progress

docker/crypto_md_day.sh

@@ -14,7 +14,7 @@ Cmd="docker run"
 Cmd="${Cmd} --pull=always"
 Cmd="${Cmd} --network=host"
 Cmd="${Cmd} --name=crypto_md_day.${host}.${date}"
-# Cmd="${Cmd} --rm"
+Cmd="${Cmd} --rm"
 Cmd="${Cmd} ${DockerImage}"
 Cmd="${Cmd} -h ${host}"
 Cmd="${Cmd} -d ${date}"

docker/md_portal/__UNUSED__/.env

@@ -0,0 +1,2 @@
+ROOT_DIR=/home/cvtt/prod
+ADMIN_PORT=7220

docker/md_portal/__UNUSED__/docker-compose.yml

@@ -0,0 +1,20 @@
+version: '3.8'
+
+#==================================================
+# Relies on the file `.env` content for varables:
+#    ROOT_DIR
+#    JUPYTER_PORT
+#==================================================
+services:
+  md_portal:
+    image: cloud21.cvtt.vpn:5500/md_portal:latest
+    network_mode: host
+    container_name: md_portal
+    restart: unless-stopped
+    environment:
+      - JUPYTER_ENABLE_LAB=yes
+    volumes:
+      - ${ROOT_DIR}/logs:/logs
+    ports:
+      - "${ADMIN_PORT}:${ADMIN_PORT}"
+    shm_size: "8gb"

docker/md_portal/start_docker_md_portal.sh

@@ -0,0 +1,61 @@
+#!/bin/bash
+
+args=${*}
+
+ConfigServer=cloud23.cvtt.vpn:6789
+ActiveExchanges=ALPACA_SNDBX
+PortalName=MD_PORTAL_ALPACA
+AdminPort=7220
+
+
+while getopts ":c:e:a:n:" opt; do
+  case ${opt} in
+    c )
+      ConfigServer=$OPTARG
+      ;;
+    e )
+      ActiveExchanges=$OPTARG
+      ;;
+    a )
+      AdminPort=$OPTARG
+      ;;
+    n )
+      PortalName=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+echo "ConfigServer=${ConfigServer}"
+echo "ActiveExchanges=${ActiveExchanges}"
+echo "PortalName=${PortalName}"
+echo "AdminPort=${AdminPort}"
+
+
+ImageName=md_portal
+DockerRegistry=cloud21.cvtt.vpn:5500
+DockerImage=${DockerRegistry}/${ImageName}
+
+if [ -z ${date} ] ; then
+    date=$(date -d "yesterday" +%Y%m%d)
+fi
+
+Cmd="docker run"
+Cmd="${Cmd} --detach"
+Cmd="${Cmd} --restart=unless-stopped"
+Cmd="${Cmd} --pull=always"
+Cmd="${Cmd} --network=host"
+Cmd="${Cmd} --name=${ImageName}.${PortalName}"
+Cmd="${Cmd} --volume /home/cvtt/prod/logs:/logs"
+Cmd="${Cmd} ${DockerImage}"
+Cmd="${Cmd} ${args}"
+
+echo $Cmd
+eval $Cmd

release_version.txt

@@ -1 +1 @@
-1.4.2,crypto research: do not use bnbfut
+1.4.7,adding eqty data to research

research/load_crypto_md.sh

@@ -126,6 +126,5 @@ function download_file {
     chmod 600 ${TargetFilePath}
     ls -lh ${TargetFilePath}
 
-
 }
 download_file

research/load_eqty_md.sh

@@ -0,0 +1,174 @@
+#!/usr/bin/env bash
+
+usage() {
+  echo -n "Usage: $0"
+  echo -n " [-h <host (homestore*/cloud21)>]"
+  echo -n " [-d <YYYYMMDD> (yesterday*)]"
+  echo -n " [-s <stocks comma separated>"
+  echo -n " [-t <target directory>"
+  echo
+  exit 1
+}
+if [[ "$(uname)" == "Darwin" ]]; then
+    # macOS
+    date='gdate'
+else
+    date='date'
+fi
+
+# ------------------ Settings
+md_date=""
+host=homestore
+stocks=COIN,GBTC,SQ
+
+TargetDir="/opt/jupyter_gpu/data/eqty_md"
+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 $source"
+
+valid_hosts=('homestore' 'cloud21')
+if ! is_valid "${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')"
+touch ${TargetFilePath}
+
+
+# ---- 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 [ "${host}" == "homestore" ]; then
+    SourceHost=homestore.cvtt.vpn
+    SourceUser=oleg
+    SourceRootDir="/works/cvtt/md_archive/equity/alpaca_md"
+else
+    usage
+fi
+
+
+OLDIFS=$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}
+    ls -lh ${tmp_dir}
+    Cmd="gunzip ${tmp_dir}/${SourceFileZip}"
+    echo ${Cmd} && eval ${Cmd}
+
+    DbFile=${tmp_dir}/${SourceFile}
+
+# --- 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 ${table}\" | 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}.1min.db")
+
+    SourceFileZip="${SourceFile}.gz"
+    SourceFilePath=$(${date} -d ${md_date} "+${SourceRootDir}/${StockLetter}/${stock}/%Y/${SourceFileZip}")
+    echo ${SourceFilePath}
+
+    download_file ${SourceFilePath}
+done
+
+chmod 600 ${TargetFilePath}
+ls -lh ${TargetFilePath}
+
+# mkdir -p /tmp/aaa
+# cp -r ${tmp_dir}/* /tmp/aaa/