.gitignore

@@ -1 +0,0 @@
-.history/

VERSION

@@ -1 +1 @@
-2.3.2
+2.1.3,remove cvttdata

build_ops.sh

@@ -1,183 +0,0 @@
-#!/usr/bin/env bash
-
-# ---------------- Settings
-
-repo=git@cloud21.cvtt.vpn:/works/git/cvtt2/ops.git
-
-dist_root=/home/cvttdist/software/cvtt2
-dist_user=cvttdist
-dist_host="cloud21.cvtt.vpn"
-dist_ssh_port="22"
-
-dist_locations="cloud21.cvtt.vpn:22 hs01.cvtt.vpn:22"
-version_file="VERSION"
-
-prj=ops
-brnch=master
-interactive=N
-
-# ---------------- Settings
-
-# ---------------- cmdline
-
-usage() {
-  echo "Usage: $0 [-b <branch (master)> -i (interactive)"
-  exit 1
-}
-
-while getopts "b:i" opt; do
-  case ${opt} in
-    b )
-      brnch=$OPTARG
-      ;;
-    i )
-      interactive=Y
-      ;;
-    \? )
-      echo "Invalid option: -$OPTARG" >&2
-      usage
-      ;;
-    : )
-      echo "Option -$OPTARG requires an argument." >&2
-      usage
-      ;;
-  esac
-done
-# ---------------- cmdline
-
-confirm() {
-    if [ "${interactive}" == "Y" ]; then
-        echo "--------------------------------"
-        echo -n "Press <Enter> to continue" && read
-    fi
-}
-
-
-if [ "${interactive}" == "Y" ]; then
-    echo -n "Enter project [${prj}]: "
-    read project
-    if [ "${project}" == "" ]
-    then
-        project=${prj}
-    fi
-else
-    project=${prj}
-fi
-
-# repo=${git_repo_arr[${project}]}
-if [ -z ${repo} ]; then
-    echo "ERROR: Project repository for ${project} not found"
-    exit -1
-fi
-echo "Project repo: ${repo}"
-
-if [ "${interactive}" == "Y" ]; then
-    echo -n "Enter branch to build release from [${brnch}]: "
-    read branch
-    if [ "${branch}" == "" ]
-    then
-        branch=${brnch}
-    fi
-else
-    branch=${brnch}
-fi
-
-tmp_dir=$(mktemp -d)
-function cleanup {
-    cd ${HOME}
-    rm -rf ${tmp_dir}
-}
-trap cleanup EXIT
-
-
-prj_dir="${tmp_dir}/${prj}"
-
-cmd_arr=()
-Cmd="git clone ${repo} ${prj_dir}"
-cmd_arr+=("${Cmd}")
-
-Cmd="cd ${prj_dir}"
-cmd_arr+=("${Cmd}")
-
-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
-    echo ${cmd} && eval ${cmd}
-done
-
-Cmd="git checkout ${branch}"
-echo ${Cmd} && eval ${Cmd}
-if [ "${?}" != "0" ]; then
-    echo "ERROR: Branch ${branch} is not found"
-    cd ${HOME} && rm -rf ${tmp_dir}
-    exit -1
-fi
-
-
-release_version=$(cat ${version_file} | awk -F',' '{print $1}')
-whats_new=$(cat ${version_file} | awk -F',' '{print $2}')
-
-
-echo "--------------------------------"
-echo "Version file: ${version_file}"
-echo "Release version: ${release_version}"
-
-confirm
-
-version_tag="v${release_version}"
-version_comment="'${version_tag} ${project} ${branch} $(date +%Y-%m-%d)\n${whats_new}'"
-
-cmd_arr=()
-Cmd="git tag -a ${version_tag} -m ${version_comment}"
-cmd_arr+=("${Cmd}")
-
-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 ${dist_locations}; do
-    dhp=(${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}"

docker/market_data/hist/crypto_md_day.sh

@@ -0,0 +1,44 @@
+#!/bin/bash
+usage() {
+    echo "Usage: ${0} <docker_image_tag> <host> [<date>]"
+    exit 1
+}
+
+# ------- Settings
+DockerRegistry=cloud21.cvtt.vpn:5500
+# ------- Settings
+
+ImageTag=${1}
+host=${2}
+date=${3}
+
+if [ -z ${ImageTag} ] ; then
+    usage
+fi
+
+if [ -z ${host} ] ; then
+    usage
+fi
+
+if [ -z ${date} ] ; then
+    date=$(date -d "yesterday" +%Y%m%d)
+fi
+
+DockerImage=${DockerRegistry}/crypto_md_day:${ImageTag}
+
+
+Cmd="docker run"
+Cmd+=" --pull=always"
+Cmd+=" --network=host"
+Cmd+=" --name=crypto_md_day.${host}.${date}"
+Cmd+=" --rm"
+Cmd+=" --volume=${HOME}/.creds:/.creds"
+Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
+Cmd+=" ${DockerImage}"
+Cmd+=" -h ${host}"
+Cmd+=" -d ${date}"
+# Cmd+=" -s coinbase,bnbspot,bnbfut"
+Cmd+=" -s coinbase,bnbspot"
+
+echo $Cmd
+eval $Cmd

docker/market_data/hist/load_alpaca_hbar.sh

@@ -0,0 +1,113 @@
+#!/bin/bash
+
+usage() {
+  echo "Usage: $0  -N <num_symbols> [-L <LogDir>] [-d <YYYYMMDD Date>] [-t <docker_image_tag>]"
+  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=https://trading-calendar.cvtt.net/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
+ContainerName=alpaca_hbar
+LogDir=/home/cvtt/prod/logs
+ImageTag=0.1.7
+# ----- Settings
+
+while getopts ":d:N:L:t:" opt; do
+  case ${opt} in
+    d )
+      date_to_load=$OPTARG
+      ;;
+    N )
+      NumSymbols=$OPTARG
+      ;;
+    L )
+      LogDir=$OPTARG
+      ;;
+    t )
+      ImageTag=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+DockerImage=${DockerRegistry}/alpaca_hbar:${ImageTag} #:latest
+
+
+if is_container_running "$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+=" --pull=always"
+Cmd+=" --network=host"
+Cmd+=" --name=${ContainerName}"
+Cmd+=" --rm"
+Cmd+=" --volume=${LogDir}:/logs"
+Cmd+=" --volume=${HOME}/.creds:/.creds"
+Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
+Cmd+=" ${DockerImage}"
+Cmd+=" -d ${date_to_load}"
+if [ -n "${NumSymbols}" ]; then
+    Cmd+=" -N ${NumSymbols}"
+fi
+
+echo $Cmd
+eval $Cmd
+
+if [ "$?" != "0" ] ; then
+    exit 1 # if killed we do not save last day
+fi

docker/market_data/hist/load_alpaca_qat.sh

@@ -0,0 +1,115 @@
+#!/bin/bash
+
+usage() {
+  echo "Usage: $0  -S <symbols> [-L <LogDir>] [-d <YYYYMMDD Date>] [-t <docker_image_tag>]"
+  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=https://trading-calendar.cvtt.net/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
+ContainerName=alpaca_qat
+LogDir=/home/cvtt/prod/logs
+ImageTag=0.1.7
+# ----- Settings
+
+while getopts ":d:S:L:t:" opt; do
+  case ${opt} in
+    d )
+      date_to_load=$OPTARG
+      ;;
+    S )
+      Symbols=$OPTARG
+      ;;
+    L )
+      LogDir=$OPTARG
+      ;;
+    t )
+      ImageTag=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$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 ${ContainerName} is already running."
+    exit 3
+fi
+
+DockerImage=${DockerRegistry}/alpaca_qat:${ImageTag} #:latest
+
+if [ -z "${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+=" --pull=always"
+Cmd+=" --network=host"
+Cmd+=" --name=${ContainerName}"
+Cmd+=" --rm"
+Cmd+=" --volume=${LogDir}:/logs"
+Cmd+=" --volume=${HOME}/.creds:/.creds"
+Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
+Cmd+=" ${DockerImage}"
+Cmd+=" -d ${date_to_load}"
+Cmd+=" -S ${Symbols}"
+
+echo $Cmd
+eval $Cmd
+
+if [ "$?" != "0" ] ; then
+    exit 1 # if killed we do not save last day
+fi

research/load_crypto_md.sh

@@ -3,7 +3,7 @@
 usage() {
   echo -n "Usage: $0 [-h <host (hs01*/cloud21)>]"
   echo -n " [-d <YYYYMMDD> (yesterday*)]"
-  echo -n " [-s <source> (cloud28/cloud21*)>]"
+  echo -n " [-s <source> (cvttdata/cloud21*)>]"
   echo " [-t <target_dir> (/opt/jupyter_gpu/data/crypto_md)]"
   exit 1
 }
@@ -67,7 +67,7 @@ if ! is_valid "${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

research/prepare_crypto_simdata.sh

@@ -1,94 +1,112 @@
 #!/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
-# SOURCE_HOST=cloud21.cvtt.vpn
+SourceHost=cloud21
-# SOURCE_ROOT_DIR=/opt/store/cvtt/md_archive/crypto
+SourceRootDir=/opt/store/cvtt/md_archive/crypto
-# DB_SOURCES=cloud28,cloud29
+DbSource=cloud21
-# 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
 
-if [ -z ${DATE}  ] ; then
+while getopts ":d:O:S:D:" opt; do
-    DATE=$(date -d 'yesterday' +'%Y%m%d')
+  case ${opt} in
-fi
+    d )
-
+      Date=$OPTARG
-if [ -z ${OUTPUT_DIR}  ] ; then
+      ;;
-    OUTPUT_DIR=.
+    O )
-fi
+      OutputDir=$OPTARG
-
+      ;;
-echo "DATE=${DATE} SOURCE_HOST=${SOURCE_HOST}"
+    S )
-
+      SourceHost=$OPTARG
-mkdir -p ${OUTPUT_DIR}
+      ;;
-
+    D )
-year=$(date -d ${DATE} +"%Y")
+      DbSource=$OPTARG
-month=$(date -d ${DATE} +"%m")
+      ;;
-
+    \? )
-if [ -z "${DB_SOURCES}" ]; then
+      echo "Invalid option: -$OPTARG" >&2
-    echo "DB_SOURCES is empty"
+      usage
-    exit
+      ;;
-fi
+    : )
-
+      echo "Option -$OPTARG requires an argument." >&2
-IFS=',' read -r -a db_source_hosts <<< "${DB_SOURCES}"
+      usage
-
+      ;;
-SourceFile="${DATE}.mktdata.db.gz"
+  esac
-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
 done
 
-
+if [ -z ${Date}  ] ; then
-if [ -z "${SelectedSourceHost}" ]; then
+    echo "date is not specified"
-    echo "File ${SourceFile} NOT FOUND on any DB_SOURCES host"
+    usage
-    exit
+fi
+if [ -z ${OutputDir}  ] ; then
+    OutputDir=.
 fi
 
-echo "Using source ${SelectedSourceHost} with ${SelectedSourceFilePath} (${SelectedSourceSize} bytes)"
+SourceHost+=".cvtt.vpn"
+mkdir -p ${OutputDir}
 
-Cmd="/usr/bin/rsync -ahv"
+# --- Binance
-Cmd+=" --mkpath"
+Instruments=( PAIR-ADA-USDT )
-Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
+Instruments+=( PAIR-BCH-USDT )
-Cmd+=" ${SOURCE_HOST}:${SelectedSourceFilePath}"
+Instruments+=( PAIR-BTC-USDT )
-Cmd+=" $OUTPUT_DIR/"
+Instruments+=( PAIR-DOT-USDT )
+Instruments+=( PAIR-ETH-USDT )
+Instruments+=( PAIR-LTC-USDT )
+Instruments+=( PAIR-SOL-USDT )
+Instruments+=( PAIR-USDC-USDT )
+Instruments+=( PAIR-XRP-USDT )
+
+# --- Coinbase
+Instruments+=( PAIR-ADA-USD )
+Instruments+=( PAIR-BCH-USD )
+Instruments+=( PAIR-BTC-USD )
+Instruments+=( PAIR-DOT-USD )
+Instruments+=( PAIR-ETH-USD )
+Instruments+=( PAIR-LTC-USD )
+Instruments+=( PAIR-SOL-USD )
+Instruments+=( PAIR-XRP-USD )
+
+echo "Date=${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
+Cmd="(cd ${OutputDir} && gunzip *.db.gz)"
-	echo "File ${OUTPUT_DIR}/${SourceFile} NOT FOUND"
-	exit
-fi
-
-Cmd="(cd ${OUTPUT_DIR} && gunzip -f *.db.gz)"
 echo ${Cmd}
 eval ${Cmd}
 
-SourceDbFile="${OUTPUT_DIR}/${DATE}.mktdata.db"
+SourceDbFile="${OutputDir}/${Date}.mktdata.db"
-ResultDbFile="${OUTPUT_DIR}/${DATE}.crypto_sim_md.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 +119,12 @@ 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 +143,6 @@ 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 +162,6 @@ 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 +199,6 @@ 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 +237,6 @@ 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 +273,25 @@ 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 
+Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/crypto/sim/"
-    tgt="${tgt}/${year}/${month}/"
+echo ${Cmd}
-    Cmd="/usr/bin/rsync -ahv"
+eval ${Cmd}
-	Cmd+=" --mkpath"
+
-    Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
+Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/crypto/sim/"
-    Cmd+=" ${ResultDbFile}.gz ${tgt}"
+echo ${Cmd}
-    echo ${Cmd}
+eval ${Cmd}
-    eval ${Cmd}
+
-done 
+Cmd="rm ${ResultDbFile}.gz"
+echo ${Cmd}
+eval ${Cmd}
 
 echo Done $0 ${*}

research/prepare_eqt_simdata.sh

@@ -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
+SourceHost=cloud21.cvtt.vpn
-# SOURCE_ROOT_DIR=/opt/store/cvtt/md_archive/equity/alpaca_md
+SourceRootDir=/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
 
+
 is_business_day() {
     dt=${1}
     date=$(date -d "${dt}" +"%Y-%m-%d")
 
     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
@@ -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
+if [ -z ${Date}  ] ; then
-    DATE=$(date -d 'yesterday' +'%Y%m%d')
+    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"
-if ! is_business_day ${DATE}; then
+   usage
-   echo "${DATE} is not business day"
-   exit
 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 ${DATE} +"%Y")
+year=$(date -d ${Date} +"%Y")
-month=$(date -d ${DATE} +"%m")
-
 for sym in ${Symbols[@]}; do
     inst_id="STOCK-${sym}"
     capital=${sym:0:1}
-    SourceDir="${SOURCE_ROOT_DIR}/${year}/${capital}/${sym}"
+    SourceDir="${SourceRootDir}/${year}/${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+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
+        Cmd+=" ${SourceHost}:${src_file}"
-        Cmd+=" ${SOURCE_HOST}:${src_file}"
+        Cmd+=" $OutputDir/"
-        Cmd+=" $OUTPUT_DIR/"
         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_hbar_db=${OutputDir}/${Date}.${sym}.alpaca_1m_bars.db
-   src_qat_db=${OUTPUT_DIR}/${DATE}.${sym}.alpaca_qat.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
@@ -203,7 +220,7 @@ COMMIT;
 DETACH source_db;
 EOF
 
-Cmd="rm ${src_hbar_db} ${src_qat_db}"
+    Cmd="rm ${src_hbar_db} ${src_qat_db}"
     echo ${Cmd}
     eval ${Cmd}
 done
@@ -212,13 +229,16 @@ Cmd="gzip ${ResultDbFile}"
 echo ${Cmd}
 eval ${Cmd}
 
-for tgt in ${RSYNC_TARGETS} ; do 
+Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/alpaca_md/sim/"
-    Cmd="/usr/bin/rsync -ahv"
+echo ${Cmd}
-    Cmd+=" --mkpath"
+eval ${Cmd}
-    Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
+
-    Cmd+=" ${ResultDbFile}.gz ${tgt}/${year}/${month}/"
+Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity/alpaca_md/sim/"
-    echo ${Cmd}
+echo ${Cmd}
-    eval ${Cmd}
+eval ${Cmd}
-done 
+
+Cmd="rm ${ResultDbFile}.gz"
+echo ${Cmd}
+eval ${Cmd}
 
 echo Done $0 ${*}

utils/archive_logs.sh

@@ -11,10 +11,9 @@ function usage {
 
 echo Starting $0 $*
 
-# ---- D e f a u l t s
+LogDir=${1}
 LogArchiveDir=/works/archive/logs
 DateCriteria="2 days ago"
-# ---- D e f a u l t s
 
 
 # ---------------- cmdline

utils/move_archives.sh

@@ -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 "Usage: ${0} <host> <from_dir> <days>"
-    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
     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})