version

release_version.txt

@@ -1 +1 @@
-0.7.5
+0.7.6

scripts/alpaca_hist_md/alpaca_md.sh

@@ -110,5 +110,5 @@ slice_size=500 # 10K symbols parallel cannot handle
 for ((ii=0; ii <${#Instruments[@]}; ii+=slice_size)); do
     InstSlice=("${Instruments[@]:ii:slice_size}")
 
-    echo parallel -j ${NumJobs} run_proc {} ${Start} ${End} ::: "${InstSlice[@]}"
+    parallel -j ${NumJobs} run_proc {} ${Start} ${End} ::: "${InstSlice[@]}"
 done

scripts/build_release.sh

@@ -1,4 +1,4 @@
-#!/bin/bash
+#!/usr/bin/env bash
 
 # ---------------- Settings
 declare -A git_repo_arr

scripts/crypto_hist_md/process_daily_md.sh

@@ -0,0 +1,57 @@
+#!/usr/bin/env bash
+
+date=${1}
+if [ "${date}" == "" ] ; then
+    date="yesterday"
+fi
+
+SourceHost=cryptoval3.cvtt.vpn
+SourceUser=cvtt
+SourceRootDir=/localdisk/cvtt/archive/md_archive
+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}"
+
+echo ${SourceFile}
+tmp_dir=$(mktemp -d)
+
+function cleanup {
+    cd ${HOME}
+    rm -rf ${tmp_dir}
+}
+trap cleanup EXIT
+
+function download_file {
+
+    Cmd="rsync"
+    Cmd="${Cmd} -ahv"
+    if tty -s; then    
+        Cmd="${Cmd} --progress=info2"
+    fi
+    Cmd="${Cmd} ${SourceUser}@${SourceHost}:${SourceFilePath} ${tmp_dir}/"
+    echo ${Cmd}
+    eval ${Cmd}
+    ls -lh ${tmp_dir}
+    Cmd="gunzip ${tmp_dir}/${SourceFileZip}"
+    echo ${Cmd} && eval ${Cmd}
+    ls -lh ${tmp_dir}
+
+    rm -f ${TargetFilePath}
+    touch ${TargetFilePath}
+
+    for table in bnbfut_ohlcv_1min bnbspot_ohlcv_1min coinbase_ohlcv_1min
+    do
+        Cmd="sqlite3 ${tmp_dir}/${SourceFile} \".dump ${table}\" | sqlite3 ${TargetFilePath}"
+        echo ${Cmd}
+        eval ${Cmd}
+    done
+    chmod 600 ${TargetFilePath}
+    ls -lh ${TargetFilePath}
+
+
+}
+download_file