moved daily_sim to cvtt_apps

.gitignore

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

VERSION

@@ -0,0 +1 @@
+2.3.2

__DEPRECATED__/alpaca_md_day.sh

@@ -0,0 +1,125 @@
+#!/bin/bash
+
+date_to_load=${1} # YYYY-MM-DD
+
+DockerRegistry=cloud21.cvtt.vpn:5500
+DockerImage=${DockerRegistry}/alpaca_md_day #:latest
+LastDayFile=/home/cvtt/prod/logs/last_alpaca_hist_day
+ContainerName=alpaca_md_day
+
+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
+
+if [ -z ${date_to_load} ] ; then
+    echo "Date is not specified. Yesterday data has priority. Running historical container will be stopped"
+    Cmd="docker stop ${ContainerName}"
+    echo ${Cmd} && eval ${Cmd}
+    Cmd="docker kill ${ContainerName}"
+    echo ${Cmd} && eval ${Cmd}
+    Cmd="docker rm -f ${ContainerName}"
+    echo ${Cmd} && eval ${Cmd}
+
+    Cmd="docker ps"
+    echo ${Cmd} && eval ${Cmd}
+
+    if is_container_running "$ContainerName"; then
+        echo "Container ${ContainerName} is still running."
+        exit 3
+    fi
+else
+    date_to_load=$(date -d ${date_to_load} '+%Y-%m-%d') #expected format
+    echo "Historical run ${date_to_load}"
+    if is_container_running "$ContainerName"; then
+        echo "Container ${ContainerName} is already running."
+        exit 3
+    fi
+    if [ "${date_to_load}" == "next" ] ; then
+        if [ ! -e ${LastDayFile} ]; then
+            echo "File ${LastDayFile} does not exist. Will try to use prev file."
+            if [ ! -e ${LastDayFile}.prev ]; then
+                echo "File ${LastDayFile}.prev does not exist. Aborted."
+                exit 2
+            fi
+            mv ${LastDayFile}.prev ${LastDayFile}
+        fi
+        last_date=$(cat ${LastDayFile} | xargs)
+        if [ -z "${last_date}" ] ; then
+            echo "File ${LastDayFile} returned an empty last day. Will try to use prev file."
+            if [ ! -e ${LastDayFile}.prev ]; then
+                echo "File ${LastDayFile}.prev does not exist. Aborted."
+                exit 2
+            fi
+            mv ${LastDayFile}.prev ${LastDayFile}
+            last_date=$(cat ${LastDayFile} | xargs)
+            if [ -z "${last_date}" ] ; then
+                echo "Unable to obtain last_date. Aborted"
+                exit 3
+            fi
+            echo "No last date_to_load in ${LastDayFile}"
+            exit 1
+        fi
+        mv ${LastDayFile} ${LastDayFile}.prev
+        date_to_load=$(date -d "${last_date} - 1 day" "+%Y-%m-%d")
+    fi
+fi
+if [ -n "${date_to_load}" ]; then
+    date_to_load=$(get_prev_business_day ${date_to_load})
+    echo "Historical Data for ${date_to_load}"
+fi
+
+Cmd="docker run"
+Cmd="${Cmd} --pull=always"
+Cmd="${Cmd} --network=host"
+Cmd="${Cmd} --name=${ContainerName}"
+Cmd="${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
+
+# truncate to avoid false positive
+date_to_load=$(echo "${date_to_load}" | xargs)
+if [ -n "${date_to_load}" ]; then
+    echo "Saving date_to_load to ${LastDayFile}"
+    echo ${date_to_load} >  ${LastDayFile}
+fi

__DEPRECATED__/doc/crypto_md.txt

@@ -30,13 +30,11 @@ C R Y P T O  M A R K E T   D A T A
 ==========
  Storage
 ==========
-    |       created by crontabs:
+    |       created by crontab cvttdata:
-    |       cvttdata:
+    |           /home/cvtt/prod/utils/sync_market_data.sh (ops/utls)
-	|              /home/cvtt/prod/utils/sync_crypto_archives.sh
-    |              TBD  prune files older than 7 days
     |       stored in:
-    |         homestore:/works/cvtt/md_archive/crypto/  (cvttdata and cloud21)
+    |         homestore:/works/cvtt/md_archive/equity/alpaca_md
-    |         cloud21:/opt/store/cvtt/md_archive/crypto/  (cvttdata and cloud21)
+    |         cloud21:/opt/store/cvtt/md_archive/equity/alpaca_md
     |
     v
 ==========

__DEPRECATED__/doc/equity_md.txt

@@ -19,28 +19,15 @@ E Q U I T Y  M A R K E T   D A T A
     |       created by crontab on cvttdata:
     |         /home/cvtt/prod/run/alpaca_md.sh
     |       stored in:
-    |         cvttdata:/home/cvtt/prod/archive/md_archive/equity/alpaca_md   (TBD)
+    |         cvttdata:/home/cvtt/prod/archive/md_archive/equity/alpaca_md 
     |
     v
-
-
-
-
-
-
 ==========
  Storage
 ==========
-    |       created by crontabs:
+    |       created by crontab cvttdata:
-    |       cvttdata:
+    |           /home/cvtt/prod/utils/sync_market_data.sh
-    |
     |       stored in:
-    |         homestore:/works/cvtt/md_archive/crypto/cvttdata
+    |         homestore:/works/cvtt/md_archive/equity/alpaca_md
-    |         homestore:/works/cvtt/md_archive/crypto/cloud21
+    |         cloud21:/opt/store/cvtt/md_archive/equity/alpaca_md
-    |       backed up in:
+____V_______
-    |         cloud21:/opt/store/cvtt/md_archive/crypto/cvttdata
-    |         cloud21:/opt/store/cvtt/md_archive/crypto/cloud21
-    v
-==========
- Usage
-==========

__DEPRECATED__/doc/supervisord.conf.example

@@ -0,0 +1,61 @@
+[supervisord]
+environment=PYTHONPATH="/home/cvtt/prod"
+autostart=true
+autorestart=unexpected
+startretries=3
+logfile=/var/log/supervisor/supervisord_cvtt.log
+
+[supervisorctl]
+
+[inet_http_server]
+port = 127.0.0.1:9001
+
+[rpcinterface:supervisor]
+supervisor.rpcinterface_factory = supervisor.rpcinterface:make_main_rpcinterface
+
+[program:coinbase_rec_cvttdata]
+directory=/home/cvtt/prod
+command=/home/cvtt/.pyenv/python3.10-venv/bin/python3 -u /home/cvtt/prod/cvttpy/apps/md/md_recorder.py
+        --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder
+        --active_exchanges=COINBASE_AT
+        --instruments=COINBASE:PAIR-BTC-USD,COINBASE:PAIR-ETH-USD,COINBASE:PAIR-LTC-USD,COINBASE:PAIR-XRP-USD
+        --db_credentials_key=TSDB_MD_CVTTDATA
+        --admin_port=7223
+        --log_level=INFO
+        --log_file=/home/cvtt/prod/logs/%%T.MD_REC.COINBASE.CVTTDATA.log
+autostart=true
+autorestart=true
+startretries=1
+startsecs=3
+user=cvtt
+#
+[program:bnbfut_rec_cvttdata]
+directory=/home/cvtt/prod
+command=/home/cvtt/.pyenv/python3.10-venv/bin/python3 -u /home/cvtt/prod/cvttpy/apps/md/md_recorder.py
+        --config=http://cloud16.cvtt.vpn:6789/apps/md_recorder
+        --active_exchanges=BNBFUT
+        --instruments=BNBFUT:PERP-BTC-USDT,BNBFUT:PERP-ETH-USDT
+        --db_credentials_key=TSDB_MD_CVTTDATA
+        --admin_port=7224
+        --log_level=INFO
+        --log_file=/home/cvtt/prod/logs/%%T.MD_REC.BNBFUT.CVTTDATA.log
+autostart=true
+autorestart=true
+startretries=1
+startsecs=3
+user=cvtt
+
+[program:md_rec_monitor]
+directory=/home/cvtt/prod
+command=/home/cvtt/.pyenv/python3.10-venv/bin/python3 -u /home/cvtt/prod/cvttpy/apps/md/md_rec_monitor.py
+        --config=http://cloud16.cvtt.vpn:6789/apps/md_rec_monitor
+        --db=CVTTDATA
+        --admin_port=7225
+        --log_level=INFO
+        --log_file=/home/cvtt/prod/logs/%%T.MD_REC.MONITOR.CVTTDATA.log
+autostart=true
+autorestart=true
+startretries=1
+startsecs=3
+user=cvtt
+

__DEPRECATED__/recorder/md_recorder.sh

@@ -0,0 +1,66 @@
+#!/bin/bash
+
+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]"
+  exit 1
+}
+
+is_valid() {
+  local job=$1
+  for valid_job in "${ValidJobs[@]}";
+  do
+    # echo "job=$job valid_job=$valid_job"
+    if [[ "${job}" == "${valid_job}" ]]; then
+      return 0
+    fi
+  done
+  return 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
+}
+
+
+job=${1}
+if  ! is_valid "${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
+    echo "Container ${ContainerName} is already running. Aborted."
+    exit
+fi
+
+
+Cmd="docker run"
+Cmd+=" -d"
+Cmd+=" --rm"
+Cmd+=" --network=host"
+# Cmd+=" --pull=always"
+Cmd+=" --name=${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}"
+
+echo ${Cmd}
+eval ${Cmd}

__DEPRECATED__/recorder/md_recorder_monitor.sh

@@ -0,0 +1,60 @@
+#!/bin/bash
+
+usage() {
+  echo "Usage: $0 <instance (CLD21,CVTTDATA)> [<admin_port (def. 7225)>]"
+  exit 1
+}
+
+ValidInstances=('CLD21' 'CVTTDATA')
+is_valid() {
+  local inst=$1
+  for valid_inst in "${ValidInstances[@]}";
+  do
+    if [[ "$inst" == "$valid_inst" ]]; then
+      return 0
+    fi
+  done
+  return 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
+}
+
+Instance=${1}
+if ! is_valid "${Instance}"; then
+    usage
+fi
+
+AdminPort=7225
+if [ "${2}" != "" ]; then
+    AdminPort=${2}
+fi
+
+ContainerName="md_recorder_monitor.${Instance}"
+
+if is_container_running "$ContainerName"; then
+    echo "Container ${ContainerName} is already running. Aborted."
+    exit
+fi
+
+Cmd="docker run"
+Cmd+=" -d"
+Cmd+=" --rm"
+Cmd+=" --network=host"
+Cmd+=" --pull=always"
+Cmd+=" --name=${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}"
+
+echo ${Cmd}
+eval ${Cmd}

__DEPRECATED__/sim_prepare/prepare_crypto_simdata.sh

@@ -0,0 +1,278 @@
+#!/bin/bash
+
+# --------------------- 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/"
+# --------------------- 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=${CandidateSize}
+        fi
+    fi
+done
+
+
+if [ -z "${SelectedSourceHost}" ]; then
+    echo "File ${SourceFile} NOT FOUND on any DB_SOURCES host"
+    exit
+fi
+
+echo "Using source ${SelectedSourceHost} with ${SelectedSourceFilePath} (${SelectedSourceSize} bytes)"
+
+Cmd="/usr/bin/rsync -ahv"
+Cmd+=" --mkpath"
+Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
+Cmd+=" ${SOURCE_HOST}:${SelectedSourceFilePath}"
+Cmd+=" $OUTPUT_DIR/"
+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)"
+echo ${Cmd}
+eval ${Cmd}
+
+SourceDbFile="${OUTPUT_DIR}/${DATE}.mktdata.db"
+ResultDbFile="${OUTPUT_DIR}/${DATE}.crypto_sim_md.db"
+
+echo "SourceDbFile=${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,
+    exchange_id text,
+    instrument_id text,
+    exch text,
+    px real,
+    qty real,
+    trade_id text,
+    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,
+    exchange_id text,
+    instrument_id text,
+    bid_exch text,
+    bid_px real,
+    bid_qty real,
+    ask_exch text,
+    ask_px real,
+    ask_qty real
+);
+CREATE UNIQUE INDEX  IF NOT EXISTS md_quotes_uidx
+ON md_quotes(tstamp_ns, exchange_id, instrument_id);
+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,
+	exchange_id text,
+	instrument_id text,
+	open real,
+	high real,
+	low real,
+	close real,
+	volume real,
+	vwap real,
+	num_trades integer
+);
+CREATE UNIQUE INDEX IF NOT EXISTS md_1min_bars_uidx
+ON md_1min_bars(tstamp, exchange_id, instrument_id);
+EOF
+
+echo "Loading md_trades ..."
+sqlite3  ${ResultDbFile} <<EOF
+.echo ON
+ATTACH '${SourceDbFile}' AS source_db;
+BEGIN;
+INSERT OR IGNORE INTO md_trades SELECT
+	datetime(exchange_ts_ns / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (exchange_ts_ns % 1000000000) / 1000)  as tstamp,
+	time as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	"" as exch,
+	price as px,
+	quantity as qty,
+	"" as trade_id,
+	taker_side as condition,
+	"" as tape
+from source_db.bnbspot_md_trades;
+COMMIT;
+
+BEGIN;
+INSERT OR IGNORE INTO md_trades
+SELECT
+	datetime(exchange_ts_ns / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (exchange_ts_ns % 1000000000) / 1000)  as tstamp,
+	time as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	"" as exch,
+	price as px,
+	quantity as qty,
+	"" as trade_id,
+	taker_side as condition,
+	"" as tape
+from source_db.coinbase_md_trades;
+COMMIT;
+
+DETACH source_db;
+EOF
+
+echo "Loading md_quotes ..."
+sqlite3  ${ResultDbFile} <<EOF
+.echo ON
+ATTACH '${SourceDbFile}' AS source_db;
+BEGIN;
+INSERT OR IGNORE INTO md_quotes SELECT
+	datetime(exchange_ts_ns / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (exchange_ts_ns % 1000000000) / 1000)  as tstamp,
+	time as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	exchange_id as bid_exch,
+	bid_price as bid_px,
+	bid_quantity as bid_qty,
+	exchange_id as ask_exch,
+	ask_price as ask_px,
+	ask_quantity as ask_qty
+from bnbspot_md_booktops;
+COMMIT;
+
+BEGIN;
+INSERT OR IGNORE INTO md_quotes SELECT
+	datetime(exchange_ts_ns / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (exchange_ts_ns % 1000000000) / 1000)  as tstamp,
+	time as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	exchange_id as bid_exch,
+	bid_price as bid_px,
+	bid_quantity as bid_qty,
+	exchange_id as ask_exch,
+	ask_price as ask_px,
+	ask_quantity as ask_qty
+from coinbase_md_booktops;
+COMMIT;
+
+DETACH source_db;
+EOF
+
+### --- REPLACE 0 with num_trades ---
+
+echo "Loading md_1min_bars ..."
+sqlite3  ${ResultDbFile} <<EOF
+.echo ON
+ATTACH '${SourceDbFile}' AS source_db;
+BEGIN;
+INSERT OR IGNORE INTO md_1min_bars SELECT
+	datetime(tstamp / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (tstamp % 1000000000) / 1000)  as tsatmp,
+	tstamp as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	open,
+	high,
+	low,
+	close,
+	volume,
+	vwap,
+	0 as num_trades
+from bnbspot_ohlcv_1min;
+COMMIT;
+
+BEGIN;
+INSERT OR IGNORE INTO md_1min_bars SELECT
+	datetime(tstamp / 1000000000, 'unixepoch') || '.' ||  printf('%06d', (tstamp % 1000000000) / 1000)  as tstamp,
+	tstamp as tstamp_ns,
+	exchange_id,
+	instrument_id,
+	open,
+	high,
+	low,
+	close,
+	volume,
+	vwap,
+	0 as num_trades
+from coinbase_ohlcv_1min;
+COMMIT;
+
+DETACH source_db;
+EOF
+
+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}"
+    echo ${Cmd}
+    eval ${Cmd}
+done 
+
+echo Done $0 ${*}

__DEPRECATED__/sim_prepare/prepare_eqt_simdata.sh

@@ -0,0 +1,224 @@
+#!/bin/bash
+
+# --------------------- 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/"
+# --------------------- 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
+        return 1
+    fi
+
+}
+export -f is_business_day
+
+if [ -z ${SYMBOL_LIST}  ] ; then
+    echo "symbols are not specified"
+    exit
+fi
+if [ -z ${DATE}  ] ; then
+    DATE=$(date -d 'yesterday' +'%Y%m%d')
+fi
+
+mkdir -p ${OUTPUT_DIR}
+
+if ! is_business_day ${DATE}; then
+   echo "${DATE} is not business day"
+   exit
+fi
+
+OLD_IFS=${IFS}
+IFS=","
+read -ra Symbols <<< "${SYMBOL_LIST}"
+IFS=${OLD_IFS}
+
+echo "DATE=${DATE} Symbols=${Symbols[@]} OUTPUT_DIR=${OUTPUT_DIR}"
+echo Getting data from ${DataHost} ...
+
+year=$(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}/${sym}"
+    SourceHbarFile="${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/"
+        echo ${Cmd}
+        eval ${Cmd}
+    done
+done
+
+Cmd="(cd ${OUTPUT_DIR} && gunzip *.db.gz)"
+echo ${Cmd}
+eval ${Cmd}
+
+ResultDbFile="${OUTPUT_DIR}/${DATE}.alpaca_sim_md.db"
+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,
+    exchange_id text,
+    instrument_id text,
+    exch text,
+    px real,
+    qty real,
+    trade_id text,
+    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,
+    exchange_id text,
+    instrument_id text,
+    bid_exch text,
+    bid_px real,
+    bid_qty real,
+    ask_exch text,
+    ask_px real,
+    ask_qty real
+);
+CREATE UNIQUE INDEX  IF NOT EXISTS md_quotes_uidx
+ON md_quotes(tstamp_ns, exchange_id, instrument_id);
+EOF
+
+echo "Creating table md_1min_bars ..."
+sqlite3 ${ResultDbFile} <<EOF
+CREATE TABLE  IF NOT EXISTS md_1min_bars (
+	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
+);
+CREATE UNIQUE INDEX IF NOT EXISTS md_1min_bars_uidx
+ON md_1min_bars(tstamp, exchange_id, instrument_id);
+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
+
+    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
+	tstamp,
+	tstamp_ns,
+	exchange_id,
+	instrument_id,
+	exch,
+	px,
+	qty,
+	trade_id,
+	condition,
+	tape
+FROM source_db.md_trades;
+COMMIT;
+
+BEGIN;
+INSERT OR IGNORE INTO md_quotes SELECT
+	tstamp,
+	tstamp_ns,
+	exchange_id,
+	instrument_id,
+	bid_exch,
+	bid_px,
+	bid_qty,
+	ask_exch,
+	ask_px,
+	ask_qty
+FROM source_db.md_quotes;
+COMMIT;
+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
+	tstamp,
+	tstamp_ns,
+	exchange_id,
+	instrument_id,
+	open,
+	high,
+	low,
+	close,
+	volume,
+	vwap,
+	num_trades
+    FROM source_db.md_1min_bars;
+COMMIT;
+
+DETACH source_db;
+EOF
+
+Cmd="rm ${src_hbar_db} ${src_qat_db}"
+    echo ${Cmd}
+    eval ${Cmd}
+done
+
+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}/"
+    echo ${Cmd}
+    eval ${Cmd}
+done 
+
+echo Done $0 ${*}

admin/docker_images.sh

@@ -0,0 +1,22 @@
+#!/bin/env bash
+
+Registry=http://hs01.cvtt.vpn:5500
+
+Catalog=${Registry}/v2/_catalog
+
+jstr=$(curl -s -X GET ${Catalog})
+
+# echo ${jstr}
+
+echo "${jstr}" | jq -r '.repositories[]' | while read repo; do
+    TagListURL="${Registry}/v2/${repo}/tags/list"
+    # echo $repo
+    Cmd="curl -s -X GET ${TagListURL}"
+    echo ${Cmd}
+    eval ${Cmd}
+    # TagList=$(eval ${Cmd})
+    # # echo ${TagList}
+    # echo "${TagList}" | jq -r '.tags[]' | while read tag; do
+    #     echo "${Registry}/${repo}:${tag}"
+    # done
+done

build/build_release.sh

@@ -0,0 +1,221 @@
+#!/usr/bin/env bash
+
+# ---------------- Settings
+declare -A git_repo_arr
+
+git_repo_arr[cvttpy]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/cvttpy.git
+git_repo_arr[ops]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/ops.git
+git_repo_arr[research]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/research.git
+git_repo_arr[cvtt-rust]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/cvtt-rust.git
+git_repo_arr[docker_dev]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/docker_dev.git
+
+dist_root=/home/cvttdist/software/cvtt2
+dist_user=cvttdist
+dist_host="cloud21.cvtt.vpn"
+dist_ssh_port="22"
+
+# ---------------- Settings
+dist_locations="cloud21.cvtt.vpn:22 hs01.cvtt.vpn:22"
+version_file="VERSION"
+# ---------------- cmdline
+prj=
+brnch=master
+interactive=N
+
+usage() {
+  echo "Usage: $0 -p <project> [-b <branch (master)> -i (interactive)"
+  exit 1
+}
+
+while getopts ":p:b:i" opt; do
+  case ${opt} in
+    p )
+      prj=$OPTARG
+      ;;
+    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
+}
+
+rust_binaries() {
+    res=()
+    for binname in $(cargo metadata --no-deps --format-version 1 | jq -r '.packages[].targets[] | select(.kind | index("bin")) | .name'); do
+        res+=("${binname}")
+    done
+    echo "${res[@]}"
+}
+
+rust_libraries() {
+    res=()
+    for libname in $(cargo metadata --no-deps --format-version 1 | jq -r '.packages[].targets[] | select(.kind | index("lib")) | .name'); do
+        res+=("lib${libname}.rlib")
+    done
+    echo "${res[@]}"
+}
+
+if [ "${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=../${project}
+if [ "${project}" == "cvtt-rust" ]; then
+
+    cmd_arr+=("cd ${prj_dir}")
+
+    release_dir=${prj_dir}/dist/${project}
+
+    cmd_arr+=("mkdir -p ${release_dir}")
+    cmd_arr+=("cp ${version_file} ${release_dir}")
+
+    jq_cmd="jq '.packages[] | select(.targets[].kind[] == \"bin\") | .name'"
+    apps=$(cargo metadata --no-deps --format-version 1 --manifest-path=${prj_dir}/Cargo.toml | eval $jq_cmd | uniq)
+    for app in ${apps[@]}; do
+        app=${app//\"/} # remove quotes
+        cmd_arr+=("cargo install --root ${release_dir} --path ${prj_dir}/apps/${app}")
+    done
+
+    SourceLoc=${release_dir}
+fi
+
+dist_path="${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}"

build/docker_images_builder.sh

@@ -0,0 +1,273 @@
+#!/bin/bash
+
+usage() {
+    echo -n "Usage: ${0}  <RootDir>"
+    echo
+    exit 1
+}
+
+error_exit() {
+    echo "ERROR: ${1}"
+    exit 1
+}
+# --- Settings
+RootDir=${1}
+if [ -z "${RootDir}" ] ; then
+    usage
+fi
+
+RegistryService=cloud21.cvtt.vpn:5500
+RegistryProtocol=http
+
+ConfigUrl=http://cloud16.cvtt.vpn:6789/admin/docker_images
+
+
+ReleaseHost="cloud21.cvtt.vpn"
+ReleasePort="22"
+ReleaseUser="cvttdist"
+ReleaseDir="/home/cvttdist/software/cvtt2"
+
+DIMAGES_CONFIG=$(curl -s ${ConfigUrl} | ${HOME}/bin/hjson -j)
+
+
+SetVersionScript=${HOME}/prod/set_version.sh
+
+
+# --------------- D E B U G
+
+mkdir -p ${RootDir}
+
+build_docker_image() {
+    title=${1}
+    image_name=${2}
+    docker_dev_path=${3}
+    project=${4}
+    test_script=${5}
+
+    echo "Building ${title}..."
+    echo "ImageName=${image_name}"
+    echo "DockerDevPath=${docker_dev_path}"
+    echo "BasedOnDist=${project}"
+
+    # Get Latest DIST version
+    echo "Checking for latest version of ${project} on ${ReleaseUser}@${ReleaseHost}:${ReleaseDir}"
+    image_version=$(get_latest_dist_version ${project})
+    if [ -z "${image_version}" ]; then
+        echo "No latest version found for ${project}"
+        return
+    fi
+    echo "Latest version is ${image_version}"
+
+    if image_exists "${image_name}" "${image_version}"; then
+        echo "Image $image_name:$image_version exists in the registry. Building is not required."
+        return
+    fi
+    echo "Image $image_name:$image_version does not exist in the registry."
+    echo "getting lastest version of ${project} on ${ReleaseUser}@${ReleaseHost}:${ReleaseDir}"
+
+    Cmd="${SetVersionScript} ${project} ${image_version}"
+    echo ${Cmd}
+    eval ${Cmd}
+
+    convert_symlink_to_dir ${project}
+
+    DockerDir=./docker_dev/${docker_dev_path}
+    echo "================================================================================"
+    echo "Building ${title}... on ${DockerDir}"
+    echo "================================================================================"
+
+    Cmd="docker build"
+    Cmd+=" -t ${image_name}"
+    Cmd+=" -t ${image_name}:latest"
+    Cmd+=" -t ${image_name}:${image_version}"
+    Cmd+=" -f ${DockerDir}/Dockerfile ${RootDir}"
+    echo ${Cmd}
+    eval ${Cmd} 1>&2 || error_exit "Docker build failed"
+
+    if [ ! -z "${test_script}" ] && [ "${test_script}" != "null" ]; then
+        if [ ! -f ${DockerDir}/${test_script} ]; then
+            error_exit "Test script ${test_script} is missing"
+        fi
+        echo "Running test script ${test_script} for ${image_name}"
+
+        Cmd="docker cp ${DockerDir}/${test_script} ${image_name}:/"
+        echo ${Cmd}
+        eval ${Cmd} 1>&2 || error_exit "Test script copy failed"
+
+        Cmd="docker exec ${image_name} chmod +x /${test_script}"
+        echo ${Cmd}
+        eval ${Cmd} 1>&2 || error_exit "Test script chmod failed"
+
+        Cmd="docker run"
+        Cmd+=" --rm"
+        Cmd+=" -d"
+        Cmd+=" --name test-container"
+        Cmd+=" ${image_name}"
+        Cmd+=" /bin/bash -c /${TestScript}"
+
+        echo ${Cmd}
+        eval ${Cmd} 1>&2 || error_exit "Test script run failed"
+
+        echo "Removing test script ${test_script} from ${image_name}"
+        Cmd="docker exec ${image_name} rm /${test_script}"
+        echo ${Cmd}
+        eval ${Cmd} 1>&2 || error_exit "Test script remove failed"
+    fi
+
+
+: <<'COMMENT'
+    -------------------------
+    Every single docker_dev project must have a test script
+    image_test.sh
+    that is copied to the image's root directory.
+    -------------------------
+
+
+    Cmd="docker run"
+    Cmd+=" --rm"
+    Cmd+=" -d"
+    Cmd+=" --name test-container"
+    Cmd+=" ${image_name}"
+    Cmd+=" /bin/bash -c /${TestScript}"
+
+    echo ${Cmd}
+    eval ${Cmd} 1>&2 || exit 1
+
+
+    # Get the exit status of the test script
+    docker wait test-container
+
+    # Check the exit status of the container
+    EXIT_STATUS=$?
+
+    # Analyze the exit status
+    if [ ${EXIT_STATUS} -ne 0 ]; then
+        echo "Tests Failed"
+        exit 1
+    fi
+COMMENT
+
+
+    Cmd="docker tag"
+    Cmd+=" ${image_name}:latest"
+    Cmd+=" ${RegistryService}/${image_name}:latest"
+    echo ${Cmd}
+    eval ${Cmd} || error_exit "Docker tag failed"
+
+    Cmd="docker tag"
+    Cmd+=" ${image_name}:${image_version}"
+    Cmd+=" ${RegistryService}/${image_name}:${image_version}"
+    echo ${Cmd}
+    eval ${Cmd} || error_exit "Docker tag  2failed"
+
+    Cmd="docker push"
+    Cmd+=" ${RegistryService}/${image_name}:latest"
+    echo ${Cmd}
+    eval ${Cmd} || error_exit "Docker push failed"
+
+    Cmd="docker push"
+    Cmd+=" ${RegistryService}/${image_name}:${image_version}"
+    echo ${Cmd}
+    eval ${Cmd} || error_exit "Docker push 2 failed"
+
+    echo "Removing the copy of ${project} from ${RootDir}"
+    Cmd="rm -rf ${RootDir}/${project}"
+    echo ${Cmd}
+    eval ${Cmd}
+
+    print_all_reg_images ${project}
+}
+
+convert_symlink_to_dir() {
+    project=${1}
+    if [ -L ${RootDir}/${project} ]; then
+        echo "Converting symlink ${RootDir}/${project} to directory"
+
+        Cmd="mv ${RootDir}/${project} ${RootDir}/${project}.symlink"
+        echo ${Cmd} && eval ${Cmd}
+
+        src_path=$(readlink -f ${RootDir}/${project}.symlink)
+
+        Cmd="cp -r ${src_path} ${RootDir}/${project}"
+        echo ${Cmd} && eval ${Cmd}
+    fi
+    if [ -d ${project} ]; then
+        echo "${RootDir}/${project} is a Directory"
+    fi
+    Cmd="rm ${RootDir}/${project}.symlink"
+    echo ${Cmd} && eval ${Cmd}
+}
+
+image_exists() {
+    image_name=${1}
+    version=${2}
+    response=$(curl -s -o /dev/null -w "%{http_code}" "${RegistryProtocol}://${RegistryService}/v2/${image_name}/manifests/${version}" -H "Accept: application/vnd.docker.distribution.manifest.v2+json")
+    if [ "$response" -eq 200 ]; then
+        return 0
+    else
+        return 1
+    fi
+}
+
+print_all_reg_images() {
+    project=${1}
+
+    repositories=$(curl -s "${RegistryProtocol}://${RegistryService}/v2/_catalog" | jq -r '.repositories[]')
+
+    for repo in $repositories; do
+        # Fetch all tags for the repository
+        tags=$(curl -s "${RegistryProtocol}://${RegistryService}/v2/$repo/tags/list" | jq -r '.tags[]')
+
+        # List each tag
+        for tag in $tags; do
+            if [ "${project}" == "" ];then
+                echo "$repo:$tag"
+            else
+                echo "$repo:$tag" | grep ${project}
+            fi
+        done
+    done
+}
+
+get_latest_dist_version() {
+    project=${1}
+
+    Version=$(ssh -q -p ${ReleasePort} ${ReleaseUser}@${ReleaseHost} "ls -tr ${ReleaseDir}/${project} | tail -1" )
+    echo "${Version}"
+}
+
+echo "------------------------------------- Starting ${0} ${*}"
+echo RootDir=${RootDir}
+
+cd ${RootDir}
+
+echo "Getting latest version of docker_dev"
+Cmd="${SetVersionScript} docker_dev latest"
+echo ${Cmd}
+eval ${Cmd}
+
+convert_symlink_to_dir docker_dev
+
+Jobs=()
+while IFS= read -r item; do
+    Jobs+=("$item")
+done < <(echo "${DIMAGES_CONFIG}" | jq -c 'to_entries[]')
+
+for item in "${Jobs[@]}"; do
+    # Extract key (name) and values
+    title=$(echo "$item" | jq -r '.key')
+    image_name=$(echo "$item" | jq -r '.value.image_name')
+    docker_dev_path=$(echo "$item" | jq -r '.value.docker_dev_path')
+    project=$(echo "$item" | jq -r '.value.based_on_project')
+    test_script=$(echo "$item" | jq -r '.value.test_script')
+
+    build_docker_image "$title" "$image_name" "$docker_dev_path" "$project" "${test_script}"
+done
+
+Cmd="rm -rf ${RootDir}/docker_dev"
+echo ${Cmd}
+eval ${Cmd}
+
+echo "Done ${0} ${*}"
+#===============================================================================
+#===============================================================================

build/list_docker_images.sh

@@ -0,0 +1,33 @@
+#!/bin/bash
+
+usage() {
+    echo -n "Usage: ${0}  <grep_filter>"
+    echo
+    exit 1
+}
+# --- Settings
+RegistryService=cloud21.cvtt.vpn:5500
+RegistryProtocol=http
+
+print_all_reg_images() {
+    project=${1}
+
+    repositories=$(curl -s "${RegistryProtocol}://${RegistryService}/v2/_catalog" | jq -r '.repositories[]')
+
+    for repo in $repositories; do
+        # Fetch all tags for the repository
+        tags=$(curl -s "${RegistryProtocol}://${RegistryService}/v2/$repo/tags/list" | jq -r '.tags[]')
+
+        # List each tag
+        echo "REPO: $repo"
+        for tag in $tags; do
+            if [ "${project}" == "" ];then
+                echo "$repo:$tag"
+            else
+                echo "$repo:$tag" | grep ${project}
+            fi
+        done
+    done
+}
+
+print_all_reg_images ${1}

build/run_build.sh

@@ -0,0 +1,23 @@
+#!/bin/bash
+
+usage() {
+    echo "Usage: $0 <project name>"
+    exit 1
+}
+
+prj=${1}
+if [ "" == "${prj}" ] ; then
+    usage
+fi
+
+Cmd="pushd /home/oleg/develop/cvtt2-ops"
+Cmd="${Cmd} && (cd ${prj}"
+Cmd="${Cmd} && git pushall)"
+Cmd="${Cmd} && ./build_release.sh -p ${prj}"
+Cmd="${Cmd} && (cd ${prj}"
+Cmd="${Cmd} && git pull --tags"
+Cmd="${Cmd} && git pushall)"
+Cmd="${Cmd} && popd"
+
+echo ${Cmd}
+eval ${Cmd}

build_ops.sh

@@ -1,39 +1,58 @@
 #!/usr/bin/env bash
 
 # ---------------- Settings
-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
 
+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 homestore.cvtt.vpn:22"
+dist_locations="cloud21.cvtt.vpn:22 hs01.cvtt.vpn:22"
+version_file="VERSION"
 
-interactive=Y
+prj=ops
-
+brnch=master
-# cmdline
-prj=${1:-${default_project}}
-brnch=${2:-${default_branch}}
-if [ "${3}" == "D" ]; then
 interactive=N
-fi
 
-function confirm {
+# ---------------- 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
@@ -45,7 +64,7 @@ else
     project=${prj}
 fi
 
-repo=${git_repo_arr[${project}]}
+# repo=${git_repo_arr[${project}]}
 if [ -z ${repo} ]; then
     echo "ERROR: Project repository for ${project} not found"
     exit -1
@@ -106,16 +125,18 @@ if [ "${?}" != "0" ]; then
 fi
 
 
-release_version=$(cat release_version.txt)
+release_version=$(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}_$(date +%Y%m%d)"
+version_comment="'${version_tag} ${project} ${branch} $(date +%Y-%m-%d)\n${whats_new}'"
 
 cmd_arr=()
 Cmd="git tag -a ${version_tag} -m ${version_comment}"
@@ -127,6 +148,8 @@ cmd_arr+=("${Cmd}")
 Cmd="rm -rf .git"
 cmd_arr+=("${Cmd}")
 
+SourceLoc=../${project}
+
 dist_path="${dist_root}/${project}/${release_version}"
 
 for dist_loc in ${dist_locations}; do
@@ -134,9 +157,9 @@ for dist_loc in ${dist_locations}; do
     dist_host=${dhp[0]}
     dist_port=${dhp[1]}
     Cmd="rsync -avzh"
-    Cmd="${Cmd} --rsync-path=\"mkdir -p ${dist_path} && rsync\""
+    Cmd="${Cmd} --rsync-path=\"mkdir -p ${dist_path}"
-    Cmd="${Cmd} -e \"ssh -p ${dist_ssh_port}\""
+    Cmd="${Cmd} && rsync\" -e \"ssh -p ${dist_ssh_port}\""
-    Cmd="${Cmd} ../${project} ${dist_user}@${dist_host}:${dist_path}/"
+    Cmd="${Cmd} $SourceLoc ${dist_user}@${dist_host}:${dist_path}/"
     cmd_arr+=("${Cmd}")
 done
 

cronjobs/cvtt/cloud16.cron

@@ -1,10 +0,0 @@
-0 6 * * * /usr/bin/supervisorctl -c /home/cvtt/prod/config/supervisor/supervisord.conf restart config_service 2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  > /home/cvtt/prod/logs/$(date +\%Y\%m\%d_\%H\%M\%S).config_service.restart.log
-#
-#
-#---------------------- Utils
-0 5 * * * /home/cvtt/prod/utils/config_svc_backup.sh 2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  > /home/cvtt/prod/logs/$(date +\%Y\%m\%d_\%H\%M\%S).config_svc_backup.log
-0 6 * * * /home/cvtt/prod/utils/archive_logs.sh /home/cvtt/prod/logs 2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  > /home/cvtt/prod/logs/$(date +\%Y\%m\%d_\%H\%M\%S).archive_logs.log
-10 1 * * * /home/cvtt/prod/utils/move_archives.sh  2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  > /home/cvtt/prod/logs/$(date +\%Y\%m\%d_\%H\%M\%S).move_archives.log
-
-#
-#---------------------- T E S T

cronjobs/cvtt/cloud17.cron

@@ -1,11 +0,0 @@
-0 6 * * * /usr/bin/supervisorctl -c /home/cvtt/prod/config/supervisor/supervisord.conf restart all 2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  > /home/cvtt/prod/logs/$(date +\%Y\%m\%d_\%H\%M\%S).bnbspot_md_recorder.restart.log
-#
-#10 6 * * * /usr/bin/supervisorctl -c /home/cvtt/prod/config/supervisor/supervisord.conf restart executor 2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  > /home/cvtt/prod/logs/$(date +\%Y\%m\%d_\%H\%M\%S).executor_app.restart.log
-#
-#---------------------- Utils
-0 6 * * * /home/cvtt/prod/utils/archive_logs.sh /home/cvtt/prod/logs 2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  > /home/cvtt/prod/logs/$(date +\%Y\%m\%d_\%H\%M\%S).cronjob_log_archive.log
-10 1 * * * /home/cvtt/prod/utils/move_archives.sh cloud17 2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  > /home/cvtt/prod/logs/$(date +\%Y\%m\%d_\%H\%M\%S).move_archives.log
-#
-# ----------------- #  TEST
-#
-# ----------------- #  TEST

cronjobs/cvtt/cloudstore.cron

@@ -1,8 +0,0 @@
-20 5 * * SAT /home/cvtt/prod/run/load_histdata.sh 2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  >> /home/cvtt/prod/logs/$(date +\
-20 6 * * SAT /home/cvtt/prod/run/prune_eqt_histdata.sh 2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  >> /home/cvtt/prod/logs/$(da
-#
-0 6 * * SUN /home/cvtt/prod/run/archive_logs.sh /home/cvtt/prod/logs 2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  > /home/cvtt/p
-#
-# T E S T
-#----------------------------------------------------------------------
-#----------------------------------------------------------------------

cronjobs/cvtt/cryptoval3.cron

@@ -1,11 +0,0 @@
-#
-#---------------------- Market Data
-0 6 * * * /home/cvtt/prod/run/archive_yesterday_md.sh  coinbase,bnbspot,bnbfut 2>&1  > /home/cvtt/prod/logs/$(date +\%Y\%m\%d_\%H\%M\%S).archive_yestd_md.log
-#---------------------- Utils
-0 7 * * * /home/cvtt/prod/utils/backup_md_archive.sh  2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  > /home/cvtt/prod/logs/$(date +\%Y\%m\%d_\%H\%M\%S).backup_md_archive.log
-#
-30 7 * * * /home/cvtt/prod/utils/archive_logs.sh /home/cvtt/prod/logs 2>&1 | /usr/bin/ts '[\%Y-\%m-\%d \%H:\%M:\%S]'  > /home/cvtt/prod/logs/$(date +\%Y\%m\%d_\%H\%M\%S).cronjob_log_archive.log
-#
-# ----------------- #  TEST
-#
-# ----------------- #  TEST

cronjobs/save_cronjobs.sh

@@ -0,0 +1,70 @@
+#!/bin/bash
+
+usage() {
+    echo "Usage: ${0} <local_root_dir>"
+    exit 1
+}
+
+get_user_hosts() {
+    local User=${1}
+    local Domain=${2}
+
+    Cmd="curl -s http://cloud16.cvtt.vpn:6789/admin/cvtt_hosts"
+    Cmd="${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'"
+    # echo $Cmd  ### - FOR DEBUG ONLY
+    eval ${Cmd}
+}
+
+Domain=cvtt.vpn
+echo "Started ${0} ${*} ..."
+
+RootDir=${1}
+
+if [ ! -d "${RootDir}" ]; then
+    usage
+fi
+
+cd ${RootDir}
+Cmd="git pull"
+echo ${Cmd} && eval ${Cmd}
+
+for User in cvtt oleg
+do
+    echo "User=$User"
+    Cmd="mkdir -p ${RootDir}/${User}"
+    echo ${Cmd} && eval ${Cmd}
+
+    hosts=$(get_user_hosts ${User} ${Domain})
+    echo ${hosts}
+
+    for host in ${hosts}
+    do
+        echo "===================="
+        echo "${host}:${User}"
+        Cmd="ssh ${User}@${host}.${Domain} 'crontab -l' | tee ${RootDir}/${User}/${host}.cron"
+        echo ${Cmd} && eval ${Cmd}
+    done
+done
+
+cd ${RootDir}
+
+Cmd="find -type f -empty -delete -print"
+echo ${Cmd} && eval ${Cmd}
+
+Cmd="find -type d -empty -delete -print"
+echo ${Cmd} && eval ${Cmd}
+
+Cmd="git add ."
+echo ${Cmd} && eval ${Cmd}
+
+Cmd="git commit -a -m '$(date)'"
+echo ${Cmd} && eval ${Cmd}
+
+Cmd="git pushall"
+echo ${Cmd} && eval ${Cmd}
+
+echo "Done ${0} ${*}"

docker/research/crypto_exch_stats.sh

@@ -0,0 +1,17 @@
+#!/bin/bash
+
+Cmd="docker run"
+Cmd+=" -d"
+Cmd+=" --rm"
+Cmd+=" --pull=always"
+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}
+eval ${Cmd}
+# Cmd+=" cloud21.cvtt.vpn:5500/relative_liquidity:latest"
+

release_version.txt

@@ -1 +0,0 @@
-0.9.2

research/ad_hoc/rearrange2.sh

@@ -0,0 +1,33 @@
+#!/bin/bash
+
+# by chatGPT
+# ==========================================
+# hs01.cvtt.vpn SETTINGS
+# ==========================================
+
+# Define source and destination base directories
+SOURCE_BASE_DIR="/works/cvtt/md_archive/equity/alpaca_md.OLD"           # Replace with your actual source directory
+DESTINATION_BASE_DIR="/works/cvtt/md_archive/equity/alpaca_md"  # Replace with your destination directory
+
+# Loop through all .db.gz files in the source directory
+find "$SOURCE_BASE_DIR" -type f -name "*.db.gz" | while read -r file; do
+    # Extract relevant directory components from the path
+    relative_path="${file#$SOURCE_BASE_DIR/}"
+    ticker=$(echo "$relative_path" | cut -d'/' -f2)
+    year=$(echo "$relative_path" | cut -d'/' -f3)
+    original_date=$(basename "$file" | cut -d'.' -f1)
+
+    # Define the new file name and destination path
+    new_file_name="${original_date}.${ticker}.alpaca_1m_bars.db.gz"
+    destination_dir="$DESTINATION_BASE_DIR/$year/A/$ticker"
+
+    # Create the destination directory if it doesn't exist
+    mkdir -p "$destination_dir"
+    #echo DEBUG mkdir -p "$destination_dir"
+
+    # Move and rename the file
+    mv "$file" "$destination_dir/$new_file_name"
+    #echo DEBUG mv "$file" "$destination_dir/$new_file_name"
+
+    echo "Moved $file to $destination_dir/$new_file_name"
+done

research/aggregate_features.sh

@@ -0,0 +1,275 @@
+#!/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!"

research/load_crypto_md.sh

@@ -0,0 +1,139 @@
+#!/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)]"
+  exit 1
+}
+
+is_valid() {
+  local inst=$1
+  shift
+  local valid_instances=("$@")
+
+  for valid_inst in "${valid_instances[@]}";
+  do
+    if [[ "$inst" == "$valid_inst" ]]; then
+      return 0
+    fi
+  done
+  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
+  case ${opt} in
+    d )
+      date=$OPTARG
+      ;;
+    h )
+      host=$OPTARG
+      ;;
+    s )
+      source=$OPTARG
+      ;;
+    t )
+      TargetDir=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+if [ "${date}" == "" ] ; then
+    date="yesterday"
+fi
+
+echo "$date $host $source"
+
+valid_hosts=('hs01' 'cloud21')
+if ! is_valid "${host}"  "${valid_hosts[@]}" ; then
+    echo "Host '${host}' is not valid"
+    usage
+fi
+
+valid_sources=('cloud21' 'cloud28')
+if ! is_valid ${source} ${valid_sources[@]} ; then
+    echo "Source '${source}' is not valid"
+    usage
+fi
+
+if [ "${host}" == "cloud21" ] ; then
+    SourceHost=cloud21.cvtt.vpn
+    SourceUser=cvtt
+    SourceRootDir="/opt/store/cvtt/md_archive/crypto/${source}"
+elif [ "${host}" == "hs01" ]; then
+    SourceHost=hs01.cvtt.vpn
+    SourceUser=cvtt
+    SourceRootDir=/works/cvtt/md_archive/crypto/${source}
+else
+    usage
+fi
+
+echo "${SourceHost} ${SourceUser} ${SourceRootDir}"
+
+
+SourceFile=$(date -d ${date} "+%Y%m%d.mktdata.db")
+SourceFileZip="${SourceFile}.gz"
+SourceFilePath=$(date -d ${date} "+${SourceRootDir}/%Y/%m/${SourceFileZip}")
+
+TargetFile=$(date -d ${date} "+%Y%m%d.mktdata.ohlcv.db")
+TargetFilePath="${TargetDir}/${TargetFile}"
+
+# Tables=(bnbfut_ohlcv_1min bnbspot_ohlcv_1min coinbase_ohlcv_1min)
+Tables=(bnbspot_ohlcv_1min coinbase_ohlcv_1min)
+
+
+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 ${TargetFilePath}
+
+    for table in "${Tables[@]}"
+    do
+        Cmd="sqlite3 ${tmp_dir}/${SourceFile} \".dump ${table}\" | sqlite3 ${TargetFilePath}"
+        echo ${Cmd}
+        eval ${Cmd}
+    done
+    chmod 600 ${TargetFilePath}
+    ls -lh ${TargetFilePath}
+
+}
+download_file

research/load_eqty_md.sh

@@ -0,0 +1,182 @@
+#!/usr/bin/env bash
+
+usage() {
+  echo -n "Usage: $0"
+  echo -n " [-h <host (hs01*/cloud21)>]"
+  echo -n " [-d <YYYYMMDD> (yesterday*)]"
+  echo -n " [-s <stocks comma separated>"
+  echo -n " [-t <target directory>"
+  echo
+  exit 1
+}
+
+if [[ "$(uname)" == "Darwin" ]]; then
+    # macOS
+    date='gdate'
+else
+    date='date'
+fi
+
+# ------------------ Settings
+md_date=""
+host=hs01
+stocks=COIN,GBTC,SQ
+
+TargetDir="/opt/jupyter_gpu/data/eqty_md"
+# TargetDir="/tmp"  # -------= D E B U G
+
+mkdir -p ${TargetDir}
+
+Table=md_1min_bars
+# ------------------ Settings
+
+
+
+is_valid() {
+  local inst=$1
+  shift
+  local valid_instances=("$@")
+
+  for valid_inst in "${valid_instances[@]}";
+  do
+    if [[ "$inst" == "$valid_inst" ]]; then
+      return 0
+    fi
+  done
+  return 1
+}
+
+
+while getopts ":h:d:s:t:u" opt; do
+  case ${opt} in
+    d )
+      md_date=$OPTARG
+      ;;
+    h )
+      host=$OPTARG
+      ;;
+    s )
+      stocks=$OPTARG
+      ;;
+    t )
+      TargetDir=$OPTARG
+      ;;
+    u )
+      usage
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+if [ "${md_date}" == "" ] ; then
+    md_date="yesterday"
+fi
+
+echo "$md_date $host $source"
+
+valid_hosts=('hs01' 'cloud21')
+if ! is_valid "${host}"  "${valid_hosts[@]}" ; then
+    echo "Host '${host}' is not valid"
+    usage
+fi
+
+TargetFile=$(${date} -d ${md_date} "+%Y%m%d.eqty.mktdata.ohlcv.db")
+
+TargetFilePath="${TargetDir}/${TargetFile}"
+mv ${TargetFilePath} "${TargetFilePath}.saved.$(${date} '+%Y%m%d_%H%M%S')"
+
+# ---- temp dir
+echo ${SourceFile}
+tmp_dir=$(mktemp -d)
+
+function cleanup {
+    cd ${HOME}
+    rm -rf ${tmp_dir}
+}
+trap cleanup EXIT
+# ---- temp dir
+
+
+if [ "${host}" == "cloud21" ] ; then
+    SourceHost=cloud21.cvtt.vpn
+    SourceUser=cvtt
+    SourceRootDir="/opt/store/cvtt/md_archive/equity/alpaca_md"
+elif [ "${host}" == "hs01" ]; then
+    SourceHost=hs01.cvtt.vpn
+    SourceUser=cvtt
+    SourceRootDir="/works/cvtt/md_archive/equity/alpaca_md"
+else
+    usage
+fi
+
+
+OLDIFS=$IFS
+IFS=','
+read -ra Stocks <<< "$stocks"
+IFS=$OLDIFS
+
+
+echo "${SourceHost} ${SourceUser} ${SourceRootDir} ${Stocks[@]}"
+
+
+function download_file {
+    local SourceFilePath=${1}
+
+    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}
+
+    if [[ ! -f ${tmp_dir}/${SourceFileZip} ]] ; then
+      echo "File ${SourceUser}@${SourceHost}:${SourceFilePath} is missing. Skipped."
+      return
+    fi
+
+    ls -lh ${tmp_dir}
+    Cmd="gunzip ${tmp_dir}/${SourceFileZip}"
+    echo ${Cmd} && eval ${Cmd}
+
+    DbFile=${tmp_dir}/${SourceFile}
+    touch ${TargetFilePath}
+
+
+# --- T E M P - for files older than 20240813
+    sqlite3 ${DbFile} <<EOF
+DROP INDEX md_1min_bars_idx;
+CREATE UNIQUE INDEX IF NOT EXISTS md_1min_bars_idx on md_1min_bars(tstamp, exchange_id, instrument_id);
+EOF
+# --- T E M P
+
+    Cmd="sqlite3 ${DbFile} \".dump\" | sqlite3 ${TargetFilePath}"
+    echo ${Cmd}
+    eval ${Cmd}
+
+}
+
+echo "Loading files"
+for stock in "${Stocks[@]}"; do
+    StockLetter="${stock:0:1}"
+    SourceFile=$(${date} -d ${md_date} "+%Y%m%d.${stock}.alpaca_1m_bars.db")
+
+    SourceFileZip="${SourceFile}.gz"
+    SourceFilePath=$(${date} -d ${md_date} "+${SourceRootDir}/%Y/${StockLetter}/${stock}/${SourceFileZip}")
+    echo ${SourceFilePath}
+
+    download_file ${SourceFilePath}
+done
+
+if [ -f ${TargetFilePath} ]; then
+    chmod 600
+    ls -lh ${TargetFilePath}
+fi

scripts/__deprecated__/bnbspot_md_recorder_start.sh

@@ -1,156 +0,0 @@
-#!/bin/bash
-Script="${0} ${*}"
-
-function usage {
-    echo "Usage: ${0}  --inst_set=<setting #> [--restart] [--stop] [--once] [--sleep_sec=<num_seconds>]"
-    exit 1
-}
-
-for arg in "${@}"
-do
-    case ${arg} in
-        --restart)
-            Restart=Y
-            shift
-            ;;
-        --stop)
-            Stop="Y"
-            shift
-            ;;
-        --once)
-            Once="Y"
-            shift
-            ;;
-        --inst_set=*)
-            InstrSet="${arg#*=}"
-            shift
-            ;;
-        --sleep_sec=*)
-            SleepSec="${arg#*=}"
-            shift
-            ;;
-        -*|--*)
-            usage
-            ;;
-        *)
-            ;;
-    esac
-done
-
-
-declare -A InstrSetInstrs
-InstrSetInstrs[1]=PAIR-BTC-USDT,PAIR-ETH-USDT,PAIR-LTC-USDT,PAIR-XRP-USDT,PAIR-USDT-USD
-
-
-if [ "${InstrSet}" == "" ]
-then
-    usage
-fi
-
-if [ "${SleepSec}" == "" ]
-then
-    SleepSec=3
-fi
-
-Instruments=${InstrSetInstrs[${InstrSet}]}
-if [ "${Instruments}" == "" ]
-then
-    echo "Unrecognized instrument settings: ${InstrSet}"
-    usage
-fi
-
-# -------------------- S e t t i n g s
-RootDir=/home/cvtt/prod
-# ConfigFile="${RootDir}/config/md_recorder.cfg"
-ConfigFile="http://cloud11.cvtt.vpn:6789/apps/md_recorder"
-
-AdminPort="721${InstrSet}"
-Exchange=BNBSPOT
-DbCredKey=TSDB_COINBS_1
-Name=MD_RECORDER_BNBSPOT
-# -------------------- S e t t i n g s
-
-LogFile="${RootDir}/logs/$(date '+%Y%m%d_%H%M%S').${Name}_${InstrSet}.log"
-
-source ${HOME}/.pyenv/python3.10-venv/bin/activate
-export PYTHONPATH=${RootDir}
-
-Cmd="nohup"
-Cmd="${Cmd} python3"
-Cmd="${Cmd} ${RootDir}/cvttpy/apps/md/md_recorder.py"
-Cmd="${Cmd} --config=${ConfigFile}"
-Cmd="${Cmd} --active_exchanges=${Exchange}"
-Cmd="${Cmd} --instruments=${Instruments}"
-Cmd="${Cmd} --admin_port=${AdminPort}"
-Cmd="${Cmd} --log_level=INFO"
-Cmd="${Cmd} --log_file=${LogFile}"
-Cmd="${Cmd} --db_credentials_key=${DbCredKey}"
-Cmd="${Cmd} &"
-
-function start_it {
-    echo ${Cmd}
-    eval ${Cmd} &
-    sleep 10
-}
-
-
-function check_it {
-
-    if !(timeout 3 curl -s localhost:${AdminPort}/ping > /dev/null)
-    then
-        echo "${Script} doesn't respond. restarting..."
-        pids=$(ps -ef | grep "admin_port=${AdminPort}" | grep -v grep | tr -s ' ' |cut  -d' '  -f2)
-        echo pids=${pids}
-        if [ "${pids}" != "" ]
-        then
-            kill -9 ${pids}
-        fi
-        start_it
-    fi
-}
-
-function kill_it {
-    pids=$(ps -ef |grep "inst_set=${InstrSet}" |grep $(basename ${0}) |grep -v ${$} |grep -v grep |tr -s ' ' |cut  -d' '  -f2)
-
-    if [ "${pids}" != "" ]
-    then
-        echo "Killing ${pids} ..."
-        kill -9 ${pids}
-    fi
-    while (timeout 3 curl -s localhost:${AdminPort}/ping > /dev/null)
-    do
-        echo "Shutting down localhost:${AdminPort}/shutdown ..."
-        timeout 5 curl -s localhost:${AdminPort}/shutdown
-
-        pids=$(ps -ef | grep "admin_port=${AdminPort}" | grep -v grep | tr -s ' ' |cut  -d' '  -f2)
-        echo pids=${pids}
-        if [ "${pids}" != "" ]
-        then
-            kill -9 ${pids}
-        fi
-    done
-}
-
-if [ "${Stop}" == "Y"  ] ; then
-    kill_it
-    exit 0
-fi
-
-if [ "${Once}" == "Y"  ] ; then
-    start_it
-    exit 0
-fi
-
-
-if [ "${Restart}" == "Y"  ]
-then
-    kill_it
-fi
-
-start_it
-while true
-do
-    check_it
-    echo "${Script} is checked" | /usr/bin/ts '[%Y-%m-%d %H:%M:%S]'
-    sleep ${SleepSec}
-done

scripts/__deprecated__/coinbase_md_recorder_start.sh

@@ -1,161 +0,0 @@
-#!/bin/bash
-Script="${0} ${*}"
-
-function usage {
-    echo "Usage: ${0}  --inst_set=<setting #> [--restart] [--stop] [--once] [--sleep_sec=<num_seconds>]"
-    exit 1
-}
-
-for arg in "${@}"
-do
-    case ${arg} in
-        --restart)
-            Restart=Y
-            shift
-            ;;
-        --stop)
-            Stop="Y"
-            shift
-            ;;
-        --once)
-            Once="Y"
-            shift
-            ;;
-        --inst_set=*)
-            InstrSet="${arg#*=}"
-            shift
-            ;;
-        --sleep_sec=*)
-            SleepSec="${arg#*=}"
-            shift
-            ;;
-        -*|--*)
-            usage
-            ;;
-        *)
-            ;;
-    esac
-done
-
-
-declare -A InstrSetInstrs
-InstrSetInstrs[1]=PAIR-BTC-USD,PAIR-ETH-USD,PAIR-LTC-USD,PAIR-XRP-USD
-InstrSetInstrs[2]=PAIR-USDT-USD,PAIR-MATIC-USD
-InstrSetInstrs[3]=PAIR-DOGE-USD,PAIR-AVAX-USD,
-InstrSetInstrs[4]=PAIR-BCH-USD,PAIR-UNI-USD,PAIR-AAVE-USD,PAIR-LINK-USD,PAIR-SOL-USD
-
-
-if [ "${InstrSet}" == "" ]
-then
-    usage
-fi
-
-if [ "${SleepSec}" == "" ]
-then
-    SleepSec=3
-fi
-
-Instruments=${InstrSetInstrs[${InstrSet}]}
-if [ "${Instruments}" == "" ]
-then
-    echo "Unrecognized instrument settings: ${InstrSet}"
-    usage
-fi
-
-# -------------------- S e t t i n g s
-RootDir=/home/cvtt/prod
-# ConfigFile="${RootDir}/config/md_recorder.cfg"
-ConfigFile="http://cloud11.cvtt.vpn:6789/apps/md_recorder"
-
-AdminPort="720${InstrSet}"
-Exchange=COINBASE_AT
-DbCredKey=TSDB_COINBS_1
-Name=MD_RECORDER_COINBASE
-# -------------------- S e t t i n g s
-
-LogFile="${RootDir}/logs/$(date '+%Y%m%d_%H%M%S').${Name}_${InstrSet}.log"
-
-source ${HOME}/.pyenv/python3.10-venv/bin/activate
-export PYTHONPATH=${RootDir}
-
-Cmd="nohup"
-Cmd="${Cmd} python3"
-Cmd="${Cmd} ${RootDir}/cvttpy/apps/md/md_recorder.py"
-Cmd="${Cmd} --config=${ConfigFile}"
-Cmd="${Cmd} --active_exchanges=${Exchange}"
-Cmd="${Cmd} --instruments=${Instruments}"
-Cmd="${Cmd} --admin_port=${AdminPort}"
-Cmd="${Cmd} --log_level=INFO"
-Cmd="${Cmd} --log_file=${LogFile}"
-Cmd="${Cmd} --db_credentials_key=${DbCredKey}"
-Cmd="${Cmd} &"
-
-function start_it {
-    echo ${Cmd}
-    eval ${Cmd} &
-    sleep 10
-}
-
-
-function check_it {
-
-    if !(timeout 3 curl -s localhost:${AdminPort}/ping > /dev/null)
-    then
-        echo "${Script} doesn't respond. restarting..."
-        pids=$(ps -ef | grep "admin_port=${AdminPort}" | grep -v grep | tr -s ' ' |cut  -d' '  -f2)
-        echo pids=${pids}
-        if [ "${pids}" != "" ]
-        then
-            kill -9 ${pids}
-        fi
-        start_it
-    fi
-}
-
-function kill_it {
-    pids=$(ps -ef |grep "inst_set=${InstrSet}" |grep $(basename ${0}) |grep -v ${$} |grep -v grep |tr -s ' ' |cut  -d' '  -f2)
-
-    if [ "${pids}" != "" ]
-    then
-        echo "Killing ${pids} ..."
-        kill -9 ${pids}
-    fi
-    while (timeout 3 curl -s localhost:${AdminPort}/ping > /dev/null)
-    do
-        echo "Shutting down localhost:${AdminPort}/shutdown ..."
-        timeout 5 curl -s localhost:${AdminPort}/shutdown
-
-        pids=$(ps -ef | grep "admin_port=${AdminPort}" | grep -v grep | tr -s ' ' |cut  -d' '  -f2)
-        echo pids=${pids}
-        if [ "${pids}" != "" ]
-        then
-            kill -9 ${pids}
-        fi
-    done
-}
-
-if [ "${Stop}" == "Y"  ] ; then
-    kill_it
-    exit 0
-fi
-
-if [ "${Once}" == "Y"  ] ; then
-    start_it
-    exit 0
-fi
-
-
-if [ "${Restart}" == "Y"  ]
-then
-    kill_it
-fi
-
-start_it
-while true
-do
-    check_it
-    echo "${Script} is checked" | /usr/bin/ts '[%Y-%m-%d %H:%M:%S]'
-    sleep ${SleepSec}
-done
-
-

scripts/__deprecated__/config_server_start.sh

@@ -1,128 +0,0 @@
-#!/bin/bash
-Script="${0} ${*}"
-
-function usage {
-    echo "Usage: ${0}  [--restart] [--stop] [--once] [--sleep_sec=<num_seconds>]"
-    exit 1
-}
-
-for arg in "${@}"
-do
-    case ${arg} in
-        --restart)
-            Restart=Y
-            shift
-            ;;
-        --stop)
-            Stop="Y"
-            shift
-            ;;
-        --once)
-            Once="Y"
-            shift
-            ;;
-        --sleep_sec=*)
-            SleepSec="${arg#*=}"
-            shift
-            ;;
-        -*|--*)
-            usage
-            ;;
-        *)
-            ;;
-    esac
-done
-
-if [ "${SleepSec}" == "" ]
-then
-    SleepSec=5
-fi
-
-RootDir=/home/cvtt/prod
-CfgSvcDir=${RootDir}/config_service
-
-export PYTHONPATH="${RootDir}:${PYTHONPATH}"
-
-Name=config_server
-ServerPy="${RootDir}/cvttpy/apps/utils/config_server.py"
-ServicePort=6789
-ServiceDir=${CfgSvcDir}/data
-LogDir=${RootDir}/logs
-
-source ${HOME}/.pyenv/python3.10-venv/bin/activate
-export PYTHONPATH="${RootDir}:${PYTHONPATH}"
-
-Cmd="nohup"
-Cmd="${Cmd} python3"
-Cmd="${Cmd} ${ServerPy}"
-Cmd="${Cmd} --port=${ServicePort}"
-Cmd="${Cmd} --root=${ServiceDir}"
-Cmd="${Cmd} --log_file=${LogDir}/%T.config_service.log"
-
-function start_it {
-    echo ${Cmd}
-    eval ${Cmd} &
-    sleep 10
-}
-
-function check_it {
-    if !(timeout 3 curl -s localhost:${ServicePort}/ping > /dev/null)
-    then
-        echo "${Script} doesn't respond. restarting..."
-        pids=$(ps -ef | grep "port=${ServicePort}" | grep "root=${ServiceDir}" | grep -v grep | tr -s ' ' |cut  -d' '  -f2)
-        echo pids=${pids}
-        if [ "${pids}" != "" ]
-        then
-            kill -9 ${pids}
-        fi
-        start_it
-    fi
-}
-
-function kill_it {
-    pids=$(ps -ef |grep $(basename ${0}) |grep -v ${$} |grep -v grep |tr -s ' ' |cut  -d' '  -f2)
-
-    if [ "${pids}" != "" ]
-    then
-        echo "Killing ${pids} ..."
-        kill -9 ${pids}
-    fi
-    while (timeout 3 curl -s localhost:${ServicePort}/ping > /dev/null)
-    do
-        echo "Shutting down localhost:${ServicePort}/__shutdown__ ..."
-        timeout 5 curl -s localhost:${ServicePort}/__shutdown__
-
-        pids=$(ps -ef | grep "port=${ServicePort}" | grep "root=${ServiceDir}" | grep -v grep | tr -s ' ' |cut  -d' '  -f2)
-        echo pids=${pids}
-        if [ "${pids}" != "" ]
-        then
-            kill -9 ${pids}
-        fi
-    done
-}
-
-if [ "${Stop}" == "Y"  ] ; then
-    kill_it
-    exit 0
-fi
-
-if [ "${Once}" == "Y"  ] ; then
-    start_it
-    exit 0
-fi
-
-
-if [ "${Restart}" == "Y"  ]
-then
-    kill_it
-fi
-
-start_it
-while true
-do
-    check_it
-    echo "${Script} is checked" | /usr/bin/ts '[%Y-%m-%d %H:%M:%S]'
-    sleep ${SleepSec}
-done
-
-

scripts/__deprecated__/executor_app_start.sh

@@ -1,144 +0,0 @@
-#!/bin/bash
-Script="${0} ${*}"
-
-function usage {
-    echo "Usage: ${0}  [--restart] [--stop] [--once] [--sleep_sec=<num_seconds>]"
-    exit 1
-}
-
-for arg in "${@}"
-do
-    case ${arg} in
-        --restart)
-            Restart=Y
-            shift
-            ;;
-        --stop)
-            Stop="Y"
-            shift
-            ;;
-        --once)
-            Once="Y"
-            shift
-            ;;
-        --inst_set=*)
-            InstrSet="${arg#*=}"
-            shift
-            ;;
-        --sleep_sec=*)
-            SleepSec="${arg#*=}"
-            shift
-            ;;
-        -*|--*)
-            usage
-            ;;
-        *)
-            ;;
-    esac
-done
-
-
-if [ "${SleepSec}" == "" ]
-then
-    SleepSec=3
-fi
-
-
-# -------------------- S e t t i n g s
-ConfigServiceHost=cloud11.cvtt.vpn
-ConfigServicePort=6789
-
-RootDir=/home/cvtt/prod
-
-ConfigFile="http://${ConfigServiceHost}:${ConfigServicePort}/apps/executor_app"
-
-AdminPort="7210"
-Exchange=COINBASE_AT
-Name=EXECUTOR_APP
-# -------------------- S e t t i n g s
-
-LogFile="${RootDir}/logs/$(date '+%Y%m%d_%H%M%S').${Name}.log"
-
-source ${HOME}/.pyenv/python3.10-venv/bin/activate
-export PYTHONPATH=${RootDir}
-
-Cmd="nohup"
-Cmd="${Cmd} python3"
-Cmd="${Cmd} ${RootDir}/cvttpy/apps/executor_app.py"
-Cmd="${Cmd} --config=${ConfigFile}"
-Cmd="${Cmd} --active_exchanges=${Exchange}"
-Cmd="${Cmd} --admin_port=${AdminPort}"
-Cmd="${Cmd} --log_level=INFO"
-Cmd="${Cmd} --log_file=${LogFile}"
-Cmd="${Cmd} &"
-
-function start_it {
-    echo ${Cmd}
-    eval ${Cmd} &
-    sleep 10
-}
-
-
-function check_it {
-
-    if !(timeout 3 curl -s localhost:${AdminPort}/ping > /dev/null)
-    then
-        echo "${Script} doesn't respond. restarting..."
-        pids=$(ps -ef | grep "admin_port=${AdminPort}" | grep -v grep | tr -s ' ' |cut  -d' '  -f2)
-        echo pids=${pids}
-        if [ "${pids}" != "" ]
-        then
-            kill -9 ${pids}
-        fi
-        start_it
-    fi
-}
-
-function kill_it {
-    pids=$(ps -ef |grep $(basename ${0}) |grep -v ${$} |grep -v grep |tr -s ' ' |cut  -d' '  -f2)
-
-    if [ "${pids}" != "" ]
-    then
-        echo "Killing ${pids} ..."
-        kill -9 ${pids}
-    fi
-    while (timeout 3 curl -s localhost:${AdminPort}/ping > /dev/null)
-    do
-        echo "Shutting down localhost:${AdminPort}/shutdown ..."
-        timeout 5 curl -s localhost:${AdminPort}/shutdown
-        sleep 3
-
-        pids=$(ps -ef | grep "admin_port=${AdminPort}" | grep -v grep | tr -s ' ' |cut  -d' '  -f2)
-        echo pids=${pids}
-        if [ "${pids}" != "" ]
-        then
-            kill -9 ${pids}
-        fi
-    done
-}
-
-if [ "${Stop}" == "Y"  ] ; then
-    kill_it
-    exit 0
-fi
-
-if [ "${Once}" == "Y"  ] ; then
-    start_it
-    exit 0
-fi
-
-
-if [ "${Restart}" == "Y"  ]
-then
-    kill_it
-fi
-
-start_it
-while true
-do
-    check_it
-    echo "${Script} is checked" | /usr/bin/ts '[%Y-%m-%d %H:%M:%S]'
-    sleep ${SleepSec}
-done
-
-

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/archive_yesterday_md.sh

@@ -1,44 +0,0 @@
-#!/bin/bash
-
-Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3.10
-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://cloud16.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."

scripts/healthcheck/cvtt_ts_status_check.sh

@@ -0,0 +1,88 @@
+#!/bin/bash
+
+usage() {
+    echo -n "Usage: ${0}"
+    echo -n " [-c <config (dflt: apps/cvtt_eqt_alpaca)>]"
+    echo -n " [-s <config_serverice (dflt: http://cloud16.cvtt.vpn:6789)>]"
+    echo -n " [-N <name (dflt: ALPACA-SNDBX)>]"
+    echo
+    exit 1
+}
+
+
+Python="${HOME}/.pyenv/python3.12-venv/bin/python3.12"
+RootDir="${HOME}/prod"
+
+# **** D E B U G
+RootDir=/home/oleg/develop/cvtt2
+# **** D E B U G
+
+
+export PYTHONPATH=${RootDir}
+
+StatusChannel=Status-CVTT
+AlertChannel=Alerts-CVTT
+Sender=${RootDir}/ops/utils/send_mmost.sh
+ConfigService=http://cloud16.cvtt.vpn:6789
+Config=apps/cvtt_eqt_alpaca
+Name="ALPACA-SNDBX"
+
+echo $0 $* | /usr/bin/ts '[%Y-%m-%d %H:%M:%S]'
+
+while getopts ":s:c:n:" opt; do
+    case ${opt} in
+        c )
+            Config=$OPTARG
+            ;;
+        s )
+            ConfigService=$OPTARG
+            ;;
+        n )
+            Name=$OPTARG
+            ;;
+        \? )
+            echo "Invalid option: -$OPTARG" >&2
+            usage
+            ;;
+        : )
+            echo "Option -$OPTARG requires an argument." >&2
+            usage
+            ;;
+    esac
+done
+
+# ----- For DEBUGGING
+# Sender=cat
+# StatusChannel=
+
+tmpfile=$(mktemp)
+function cleanup {
+    # echo Cleaing up temporary files: ${TempFiles}
+    if [ "" != "${TempFiles}" ]; then
+        rm -f ${TempFiles}
+    fi
+}
+trap cleanup EXIT
+
+
+Cmd="${Python}"
+Cmd="${Cmd} ${RootDir}/cvttpy/apps/utils/services_checker.py"
+Cmd="${Cmd} --config=${ConfigService}/${Config}"
+Cmd="${Cmd} --log_level=ERROR"
+Cmd="${Cmd} --log_stdout"
+Cmd="${Cmd} | tee ${tmpfile} 2>&1"
+
+echo ${Cmd}
+eval ${Cmd}
+
+cat ${tmpfile}
+exit
+
+
+# echo "## :card_file_box: STORAGE HEALTH CHECK" >> ${tmpfile}
+# echo  >> ${tmpfile}
+# 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}
+

scripts/healthcheck/hosts_check.sh

@@ -0,0 +1,79 @@
+#!/bin/bash
+
+# "cryptovaltrading.com": {
+#     "cloud18": {
+#         "users": ["oleg"],
+#         "type": "cloud",
+#         "ssh_port": 7822,
+#         "to_check": "false"
+#         "timeout_sec": 5
+#     },
+
+RootDir="${HOME}/prod"
+
+AlertChannel=Alerts-CVTT
+Sender=${RootDir}/ops/utils/send_mmost.sh
+ConfigUrl=http://cloud16.cvtt.vpn:6789/admin/cvtt_hosts
+
+HOSTS_CONFIG=$(curl -s ${ConfigUrl} | ${HOME}/bin/hjson -j)
+
+get_domains() {
+    echo ${HOSTS_CONFIG} | jq -r '. | keys[]'
+}
+get_user_hosts() {
+    local User=${1}
+    local Domain=${2}
+
+    jdcmd="jq -r --arg domain \"$Domain\""
+    jdcmd="$jdcmd --arg usr \"$User\""
+    jdcmd="$jdcmd '.[\$domain]"
+    jdcmd="$jdcmd | to_entries[]"
+    jdcmd="$jdcmd | select(.value.users[]"
+    jdcmd="$jdcmd | contains(\$usr))"
+    jdcmd="$jdcmd | .key'"
+    echo ${HOSTS_CONFIG} | eval ${jdcmd} |sed "s/$/.$Domain/" # >&2
+}
+
+function host_alert() {
+    alert=${1}
+    if [ "${alert}" != "" ]
+    then
+        echo -e "### :fire: HOST ALERT \n${alert}" | ${Sender} ${AlertChannel}
+    fi
+
+}
+
+User=oleg
+Hosts=()
+DEFAULT_SSH_PORT=22
+DEFAULT_TIMEOUT=5
+DEFAULT_TO_CHECK="true"
+Domains=("${Domains[@]}" "$(get_domains)")
+
+for Domain in ${Domains[@]} ; do
+    Hosts=("${Hosts[@]}" "$(get_user_hosts ${User} ${Domain})")
+done
+
+for Host in ${Hosts[@]} ; do
+    host=$(echo $Host | cut -d'.' -f1)
+    Domain=$(echo $Host | cut -d'.' -f2-)
+
+
+    PortSSH=$(echo "$HOSTS_CONFIG" | jq -r --arg domain "$Domain" --arg host "$host" '.[$domain][$host].ssh_port // '"$DEFAULT_SSH_PORT"'')
+
+    Timeout=$(echo "$HOSTS_CONFIG" | jq -r --arg domain "$Domain" --arg host "$host" '.[$domain][$host].timeout_sec // '"$DEFAULT_TIMEOUT"'')
+
+    ToCheck=$(echo "$HOSTS_CONFIG" | jq -r --arg domain "$Domain" --arg host "$host" '.[$domain][$host].to_check // '"$DEFAULT_TO_CHECK"'')
+    to_check="${ToCheck^^}"
+    if [ "${to_check}" == "TRUE" -o "${to_check}" == "YES" -o "${to_check}" == "Y" -o "${to_check}" == "T" ] ; then
+        echo "Checking host: $Host on port $PortSSH"
+    else
+        continue
+    fi
+
+    # Use nc to check if the specified port is open
+    if ! nc -z -w ${Timeout} "$Host" "$PortSSH"; then
+        echo "Host $Host is not available on port $PortSSH"
+        host_alert "Host $Host is not available on port $PortSSH"
+    fi
+done

scripts/healthcheck/services_check.sh

@@ -0,0 +1,58 @@
+#!/bin/bash
+
+    # "Jenkins" {
+    #     "to_check": "Yes",
+    #     "protocol": "http",
+    #     "host": "cvtt-build.cvtt.vpn",
+    #     "port": 8080
+    # },
+
+RootDir="${HOME}/prod"
+# RootDir=/home/oleg/develop/cvtt2  ###### D E B U G
+
+AlertChannel=Alerts-CVTT
+Sender=${RootDir}/ops/utils/send_mmost.sh
+ConfigUrl=http://cloud16.cvtt.vpn:6789/admin/cvtt_services
+
+SERVICES_CONFIG=$(curl -s ${ConfigUrl} | ${HOME}/bin/hjson -j)
+
+echo $Sender
+echo $AlertChannel
+
+
+function service_alert() {
+    alert="${1}"
+    if [ "${alert}" != "" ]
+    then
+        #it may contain quotes
+        alert=$(echo "${alert}" | sed 's/"/\\"/g')
+        echo -e "### :boom: SERVICE ALERT\n${alert}" | ${Sender} ${AlertChannel}
+    fi
+
+}
+
+User=oleg
+Hosts=()
+DEFAULT_TO_CHECK=Yes
+
+mapfile -t SvcNames < <(echo ${SERVICES_CONFIG} | jq -r '. | keys[]')
+
+DEFAULT_TO_CHECK=Yes
+for SvcName in "${SvcNames[@]}" ; do
+    ToCheck=$(echo "$SERVICES_CONFIG" | jq -r --arg svcname "$SvcName" '.[$svcname].to_check // "Yes"')
+    if [ "${ToCheck^^}" == "NO" ]; then
+        continue
+    fi
+    Host=$(echo "$SERVICES_CONFIG" | jq -r --arg svcname "$SvcName"  '.[$svcname].host ')
+    Port=$(echo "$SERVICES_CONFIG" | jq -r --arg svcname "$SvcName"  '.[$svcname].port ')
+    echo "Checking \"$SvcName\" (${Host}:${Port})"
+
+
+    # Use nc to check if the specified port is open
+    if ! nc -z -w5 "$Host" "$Port"; then
+        msg="Service \"${SvcName}\" (${Host}:${Port}) is not available"
+        echo ${msg}
+        service_alert "${msg}"
+    fi
+done
+

scripts/healthcheck/storage_health_check.sh

@@ -1,4 +1,4 @@
-#!/bin/sh
+#!/bin/bash
 echo $0 $* | /usr/bin/ts '[%Y-%m-%d %H:%M:%S]'
 
 RootDir="${HOME}/prod"
@@ -10,32 +10,24 @@ StatusChannel=Status-CVTT
 AlertChannel=Alerts-CVTT
 Sender=${RootDir}/ops/utils/send_mmost.sh
 
+# ----- For DEBUGGING
 # Sender=cat
 # StatusChannel=
 
-Hosts=
+get_user_hosts() {
-Hosts="${Hosts} cloud11.cvtt.vpn"
+    local User=${1}
-Hosts="${Hosts} cloud15.cvtt.vpn"
+    local Domain=${2}
-Hosts="${Hosts} cloud16.cvtt.vpn"
-Hosts="${Hosts} cloud17.cvtt.vpn"
-Hosts="${Hosts} cloud21.cvtt.vpn"
-Hosts="${Hosts} cloud22.cryptovaltrading.com"
 
-Hosts="${Hosts} cvttdata.cvtt.vpn"
+    Cmd="curl -s http://cloud16.cvtt.vpn:6789/admin/cvtt_hosts"
-Hosts="${Hosts} cryptoval2.cvtt.vpn"
+    Cmd+=" | ${HOME}/bin/hjson -j"
-Hosts="${Hosts} cryptoval3.cvtt.vpn"
+    Cmd+=" | jq -r"
+    Cmd+=" --arg domain \"${Domain}\""
+    Cmd+=" --arg usr \"${User}\""
+    Cmd+=" '.[\$domain] | to_entries[] | select(.value.users[] | contains(\$usr)) | .key'"
 
-Hosts="${Hosts} homestore.cvtt.vpn"
+    Cmd+=" | sed  's/\$/.${Domain}/'"
-Hosts="${Hosts} nsbackup.sheynin.home"
+    eval ${Cmd}
-Hosts="${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}
@@ -61,22 +53,29 @@ function space_alert() {
 }
 
 function storage_check() {
+    local Hosts=("${@}")
 
     result_lines=()
 
     declare -a SingleMeas
-    for host in ${Hosts}
+    for host in ${Hosts[@]}
     do
+        echo "storage_check host=${host}" >&2
         if [[ "${host}" == *"cryptovaltrading.com" ]]; then
             port=7822
         else
             port=22
         fi
-        Cmd="ssh -p ${port} $host"
+        Cmd="ssh -p ${port}"
-        Cmd="${Cmd} eval \"df -hTl"
+        Cmd+=" -o StrictHostKeyChecking=no"
-        Cmd="${Cmd} -x squashfs"
+        Cmd+=" -o UserKnownHostsFile=/dev/null"
-        Cmd="${Cmd} | grep -v tmpfs"
+        Cmd+="  $host"
-        Cmd="${Cmd} | grep -v Filesystem\""
+        Cmd+=" eval \"df -hTl"
+        Cmd+=" -x squashfs"
+        Cmd+=" -x tmpfs"
+        Cmd+=" -x vfat"
+        Cmd+=" -x devtmpfs"
+        Cmd+=" | grep -v Filesystem\""
 
         IFS=$'\n' ; lines=$(eval ${Cmd})
         for ln in $lines
@@ -98,13 +97,22 @@ function storage_check() {
     done
 }
 
+User=oleg
+Metrics=()
+TempFiles=
+
+Hosts=()
+for Domain in cvtt.vpn cryptovaltrading.com ; do
+    Hosts=("${Hosts[@]}" "$(get_user_hosts ${User} ${Domain})")
+done
+
 tmpfile=$(mktemp)
 TempFiles="${TempFiles} ${tmpfile}"
 
 tmpfile2=$(mktemp)
 TempFiles="${TempFiles} ${tmpfile2}"
 
-storage_check > ${tmpfile2}
+storage_check  "${Hosts[@]}" > ${tmpfile2}
 
 echo "## :card_file_box: STORAGE HEALTH CHECK" >> ${tmpfile}
 echo  >> ${tmpfile}

scripts/mkt_data/alpaca_hist_md/alpaca_md.sh

@@ -4,7 +4,7 @@ Start=${1}
 NumJobs=${2}
 InstListFile=${3}
 
-export CalendarURL=http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
 
 is_business_day() {
     dt=${1}
@@ -45,7 +45,7 @@ echo "Start=${Start} End=${End} NumJobs=${NumJobs}"
 # export PyScript=/home/cvtt/prod/cvttpy/exchanges/alpaca/hist_mkt_data.py
 
 export PYTHONPATH=/home/cvtt/prod
-export Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3
+export Python=/home/cvtt/.pyenv/python3.12-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
 
@@ -109,6 +109,6 @@ done
 echo "Compressing"
 for file in $(find ${OutputDir} -type f -name '*db' -print )
 do
-    echo "Compressing ${file}
+    echo "Compressing ${file}"
     gzip ${file}
 done

scripts/mkt_data/alpaca_hist_md/load_rel_liq.sh

@@ -0,0 +1,18 @@
+#!/bin/bash
+
+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
+
+Cmd="${Python}"
+Cmd="${Cmd} ${Script}"
+Cmd="${Cmd} --config=${Config}"
+Cmd="${Cmd} --db_file=${DbFile}"
+
+echo ${Cmd}
+eval ${Cmd}
+
+echo Done ${0} ${*}

scripts/mkt_data/alpaca_hist_md/run_alpaca_hist_md.sh

@@ -3,7 +3,7 @@
 is_business_day() {
     dt=${1}
 
-    CalendarURL=http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+    CalendarURL=https://trading-calendar.cvtt.net/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

scripts/mkt_data/checklists/crypto_md_chcklst.sh

@@ -0,0 +1,60 @@
+#!/usr/bin/env bash
+
+usage() {
+    echo -n "Usage: ${0}"
+    echo
+    exit 1
+}
+
+
+RootDir="${HOME}/prod"
+# RootDir=/home/oleg/develop/cvtt2  ###### D E B U G
+
+export PYTHONPATH=${RootDir}
+
+StatusChannel="MD-Status"
+Sender=${RootDir}/ops/utils/send_mmost.sh
+
+# ----- For DEBUGGING
+# Sender=cat
+# StatusChannel=
+
+run_checklist() {
+    yr=$(date -d 'yesterday' '+%Y')
+    mn=$(date -d 'yesterday' '+%m')
+
+    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"
+        ["gpushnik"]="ssh oleg@gpushnik.cvtt.vpn 'ls -l /opt/jupyter_gpu/data/crypto_md | tail -10'"
+    )
+
+    for name in $(printf "%s\n" "${!Commands[@]}" | sort); do
+        Cmd=${Commands[${name}]}
+        echo "------- ${name}"
+        echo ${Cmd}
+        eval ${Cmd}
+    done
+}
+
+tmpfile=$(mktemp)
+function cleanup {
+    cd ${HOME}
+    rm -f ${tmpfile}
+}
+trap cleanup EXIT
+
+echo "## :hearts: CRYPTO MD HEALTH CHECK (cvtt-md.cvtt.vpn)" >> ${tmpfile}
+echo  '```' >> ${tmpfile}
+run_checklist  >> ${tmpfile}
+echo  '```' >> ${tmpfile}
+
+cat ${tmpfile} |  ${Sender} ${StatusChannel}
+
+cat $tmpfile
+

scripts/mkt_data/checklists/eqty_md_chcklst.sh

@@ -0,0 +1,73 @@
+#!/usr/bin/env bash
+
+usage() {
+    echo -n "Usage: ${0}"
+    echo
+    exit 1
+}
+
+RootDir="${HOME}/prod"
+
+export PYTHONPATH=${RootDir}
+
+StatusChannel="MD-Status"
+Sender=${RootDir}/ops/utils/send_mmost.sh
+
+# ----- For DEBUGGING
+# RootDir=/home/oleg/develop/cvtt2  ###### D E B U G
+# Sender=cat #### D E B U G
+# StatusChannel=  #### D E B U G
+
+run_checklist() {
+
+
+    yr=$(date -d 'yesterday' '+%Y')
+    CheckSymbols="A/AAPL N/NVDA M/META"
+    declare -A Commands
+    Commands["hs01"]=""
+    for sym in ${CheckSymbols}; do
+        Commands["hs01"]+="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/${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; "
+    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'"
+
+    for name in $(printf "%s\n" "${!Commands[@]}" | sort); do
+        echo "------- ${name}"
+        Cmd=${Commands[${name}]}
+        echo ${Cmd}
+        eval ${Cmd}
+    done
+}
+
+tmpfile=$(mktemp)
+function cleanup {
+    cd ${HOME}
+    rm -f ${tmpfile}
+}
+trap cleanup EXIT
+
+# run_checklist
+
+tmpfile=$(mktemp)
+function cleanup {
+    cd ${HOME}
+    rm -f ${tmpfile}
+}
+trap cleanup EXIT
+
+echo "## :fire: EQUITY MD HEALTH CHECK (cryptoval4)" >> ${tmpfile}
+echo  '```' | tee -a ${tmpfile}
+run_checklist  | tee -a ${tmpfile}
+echo  '```' | tee -a ${tmpfile}
+
+echo "Sending result to ${Sender} ${StatusChannel}"
+cat ${tmpfile} |  ${Sender} ${StatusChannel}

scripts/mkt_data/crypto_hist_md/exchanges_trading_stats.sh

@@ -0,0 +1,14 @@
+#!/bin/bash
+
+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="${Cmd} --active_exchanges=OKX,GEMINI,BITSTAMP,COINBASE_AT,BNBSPOT,KRAKEN"
+Cmd="${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="${Cmd} --db_file=/home/cvtt/prod/data/exchange_trading_stats.db"
+Cmd="${Cmd} --log_file=/home/cvtt/prod/logs/%%T.EXCHANGE_TRADING_STATS.log"
+
+echo ${Cmd}
+eval ${Cmd}

scripts/mkt_data/legacy_eqt_md/process_md.sh

@@ -12,7 +12,7 @@ fi
 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/${letter} /home/cvtt/tmp/db
+PYTHONPATH=/home/cvtt/prod /home/cvtt/.pyenv/python3.12-venv/bin/python3 /home/cvtt/prod/cvttpy/trading/mkt_data/ad_hoc/eqt_md_to_db.py /home/cvtt/tmp/txt/${letter} /home/cvtt/tmp/db
 
 if [ "$?" != "0" ] ; then
     exit

scripts/mkt_data/sync_market_data.sh

@@ -0,0 +1,14 @@
+#!/bin/bash
+
+Source=/home/cvtt/prod/archive/md_archive/
+Targets=
+Targets="${Targets} cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/"
+Targets="${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

scripts/set_version.sh

@@ -4,7 +4,7 @@
 # ----- Settings
 LocalSoftwareDir=${HOME}/software/cvtt2
 
-ProdDir=${HOME}/prod
+ProdDir=$(pwd)
 
 ReleaseHosts=("cloud21.cvtt.vpn")
 ReleasePorts=("22")
@@ -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 -ahvv -e \"ssh -p ${port}\""
+            rsync_cmd="rsync -ahv -e \"ssh -p ${port}\""
             rsync_cmd="${rsync_cmd} ${user}@${host}:${rel_dir}/${Project}/${Version}"
             rsync_cmd="${rsync_cmd} ${LocalSoftwareDir}/${Project}/"
             echo ${rsync_cmd}
@@ -77,9 +77,9 @@ rsync_load_version
 Location="${LocalSoftwareDir}/${Project}/${Version}/${Project}"
 
 Cmd="cd ${ProdDir}"
-Cmd="${Cmd} && rm -rf ${Project}"
+Cmd+=" && rm -rf ${Project}"
-Cmd="${Cmd} && ln -snf ${Location} ${Project}"
+Cmd+=" && ln -snf ${Location} ${Project}"
 
 echo ${Cmd} && eval ${Cmd}
 
-echo "Done: $0 $*"
+echo "Done: $0 ${*}"

utils/Makefile

@@ -6,7 +6,7 @@ SUBDIRS += configs
 
 
 FILES=
-FILES += release_version.txt
+FILES += VERSION
 
 all: install
 

utils/archive_logs.sh

@@ -1,36 +1,63 @@
 #!/bin/bash
 
-
 function usage {
-    echo "Usage: ${0}  <log directory> [days (default 2)]"
+    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
     exit 1
 }
 
 echo Starting $0 $*
 
-LogDir=${1}
+# ---- 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
+
+
 if [ "${LogDir}" == "" ]
 then
     usage
 fi
 
-Days=${2}
+Cmd="mkdir -p ${LogArchiveDir}"
-if [ "${Days}" == "" ]
+echo ${Cmd} && eval ${Cmd}
-then
-    Days=2
-fi
 
-DateCriteria="${Days} days ago"
+echo "Looking for log files older than '${DateCriteria}' in ${LogDir}"
 
-Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d')
+Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d %H:%M:%S')
 
-echo "Looking for log files older than ${DateCriteria} in ${LogDir}"
+Cmd="find ${LogDir}/ '(' -name '*.log' -o -name '*.log.*' ')'  -type f -not -newermt \"${Oldest}\""
+echo $Cmd
 
-LogArchiveDir=${HOME}/prod/archive/logs
+files=$(eval ${Cmd})
-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}"

utils/git/create_remote_repo.sh

@@ -0,0 +1,49 @@
+#!/bin/bash
+
+# ---------------------
+# user "git" owned remote repository
+#
+# must run on remote server
+# change GitTopDir, HostName and RemoteName
+# ---------------------
+# R e s u l t  E x a m p l e:
+#     sudo bash -c 'mkdir /opt/store/git/cvtt2/tests.git && cd /opt/store/git/cvtt2/tests.git && git init --bare && chown -R git:git /opt/store/git/cvtt2/tests.git'
+# ---------------------
+#
+
+# ----- S e t t i n g s
+GitTopDir=/ops/store/git
+HostName=cloud21.cvtt.vpn
+RemoteName=origin
+# ----- S e t t i n g s
+
+usage() {
+    echo "Usage: ${0} <repo_name> [<repo_parent_dir> *${GitTopDir}/cvtt2]"
+    exit 1
+}
+
+
+RepoName=${1}
+if [ "" == "${RepoName}" ] ; then
+    usage
+fi
+
+RepoParentDir=${GitTopDir}/cvtt2
+if [ "${2}" != "" ] ; then
+    RepoParentDir=${2}
+fi
+
+RepoDir="${RepoParentDir}/${RepoName}.git"
+
+
+Cmd="sudo bash -c 'mkdir ${RepoDir}"
+Cmd="${Cmd} && cd ${RepoDir}"
+Cmd="${Cmd} && git init --bare "
+Cmd="${Cmd} && chown -R git:git ${RepoDir}'"
+echo ${Cmd}
+eval ${Cmd} || exit 1
+
+echo "====================="
+echo "Repository is created. Use this command to add it:"
+echo "     git remote add ${RemoteName} git@${HostName}:${RepoDir}"
+echo "====================="

utils/move_archives.sh

@@ -1,40 +1,57 @@
 #!/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 "Usage: ${0} <host> <from_dir> <days>"
+    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
     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')
+Oldest=$(date -d "${DateCriteria}" '+%Y-%m-%d %H:%M:%S')
-Now=$(date '+%Y%m%d_%H%M%S')
 
 echo "Looking for log files older than ${DateCriteria} in ${ArchiveDir}"
 Cmd="find ${ArchiveDir}/"
@@ -45,7 +62,7 @@ Cmd="${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})

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