Compare commits
12 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 1bc2a367ec | |||
| 416fdaffed | |||
| b08ffbb73b | |||
| 85534b130a | |||
| f391593857 | |||
| 108ae35a06 | |||
| 2416a5a77e | |||
| 0b9feb8610 | |||
| 51e059a72b | |||
| 9a59b00998 | |||
| 78de26d154 | |||
| 8eb52d718f |
+12
-6
@@ -4,6 +4,9 @@ C R Y P T O M A R K E T D A T A
|
||||
============
|
||||
Exchanges
|
||||
============
|
||||
| Coinbase
|
||||
| Binance Spot
|
||||
| Binance Futures
|
||||
|
|
||||
v
|
||||
============
|
||||
@@ -17,18 +20,21 @@ C R Y P T O M A R K E T D A T A
|
||||
================
|
||||
| created by crontabs:
|
||||
| cvttdata:
|
||||
| /home/cvtt/prod/utils/archive_yesterday_md.sh cloud21
|
||||
| /home/cvtt/prod/utils/archive_yesterday_md.sh cvttdata
|
||||
| (1) /home/cvtt/prod/utils/archive_yesterday_md.sh cloud21
|
||||
| (2) /home/cvtt/prod/utils/archive_yesterday_md.sh cvttdata
|
||||
| stored in:
|
||||
| /home/cvtt/prod/archive/md_archive/crypto/cloud21
|
||||
| /home/cvtt/prod/archive/md_archive/crypto/cvttdata
|
||||
| cvttdata:/home/cvtt/prod/archive/md_archive/crypto/cloud21 (1)
|
||||
| cvttdata:/home/cvtt/prod/archive/md_archive/crypto/cvttdata (2)
|
||||
|
|
||||
v
|
||||
==========
|
||||
Storage
|
||||
==========
|
||||
| created by crontabs:
|
||||
| cvttdata:
|
||||
| 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
|
||||
==========
|
||||
|
||||
@@ -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_______
|
||||
+1
-1
@@ -1 +1 @@
|
||||
0.8.8
|
||||
1.0.1
|
||||
|
||||
@@ -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/prod/archive/equities/alpaca_md # Local
|
||||
export LogDir=/home/cvtt/prod/logs/alpaca_md
|
||||
|
||||
# ----- T E M P
|
||||
# export PYTHONPATH=/home/oleg/develop/cvtt2
|
||||
# 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
|
||||
export OutputDir=/home/cvtt/prod/archive/md_archive/equity/alpaca_md # Local
|
||||
export LogDir=/home/cvtt/prod/logs/alpaca_md
|
||||
|
||||
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 ${file}
|
||||
done
|
||||
|
||||
Executable
+23
@@ -0,0 +1,23 @@
|
||||
#!/bin/bash
|
||||
|
||||
host=${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 $Cmd
|
||||
Executable
+33
@@ -0,0 +1,33 @@
|
||||
#!/bin/bash
|
||||
|
||||
# Collect all "A" files
|
||||
letter=${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}
|
||||
Executable
+58
@@ -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 $0 Done
|
||||
Executable
+14
@@ -0,0 +1,14 @@
|
||||
#!/bin/bash
|
||||
|
||||
Source=/home/cvtt/prod/archive/md_archive/
|
||||
Targets=
|
||||
Targets="${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
|
||||
Reference in New Issue
Block a user