1m_bars.db
|
||||
src_qat_db=${OutputDir}/${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
|
||||
@ -182,7 +200,6 @@ 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
|
||||
@ -212,13 +229,16 @@ Cmd="gzip ${ResultDbFile}"
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
|
||||
for tgt in ${RSYNC_TARGETS} ; do
|
||||
Cmd="/usr/bin/rsync -ahv"
|
||||
Cmd+=" --mkpath"
|
||||
Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
|
||||
Cmd+=" ${ResultDbFile}.gz ${tgt}/${year}/${month}/"
|
||||
Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/alpaca_md/sim/"
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
|
||||
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 ${*}
|
||||
44
scripts/__DEPRECATED__/archive_yesterday_md.sh
Executable file
44
scripts/__DEPRECATED__/archive_yesterday_md.sh
Executable file
@ -0,0 +1,44 @@
|
||||
#!/bin/bash
|
||||
|
||||
Python=/home/cvtt/.pyenv/python3.12-venv/bin/python3.12
|
||||
RootDir=/home/cvtt/prod
|
||||
export PYTHONPATH=${RootDir}
|
||||
|
||||
host=${1}
|
||||
if [ "${host}" == "cvttdata" ]
|
||||
then
|
||||
ArchiveRootDir=/home/cvtt/prod/archive/md_archive/crypto/cvttdata
|
||||
CredKey=TSDB_MD_CVTTDATA_RO
|
||||
elif [ "${host}" == "cloud21" ]
|
||||
then
|
||||
ArchiveRootDir=/home/cvtt/prod/archive/md_archive/crypto/cloud21
|
||||
CredKey=TSDB_MD_CLD21_RO
|
||||
else
|
||||
echo "Unknown host ${host}. ${0} Aborted."
|
||||
exit 1
|
||||
fi
|
||||
|
||||
mkdir -p ${ArchiveRootDir}
|
||||
|
||||
yesterday=$(date -d "yesterday" +%Y%m%d)
|
||||
Schemas=${2}
|
||||
if [ "${Schemas}" == "" ]
|
||||
then
|
||||
Schemas="coinbase,bnbspot,bnbfut"
|
||||
fi
|
||||
echo "Schemas=${Schemas}"
|
||||
|
||||
Cmd=
|
||||
Cmd="${Python}"
|
||||
Cmd="${Cmd} ${RootDir}/cvttpy/research/utils/archive_ts_md.py"
|
||||
Cmd="${Cmd} --config=http://cloud23.cvtt.vpn:6789/apps/md_recorder"
|
||||
Cmd="${Cmd} --db_credentials_key=${CredKey}"
|
||||
Cmd="${Cmd} --date=${yesterday}"
|
||||
Cmd="${Cmd} --schemas=${Schemas}"
|
||||
Cmd="${Cmd} --root_dir=${ArchiveRootDir}"
|
||||
Cmd="${Cmd} --format=SQLite"
|
||||
Cmd="${Cmd} --compress"
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
|
||||
echo "${0} ${*} Done."
|
||||
@ -3,7 +3,7 @@
|
||||
usage() {
|
||||
echo -n "Usage: ${0}"
|
||||
echo -n " [-c <config (dflt: apps/cvtt_eqt_alpaca)>]"
|
||||
echo -n " [-s <config_serverice (dflt: http://cloud16.cvtt.vpn:6789)>]"
|
||||
echo -n " [-s <config_serverice (dflt: http://cloud23.cvtt.vpn:6789)>]"
|
||||
echo -n " [-N <name (dflt: ALPACA-SNDBX)>]"
|
||||
echo
|
||||
exit 1
|
||||
@ -23,7 +23,7 @@ export PYTHONPATH=${RootDir}
|
||||
StatusChannel=Status-CVTT
|
||||
AlertChannel=Alerts-CVTT
|
||||
Sender=${RootDir}/ops/utils/send_mmost.sh
|
||||
ConfigService=http://cloud16.cvtt.vpn:6789
|
||||
ConfigService=http://cloud23.cvtt.vpn:6789
|
||||
Config=apps/cvtt_eqt_alpaca
|
||||
Name="ALPACA-SNDBX"
|
||||
|
||||
|
||||
@ -13,7 +13,7 @@ RootDir="${HOME}/prod"
|
||||
|
||||
AlertChannel=Alerts-CVTT
|
||||
Sender=${RootDir}/ops/utils/send_mmost.sh
|
||||
ConfigUrl=http://cloud16.cvtt.vpn:6789/admin/cvtt_hosts
|
||||
ConfigUrl=http://cloud23.cvtt.vpn:6789/admin/cvtt_hosts
|
||||
|
||||
HOSTS_CONFIG=$(curl -s ${ConfigUrl} | ${HOME}/bin/hjson -j)
|
||||
|
||||
|
||||
@ -12,7 +12,7 @@ RootDir="${HOME}/prod"
|
||||
|
||||
AlertChannel=Alerts-CVTT
|
||||
Sender=${RootDir}/ops/utils/send_mmost.sh
|
||||
ConfigUrl=http://cloud16.cvtt.vpn:6789/admin/cvtt_services
|
||||
ConfigUrl=http://cloud23.cvtt.vpn:6789/admin/cvtt_services
|
||||
|
||||
SERVICES_CONFIG=$(curl -s ${ConfigUrl} | ${HOME}/bin/hjson -j)
|
||||
|
||||
|
||||
@ -18,14 +18,14 @@ get_user_hosts() {
|
||||
local User=${1}
|
||||
local Domain=${2}
|
||||
|
||||
Cmd="curl -s http://cloud16.cvtt.vpn:6789/admin/cvtt_hosts"
|
||||
Cmd+=" | ${HOME}/bin/hjson -j"
|
||||
Cmd+=" | jq -r"
|
||||
Cmd+=" --arg domain \"${Domain}\""
|
||||
Cmd+=" --arg usr \"${User}\""
|
||||
Cmd+=" '.[\$domain] | to_entries[] | select(.value.users[] | contains(\$usr)) | .key'"
|
||||
Cmd="curl -s http://cloud23.cvtt.vpn:6789/admin/cvtt_hosts"
|
||||
Cmd="${Cmd} | ${HOME}/bin/hjson -j"
|
||||
Cmd="${Cmd} | jq -r"
|
||||
Cmd="${Cmd} --arg domain \"${Domain}\""
|
||||
Cmd="${Cmd} --arg usr \"${User}\""
|
||||
Cmd="${Cmd} '.[\$domain] | to_entries[] | select(.value.users[] | contains(\$usr)) | .key'"
|
||||
|
||||
Cmd+=" | sed 's/\$/.${Domain}/'"
|
||||
Cmd="${Cmd} | sed 's/\$/.${Domain}/'"
|
||||
eval ${Cmd}
|
||||
}
|
||||
|
||||
@ -66,16 +66,13 @@ function storage_check() {
|
||||
else
|
||||
port=22
|
||||
fi
|
||||
Cmd="ssh -p ${port}"
|
||||
Cmd+=" -o StrictHostKeyChecking=no"
|
||||
Cmd+=" -o UserKnownHostsFile=/dev/null"
|
||||
Cmd+=" $host"
|
||||
Cmd+=" eval \"df -hTl"
|
||||
Cmd+=" -x squashfs"
|
||||
Cmd+=" -x tmpfs"
|
||||
Cmd+=" -x vfat"
|
||||
Cmd+=" -x devtmpfs"
|
||||
Cmd+=" | grep -v Filesystem\""
|
||||
Cmd="ssh -p ${port} $host"
|
||||
Cmd="${Cmd} eval \"df -hTl"
|
||||
Cmd="${Cmd} -x squashfs"
|
||||
Cmd="${Cmd} -x tmpfs"
|
||||
Cmd="${Cmd} -x vfat"
|
||||
Cmd="${Cmd} -x devtmpfs"
|
||||
Cmd="${Cmd} | grep -v Filesystem\""
|
||||
|
||||
IFS=$'\n' ; lines=$(eval ${Cmd})
|
||||
for ln in $lines
|
||||
|
||||
@ -4,7 +4,7 @@ Start=${1}
|
||||
NumJobs=${2}
|
||||
InstListFile=${3}
|
||||
|
||||
export CalendarURL=https://trading-calendar.cvtt.net/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
|
||||
|
||||
@ -5,7 +5,7 @@ export PYTHONPATH=${HOME}/prod
|
||||
Python=${HOME}/.pyenv/python3.12-venv/bin/python3
|
||||
Script=${HOME}/prod/cvttpy/exchanges/alpaca/hist_md/rl_calc_loader.py
|
||||
DbFile=${HOME}/prod/data/rel_liquidity.db
|
||||
Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md_eqt
|
||||
Config=http://cloud23.cvtt.vpn:6789/apps/minimal_md_eqt
|
||||
|
||||
Cmd="${Python}"
|
||||
Cmd="${Cmd} ${Script}"
|
||||
|
||||
@ -3,7 +3,7 @@
|
||||
is_business_day() {
|
||||
dt=${1}
|
||||
|
||||
CalendarURL=https://trading-calendar.cvtt.net/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 "${open_time}" ]; then
|
||||
return 0
|
||||
|
||||
@ -26,11 +26,9 @@ run_checklist() {
|
||||
declare -A Commands
|
||||
Commands=(
|
||||
["hs01:cloud21"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cloud21/${yr}/${mn} | tail -5"
|
||||
["hs01:cloud28"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cloud28/${yr}/${mn} | tail -5"
|
||||
["hs01:sim"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/sim/ | tail -5"
|
||||
["cloud21:cloud21"]="ssh cvtt@cloud21.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cloud21/${yr}/${mn} | tail -5"
|
||||
["cloud21:cloud28"]="ssh cvtt@cloud21.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cloud28/${yr}/${mn} | tail -5"
|
||||
["cloud21:sim"]="ssh cvtt@cloud21.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/sim | tail -5"
|
||||
["hs01:cvttdata"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cvttdata/${yr}/${mn} | tail -5"
|
||||
["cloud21:cloud21"]="ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/crypto/cloud21/${yr}/${mn} | tail -5"
|
||||
["cloud21:cvttdata"]="ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/crypto/cvttdata/${yr}/${mn} | tail -5"
|
||||
["gpushnik"]="ssh oleg@gpushnik.cvtt.vpn 'ls -l /opt/jupyter_gpu/data/crypto_md | tail -10'"
|
||||
)
|
||||
|
||||
|
||||
@ -29,14 +29,12 @@ run_checklist() {
|
||||
Commands["hs01"]+="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/${yr}/${sym} | tail -3; "
|
||||
done
|
||||
Commands["hs01"]+="echo"
|
||||
Commands["hs01:sim"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/sim | tail -5"
|
||||
|
||||
Commands["cloud21"]=""
|
||||
for sym in ${CheckSymbols}; do
|
||||
Commands["cloud21"]+="ssh cvtt@cloud21.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/${yr}/${sym} | tail -3; "
|
||||
Commands["cloud21"]+="ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/equity/alpaca_md/${yr}/${sym} | tail -3; "
|
||||
done
|
||||
Commands["cloud21"]+="echo"
|
||||
Commands["cloud21:sim"]="ssh cvtt@cloud21.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/sim | tail -5"
|
||||
|
||||
Commands["gpushnik"]="ssh oleg@gpushnik.cvtt.vpn 'ls -l /opt/jupyter_gpu/data/eqty_md | tail -10'"
|
||||
|
||||
@ -48,13 +46,6 @@ run_checklist() {
|
||||
done
|
||||
}
|
||||
|
||||
tmpfile=$(mktemp)
|
||||
function cleanup {
|
||||
cd ${HOME}
|
||||
rm -f ${tmpfile}
|
||||
}
|
||||
trap cleanup EXIT
|
||||
|
||||
# run_checklist
|
||||
|
||||
tmpfile=$(mktemp)
|
||||
|
||||
@ -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"
|
||||
|
||||
@ -47,7 +47,7 @@ function rsync_load_version() {
|
||||
if ssh -q -p ${port} ${user}@${host} "test -d ${rel_dir}/${Project}/${Version}"
|
||||
then
|
||||
echo "Directory found..."
|
||||
rsync_cmd="rsync -ahv -e \"ssh -p ${port}\""
|
||||
rsync_cmd="rsync -ahvv -e \"ssh -p ${port}\""
|
||||
rsync_cmd="${rsync_cmd} ${user}@${host}:${rel_dir}/${Project}/${Version}"
|
||||
rsync_cmd="${rsync_cmd} ${LocalSoftwareDir}/${Project}/"
|
||||
echo ${rsync_cmd}
|
||||
|
||||
@ -6,7 +6,7 @@ SUBDIRS += configs
|
||||
|
||||
|
||||
FILES=
|
||||
FILES += VERSION
|
||||
FILES += release_version.txt
|
||||
|
||||
all: install
|
||||
|
||||
|
||||
@ -1,63 +1,36 @@
|
||||
#!/bin/bash
|
||||
|
||||
|
||||
function usage {
|
||||
echo -n "Usage: ${0}"
|
||||
echo -n " -L <log directory>"
|
||||
echo -n " [ -A <archive_logs_dir> (default /works/archive/logs)]"
|
||||
echo -n " [-D <older than time criteria> (default: '2 days ago')]"
|
||||
echo
|
||||
echo "Usage: ${0} <log directory> [days (default 2)]"
|
||||
exit 1
|
||||
}
|
||||
|
||||
echo Starting $0 $*
|
||||
|
||||
# ---- D e f a u l t s
|
||||
LogArchiveDir=/works/archive/logs
|
||||
DateCriteria="2 days ago"
|
||||
# ---- D e f a u l t s
|
||||
|
||||
|
||||
# ---------------- cmdline
|
||||
while getopts "A:L:D:" opt; do
|
||||
case ${opt} in
|
||||
A )
|
||||
LogArchiveDir=$OPTARG
|
||||
;;
|
||||
L )
|
||||
LogDir=$OPTARG
|
||||
;;
|
||||
D )
|
||||
DateCriteria=$OPTARG
|
||||
;;
|
||||
\? )
|
||||
echo "Invalid option: -$OPTARG" >&2
|
||||
usage
|
||||
;;
|
||||
: )
|
||||
echo "Option -$OPTARG requires an argument." >&2
|
||||
usage
|
||||
;;
|
||||
esac
|
||||
done
|
||||
# ---------------- cmdline
|
||||
|
||||
|
||||
LogDir=${1}
|
||||
if [ "${LogDir}" == "" ]
|
||||
then
|
||||
usage
|
||||
fi
|
||||
|
||||
Cmd="mkdir -p ${LogArchiveDir}"
|
||||
echo ${Cmd} && eval ${Cmd}
|
||||
Days=${2}
|
||||
if [ "${Days}" == "" ]
|
||||
then
|
||||
Days=2
|
||||
fi
|
||||
|
||||
echo "Looking for log files older than '${DateCriteria}' in ${LogDir}"
|
||||
DateCriteria="${Days} days ago"
|
||||
|
||||
Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d %H:%M:%S')
|
||||
Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d')
|
||||
|
||||
Cmd="find ${LogDir}/ '(' -name '*.log' -o -name '*.log.*' ')' -type f -not -newermt \"${Oldest}\""
|
||||
echo $Cmd
|
||||
echo "Looking for log files older than ${DateCriteria} in ${LogDir}"
|
||||
|
||||
files=$(eval ${Cmd})
|
||||
LogArchiveDir=${HOME}/prod/archive/logs
|
||||
mkdir -p ${LogArchiveDir}
|
||||
|
||||
echo "find ${LogDir}/ '(' -name '*.log' -o -name '*.log.*' ')' -type f -not -newermt ${Oldest})"
|
||||
files=$(find ${LogDir}/ '(' -name '*.log' -o -name '*.log.*' ')' -type f -not -newermt ${Oldest})
|
||||
if [ "$files" == "" ]
|
||||
then
|
||||
echo "No files found older than ${Oldest} in ${LogDir}"
|
||||
|
||||
@ -1,57 +1,40 @@
|
||||
#!/bin/bash
|
||||
# FOR hosts with limited disk space - move to storage server
|
||||
|
||||
# FOR cloud hosts with limited disk space - move to storage server
|
||||
|
||||
function usage {
|
||||
echo -n "Usage: ${0}"
|
||||
echo -n " -H <host_label>"
|
||||
echo -n " [ -A <archive_dir> (default /works/archive)]"
|
||||
echo -n " [-D <older than time criteria> (default: '2 days ago')]"
|
||||
echo
|
||||
echo "Usage: ${0} <host> <from_dir> <days>"
|
||||
exit 1
|
||||
}
|
||||
|
||||
echo Starting $0 $*
|
||||
|
||||
# ---- D e f a u l t s
|
||||
ArchiveDir=/works/archive
|
||||
DateCriteria="2 days ago"
|
||||
|
||||
FromHost=$(hostname -s)
|
||||
# ---- D e f a u l t s
|
||||
|
||||
# ---------------- cmdline
|
||||
while getopts "A:H:D:" opt; do
|
||||
case ${opt} in
|
||||
A )
|
||||
ArchiveDir=$OPTARG
|
||||
;;
|
||||
H )
|
||||
FromHost=$OPTARG
|
||||
;;
|
||||
D )
|
||||
DateCriteria=$OPTARG
|
||||
;;
|
||||
\? )
|
||||
echo "Invalid option: -$OPTARG" >&2
|
||||
usage
|
||||
;;
|
||||
: )
|
||||
echo "Option -$OPTARG requires an argument." >&2
|
||||
usage
|
||||
;;
|
||||
esac
|
||||
done
|
||||
# ---------------- cmdline
|
||||
|
||||
|
||||
if [ "${FromHost}" == "" ]
|
||||
then
|
||||
usage
|
||||
fi
|
||||
|
||||
ArchiveDir=${2}
|
||||
if [ "${ArchiveDir}" == "" ]
|
||||
then
|
||||
usage
|
||||
fi
|
||||
|
||||
Days=${3}
|
||||
if [ "${Days}" == "" ]
|
||||
then
|
||||
Days=2
|
||||
fi
|
||||
|
||||
DateCriteria="${Days} days ago"
|
||||
|
||||
TargetHost=cloud21.cvtt.vpn
|
||||
TargetRootDir=/opt/store/cvtt/archive
|
||||
|
||||
Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d %H:%M:%S')
|
||||
Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d')
|
||||
Now=$(date '+%Y%m%d_%H%M%S')
|
||||
|
||||
echo "Looking for log files older than ${DateCriteria} in ${ArchiveDir}"
|
||||
Cmd="find ${ArchiveDir}/"
|
||||
@ -62,7 +45,7 @@ Cmd="${Cmd} -o -name '*.logs.*'"
|
||||
Cmd="${Cmd} -o -name '*.tgz'"
|
||||
Cmd="${Cmd} ')'"
|
||||
Cmd="${Cmd} -type f"
|
||||
Cmd="${Cmd} -not -newermt \"${Oldest}\""
|
||||
Cmd="${Cmd} -not -newermt ${Oldest}"
|
||||
|
||||
echo ${Cmd}
|
||||
files=$(eval ${Cmd})
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user