progress

doc/crypto_md.txt

@@ -0,0 +1,42 @@
+-------------------------------------
+C R Y P T O  M A R K E T   D A T A
+-------------------------------------
+============
+ Exchanges
+============
+	|       Coinbase
+	|       Binance Spot
+	|       Binance Futures
+	|
+ 	v
+============
+ Databases
+============
+	|       TimescaleDB: cloud21
+	|       TimescaleDB: cvttdata
+	v
+================
+ Daily Archive
+================
+    |       created by crontabs:
+    |       cvttdata:
+    |         (1) /home/cvtt/prod/utils/archive_yesterday_md.sh cloud21
+    |         (2) /home/cvtt/prod/utils/archive_yesterday_md.sh cvttdata
+    |       stored in:
+    |         cvttdata:/home/cvtt/prod/archive/md_archive/crypto/cloud21 (1)
+    |         cvttdata:/home/cvtt/prod/archive/md_archive/crypto/cvttdata (2)
+    |
+    v
+==========
+ Storage
+==========
+    |       created by crontab cvttdata:
+    |           /home/cvtt/prod/utils/sync_market_data.sh (ops/utls)
+    |       stored in:
+    |         homestore:/works/cvtt/md_archive/equity/alpaca_md
+    |         cloud21:/opt/store/cvtt/md_archive/equity/alpaca_md
+    |
+    v
+==========
+ Usage
+==========

doc/equity_md.txt

@@ -0,0 +1,33 @@
+-------------------------------------
+E Q U I T Y  M A R K E T   D A T A
+-------------------------------------
+=====================
+ Exchanges (Sources)
+=====================
+	|       Alpaca
+	|
+    |
+    |                     TBD  ============
+    |                     TBD  Databases
+    |                     TBD  ============
+    |                     TBD      |       TimescaleDB: cloud21
+    |                     TBD      |       TimescaleDB: cvttdata
+    v                     TBD      v
+================
+ Daily Archive
+================
+    |       created by crontab on cvttdata:
+    |         /home/cvtt/prod/run/alpaca_md.sh
+    |       stored in:
+    |         cvttdata:/home/cvtt/prod/archive/md_archive/equity/alpaca_md 
+    |
+    v
+==========
+ Storage
+==========
+    |       created by crontab cvttdata:
+    |           /home/cvtt/prod/utils/sync_market_data.sh
+    |       stored in:
+    |         homestore:/works/cvtt/md_archive/equity/alpaca_md
+    |         cloud21:/opt/store/cvtt/md_archive/equity/alpaca_md
+____V_______

release_version.txt

@@ -1 +1 @@
-0.7.6
+1.0.3

scripts/ad-hoc/rearrange_alpaca_md.sh

@@ -0,0 +1,42 @@
+#!/bin/bash
+
+pushd () {
+    command pushd "$@" > /dev/null
+}
+
+popd () {
+    command popd "$@" > /dev/null
+}
+
+SourceRoot=/works/cvtt/md_archive/equity/alpaca_md.2
+TargetRoot=/works/cvtt/md_archive/equity/alpaca_md.NEW
+
+mkdir -p ${TargetDir}
+
+unalias ls
+cd ${SourceRoot}
+
+for year in $(ls -d 2*)
+do
+    echo $year
+    pushd $year
+    for letter in $(ls -d ?)
+    do
+        pushd ${letter}
+
+        echo "${year}/${letter}"
+        for symbol in $(ls -d ${letter}*)
+        do
+           pushd $symbol
+
+           echo "${year}/${letter}/${symbol}/* --> ${letter}/${symbol}/${year}/"
+           mkdir -p ${TargetRoot}/${letter}/${symbol}/${year}
+           mv ${SourceRoot}/${year}/${letter}/${symbol}/* ${TargetRoot}/${letter}/${symbol}/${year}/
+
+           popd
+        done
+
+        popd
+    done
+    popd
+done

scripts/alpaca_hist_md/alpaca_md.sh

@@ -48,16 +48,9 @@ export PYTHONPATH=/home/cvtt/prod
 export Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3
 export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
 export PyScript=/home/cvtt/prod/cvttpy/exchanges/alpaca/hist_md/hist_md_bars.py
-export OutputDir=/home/cvtt/host_drive/alpaca_md # Local
-export LogDir=/home/cvtt/prod/logs/alpaca_md
 
-# ----- T E M P
+export OutputDir=/home/cvtt/prod/archive/md_archive/equity/alpaca_md # Local
-# export PYTHONPATH=/home/oleg/develop/cvtt2
+export LogDir=/home/cvtt/prod/logs/alpaca_md
-# export Python=/home/oleg/.pyenv/python3.10-venv/bin/python3
-# export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
-# export PyScript=/home/oleg/develop/cvtt2/cvttpy/exchanges/alpaca/hist_md/hist_md_bars.py
-# export OutputDir=/home/oleg/develop/cvtt2/tmp # Local
-# export LogDir=/home/oleg/develop/cvtt2/tmp
 
 mkdir -p ${LogDir}
 
@@ -112,3 +105,10 @@ for ((ii=0; ii <${#Instruments[@]}; ii+=slice_size)); do
 
     parallel -j ${NumJobs} run_proc {} ${Start} ${End} ::: "${InstSlice[@]}"
 done
+
+echo "Compressing"
+for file in $(find ${OutputDir} -type f -name '*db' -print )
+do
+    echo "Compressing ${file}"
+    gzip ${file}
+done

scripts/alpaca_hist_md/alpaca_md_day.sh

@@ -0,0 +1,41 @@
+#!/bin/bash
+
+date_to_load=${1}
+
+DockerRegistry=cloud21.cvtt.vpn:5500
+DockerImage=${DockerRegistry}/alpaca_md_day:latest
+LastDayFile=/home/cvtt/prod/logs/last_alpaca_hist_day
+
+if [ -z ${date_to_load} ] ; then
+    echo "Yesterday data. Historical container will be killed"
+    docker kill alpaca_md_day
+else
+    if [ "${date_to_load}" == "next" ] ; then
+        last_date=$(cat ${LastDayFile})
+        if [ -z ${last_date} ] ; then
+            echo "No last date_to_load in ${LastDayFile}"
+            exit 1
+        fi
+        date_to_load=$(date -d "${last_date} - 1 day" "+%Y-%m-%d")
+    fi
+    echo "Historical Data for ${date_to_load}"
+fi
+
+Cmd="docker run"
+Cmd="${Cmd} --network=host"
+Cmd="${Cmd} --name=alpaca_md_day"
+Cmd="${Cmd} --rm"
+Cmd="${Cmd} ${DockerImage}"
+Cmd="${Cmd} ${date_to_load}"
+
+echo $Cmd
+eval $Cmd
+
+if [ "$?" != "0" ] ; then
+    exit 1 # if killed we do not save last day
+fi
+
+if [ -n ${date_to_load}]; then
+    echo "Saving date_to_load to ${LastDayFile}"
+    echo ${date_to_load} >  ${LastDayFile}
+fi

scripts/archive_yesterday_md.sh

@@ -4,14 +4,14 @@ Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3.10
 RootDir=/home/cvtt/prod
 export PYTHONPATH=${RootDir}
 
-host=$(hostname)
+host=${1}
 if [ "${host}" == "cvttdata" ]
 then
-    ArchiveRootDir=/home/cvtt/prod/archive/md_archive
+    ArchiveRootDir=/home/cvtt/prod/archive/md_archive/crypto/cvttdata
     CredKey=TSDB_MD_CVTTDATA_RO
-elif [ "${host}" == "cloud21.cryptovaltrading.com" ]
+elif [ "${host}" == "cloud21" ]
 then
-    ArchiveRootDir=/opt/store/cvtt/archive/md_archive
+    ArchiveRootDir=/home/cvtt/prod/archive/md_archive/crypto/cloud21
     CredKey=TSDB_MD_CLD21_RO
 else
     echo "Unknown host ${host}. ${0} Aborted."
@@ -21,7 +21,7 @@ fi
 mkdir -p ${ArchiveRootDir}
 
 yesterday=$(date -d "yesterday" +%Y%m%d)
-Schemas=${1}
+Schemas=${2}
 if [ "${Schemas}" == "" ]
 then
     Schemas="coinbase,bnbspot,bnbfut"

scripts/build_release.sh

@@ -5,6 +5,7 @@ declare -A git_repo_arr
 
 git_repo_arr[cvttpy]=git@cloud21.cvtt.vpn:/opt/store/git/cvttpy.git
 git_repo_arr[ops]=git@cloud21.cvtt.vpn:/opt/store/git/ops.git
+git_repo_arr[research]=git@cloud21.cvtt.vpn:/opt/store/git/research.git
 
 default_project=cvttpy
 default_branch=master
@@ -63,6 +64,13 @@ else
 fi
 
 tmp_dir=$(mktemp -d)
+function cleanup {
+    cd ${HOME}
+    rm -rf ${tmp_dir}
+}
+trap cleanup EXIT
+
+
 prj_dir="${tmp_dir}/${prj}"
 
 cmd_arr=()
@@ -149,7 +157,4 @@ do
     pwd && echo ${cmd} && eval ${cmd}
 done
 
-cd ${HOME}
-rm -rf ${tmp_dir}
-
 echo "$0 Done ${project} ${release_version}"

scripts/crypto_hist_md/crypto_md_day.sh

@@ -0,0 +1,23 @@
+#!/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="${Cmd} --network=host"
+Cmd="${Cmd} --name=crypto_md_day.${host}.${date}"
+Cmd="${Cmd} --rm"
+Cmd="${Cmd} ${DockerImage}"
+Cmd="${Cmd} -h ${host}"
+Cmd="${Cmd} -d ${date}"
+Cmd="${Cmd} -s coinbase,bnbspot,bnbfut"
+
+echo $Cmd
+eval $Cmd

scripts/healthcheck/storage_health_check.sh

@@ -15,7 +15,6 @@ Sender=${RootDir}/ops/utils/send_mmost.sh
 
 Hosts=
 Hosts="${Hosts} cloud11.cvtt.vpn"
-Hosts="${Hosts} cloud14.cvtt.vpn"
 Hosts="${Hosts} cloud15.cvtt.vpn"
 Hosts="${Hosts} cloud16.cvtt.vpn"
 Hosts="${Hosts} cloud17.cvtt.vpn"
@@ -23,26 +22,38 @@ Hosts="${Hosts} cloud21.cvtt.vpn"
 Hosts="${Hosts} cloud22.cryptovaltrading.com"
 
 Hosts="${Hosts} cvttdata.cvtt.vpn"
-Hosts="${Hosts} cryptoval1.cvtt.vpn"
 Hosts="${Hosts} cryptoval2.cvtt.vpn"
 Hosts="${Hosts} cryptoval3.cvtt.vpn"
 
 Hosts="${Hosts} homestore.cvtt.vpn"
-Hosts="${Hosts} nsbackup.cvtt.vpn"
+Hosts="${Hosts} nsbackup.sheynin.home"
 Hosts="${Hosts} dtvmhost.cvtt.vpn"
 Hosts="${Hosts} ops-server.cvtt.vpn"
 
 Hosts="${Hosts} cvtt-prod-01.cvtt.vpn"
 Hosts="${Hosts} cvtt-prod-02.cvtt.vpn"
+Hosts="${Hosts} cvtt-prod-03.cvtt.vpn"
+
+Metrics=()
+TempFiles=
+
+function cleanup {
+    echo Cleaing up temporary files: ${TempFiles}
+    if [ "" != "${TempFiles}" ]; then
+        rm -f ${TempFiles}
+    fi
+}
+trap cleanup EXIT
 
 function space_alert() {
     ALERT_USAGE=75%
-    for ln in "${Measurements[@]}"
+    for metric in "${Metrics[@]}"
     do
-        IFS=$' '; args=($ln); unset IFS
+        IFS=$' '; args=($metric); unset IFS
         host=${args[0]}
         fs=${args[1]}
         space_used=${args[2]}
+
         if [ ${space_used%?} -ge ${ALERT_USAGE%?} ]; then
             echo ":red_circle: Filesystem **${host}:${fs}** is using **${space_used}** :red_circle:"
         fi
@@ -53,6 +64,7 @@ function storage_check() {
 
     result_lines=()
 
+    declare -a SingleMeas
     for host in ${Hosts}
     do
         if [[ "${host}" == *"cryptovaltrading.com" ]]; then
@@ -71,7 +83,12 @@ function storage_check() {
         do
             IFS=$' '; args=($ln); unset IFS
             res="${args[5]}| **${host}** | ***${args[6]}*** | *${args[5]}* |"
+
             result_lines+=("$res")
+
+            fs=${args[6]}
+            used=${args[5]}
+            Metrics+=("$host $fs $used")
         done
         unset IFS
     done
@@ -82,7 +99,11 @@ function storage_check() {
 }
 
 tmpfile=$(mktemp)
+TempFiles="${TempFiles} ${tmpfile}"
+
 tmpfile2=$(mktemp)
+TempFiles="${TempFiles} ${tmpfile2}"
+
 storage_check > ${tmpfile2}
 
 echo "## :card_file_box: STORAGE HEALTH CHECK" >> ${tmpfile}
@@ -91,17 +112,15 @@ echo "| host | filesystem | usage |"  >> ${tmpfile}
 echo "| --- | --- | --- |"  >> ${tmpfile}
 cat ${tmpfile2} | sort -h -r | awk -F'%' '{printf "%s%%%s\n",$2,$3}' >> ${tmpfile}
 cat ${tmpfile} |  ${Sender} ${StatusChannel}
-rm ${tmpfile} ${tmpfile2}
 
-Measurements=()
 tmpfile=$(mktemp)
+TempFiles="${TempFiles} ${tmpfile}"
+
 space_alert > ${tmpfile}
-cat ${tmpfile}
 if [ -s ${tmpfile} ]
 then
     (echo "### :card_file_box: STORAGE ALERTS" && cat ${tmpfile}) | ${Sender} ${AlertChannel}
 else
-    echo File ${tmpfile} is empty
+    echo "No Storage Alerts"
 fi
-rm ${tmpfile}
 

scripts/legacy_eqt_md/process_md.sh

@@ -0,0 +1,33 @@
+#!/bin/bash
+
+# Collect all "A" files
+letter=${1}
+
+if [ "${letter}" == "" ]; then
+	echo "Usage $0 <letter>"
+	exit 1
+fi
+
+# copy text data to local location
+rsync -ahv /home/cvtt/host_drive/eqt_hist_md/txt/${letter} /home/cvtt/tmp/txt/
+
+# create db files
+PYTHONPATH=/home/cvtt/prod /home/cvtt/.pyenv/python3.10-venv/bin/python3 /home/cvtt/prod/cvttpy/trading/mkt_data/ad_hoc/eqt_md_to_db.py /home/cvtt/tmp/txt/${letter} /home/cvtt/tmp/db
+
+if [ "$?" != "0" ] ; then
+    exit
+fi
+
+# Move all files to host drive
+# a) create file list
+(cd /home/cvtt/tmp/db/ && find . -name '*db' -print | grep "/${letter}/") > /home/cvtt/tmp/tran_db/${letter}_files
+
+echo ${letter} is done
+exit
+
+
+# b) rsync files to host drive
+rsync -ahv --remove-source-files --files-from=/home/cvtt/tmp/tran_db/${letter}_files /home/cvtt/tmp/db/ cvtt@my-vm-host:/localdisk/cvtt/eqt_hist_md/db/
+
+# Clean directories
+( cd /home/cvtt/tmp/db && (for d in $(find . -name $letter -type d -print); do echo $d ; done) | grep -v /$letter/$letter | xargs rm -rf) && rm -rf /home/cvtt/tmp/txt/${letter}

scripts/set_version.sh

@@ -1,5 +1,17 @@
 #!/bin/bash
 
+
+# ----- Settings
+LocalSoftwareDir=${HOME}/software/cvtt2
+
+ProdDir=${HOME}/prod
+
+ReleaseHosts=("cloud21.cvtt.vpn")
+ReleasePorts=("22")
+ReleaseUsers=("cvttdist")
+ReleaseDir=("/home/cvttdist/software/cvtt2")
+# ----- Settings
+
 function usage() {
     echo "Usage: ${0} <project> <version>"
     exit 1
@@ -18,17 +30,6 @@ then
     Version=latest
 fi
 
-# ----- Settings
-LocalSoftwareDir=${HOME}/software/cvtt2
-
-ProdDir=${HOME}/prod
-
-ReleaseHosts=("cloud21.cvtt.vpn")
-ReleasePorts=("22")
-ReleaseUsers=("cvttdist")
-ReleaseDir=("/home/cvttdist/software/cvtt2")
-# ----- Settings
-
 function rsync_load_version() {
     for idx in "${!ReleaseHosts[@]}"
     do
@@ -68,6 +69,7 @@ function rsync_load_version() {
 }
 
 mkdir -p ${LocalSoftwareDir}
+mkdir -p ${ProdDir}
 
 # exists and not empty
 rsync_load_version

utils/prune_data.sh

@@ -0,0 +1,58 @@
+#!/bin/bash
+
+Src=${1}
+Days=${2}
+
+if [ -z "$Days" ] || [ -z "$Src" ]; then
+    echo "Usage: $0 <source_dir> <num_days>"
+    exit 1
+fi
+
+# Add / if Src does not have it (symlinks)
+if [ "${Src: -1}" != "/" ]; then
+    Src="${Src}/"
+fi
+
+declare -A Settings=()
+Settings[Src]=${Src}
+Settings[PruneDate]=$(date -d "${Days} days ago" '+%Y-%m-%d')
+
+src=${Settings[Src]}
+prune_date=${Settings[PruneDate]}
+
+
+echo "Finding files older than ${prune_date} in ${Src} ..."
+Cmd="find ${src} -type f ! -newermt \"${prune_date}\""
+echo ${Cmd}
+files=($(eval ${Cmd}))
+total_files=${#files[*]}
+
+if [[ ${total_files} == 0 ]]
+then
+    echo "No files found to be pruned. Bye..."
+    exit 0
+fi
+
+echo Before Pruning....
+duf ${src}
+
+echo "The following files will be removed:"
+echo "===================================="
+for f in $files ; do  ls -l $f; done
+echo "===================================="
+echo "Total files to be pruned: ${total_files}"
+
+echo "Removing files..."
+Cmd="${Cmd} -print -delete"
+echo ${Cmd}
+eval ${Cmd}
+
+echo "Removing empty directories..."
+Cmd="find ${src} -type d -empty -print -delete"
+echo ${Cmd}
+eval ${Cmd}
+
+echo After Pruning....
+duf ${src}
+
+echo $0 Done

utils/sync_market_data.sh

@@ -0,0 +1,14 @@
+#!/bin/bash
+
+Source=/home/cvtt/prod/archive/md_archive/
+Targets=
+Targets="${Targets} oleg@homestore.cvtt.vpn:/works/cvtt/md_archive/"
+Targets="${Targets} cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/"
+
+
+for tgt in ${Targets}
+do
+    Cmd="/usr/bin/rsync -ahv ${Source} ${tgt}"
+    echo $Cmd
+    eval $Cmd
+done