added quant docker start script

docker/md_portal/start_docker_md_portal.sh

@@ -4,7 +4,7 @@ args=${*}
 
 ConfigServer=cloud23.cvtt.vpn:6789
 ActiveExchanges=ALPACA_SNDBX
-PortalName=MD_PORTAL_ALPACA
+PortalName=MD_PORTAL_ALPACA_SNDBX
 AdminPort=7220
 
 
@@ -43,10 +43,6 @@ 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"

docker/trading/executor/start_docker_executor.sh

@@ -0,0 +1,61 @@
+#!/bin/bash
+
+usage() {
+  echo -n "Usage: $0"
+  echo -n " [-c <config_server (dflt: cloud23.cvtt.vpn:6789)>]"
+  echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
+  echo -n " [-a <admin_port (7222)>"]
+  echo
+  exit 1
+}
+
+args=${*}
+
+ConfigServer=cloud23.cvtt.vpn:6789
+ActiveExchanges=ALPACA_SNDBX-MDPORTAL
+AdminPort=7222
+Book=""
+
+while getopts ":c:e:a:" opt; do
+  case ${opt} in
+    c )
+      ConfigServer=$OPTARG
+      ;;
+    e )
+      ActiveExchanges=$OPTARG
+      ;;
+    a )
+      AdminPort=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+echo "ConfigServer=${ConfigServer}"
+echo "ActiveExchanges=${ActiveExchanges}"
+echo "AdminPort=${AdminPort}"
+
+
+ImageName=executor
+DockerRegistry=cloud21.cvtt.vpn:5500
+DockerImage=${DockerRegistry}/${ImageName}
+
+Cmd="docker run"
+Cmd="${Cmd} --detach"
+Cmd="${Cmd} --restart=unless-stopped"
+Cmd="${Cmd} --pull=always"
+Cmd="${Cmd} --network=host"
+Cmd="${Cmd} --name=${ImageName}"
+Cmd="${Cmd} --volume /home/cvtt/prod/logs:/logs"
+Cmd="${Cmd} ${DockerImage}"
+Cmd="${Cmd} ${args}"
+
+echo $Cmd
+eval $Cmd

docker/trading/quant/start_docker_quant.sh

@@ -0,0 +1,86 @@
+#!/bin/bash
+
+usage() {
+  echo -n "Usage: $0"
+  echo -n " -b <book>"
+
+  echo -n " -S <strategy> (dflt: TRDALGO_001)"
+
+  echo -n " [-c <config_server (dflt: cloud23.cvtt.vpn:6789)>]"
+  echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
+  echo -n " [-a <admin_port (7224)>"]
+  echo
+  exit 1
+}
+
+args=${*}
+
+ConfigServer=cloud23.cvtt.vpn:6789
+ActiveExchanges=ALPACA_SNDBX-MDPORTAL
+AdminPort=7224
+Strategy=DAILY_STOCK_001
+Book=""
+
+
+while getopts ":b:c:e:a:S:" opt; do
+  case ${opt} in
+    c )
+      ConfigServer=$OPTARG
+      ;;
+    e )
+      ActiveExchanges=$OPTARG
+      ;;
+    a )
+      AdminPort=$OPTARG
+      ;;
+    b )
+      Book=$OPTARG
+      ;;
+    S )
+      Strategy=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+if [ "${Book}" == "" ]; then
+    echo "Book is missing"
+    usage
+fi
+
+echo "ConfigServer=${ConfigServer}"
+echo "ActiveExchanges=${ActiveExchanges}"
+echo "Book=${Book}"
+echo "Strategy=${Strategy}"
+echo "AdminPort=${AdminPort}"
+
+if [ "${Book}" == "" ]; then
+    echo "Book is missing"
+    usage
+fi
+
+
+ImageName=quant
+
+DockerRegistry=cloud21.cvtt.vpn:5500
+DockerImage=${DockerRegistry}/${ImageName}
+
+Cmd="docker run"
+Cmd="${Cmd} --detach"
+Cmd="${Cmd} --restart=unless-stopped"
+Cmd="${Cmd} --pull=always"
+Cmd="${Cmd} --network=host"
+Cmd="${Cmd} --name=${ImageName}.${Book}"
+Cmd="${Cmd} --volume /home/cvtt/prod/logs:/logs"
+Cmd="${Cmd} ${DockerImage}"
+Cmd="${Cmd} ${args}"
+
+echo $Cmd
+eval $Cmd

docker/trading/risk_mgr/start_docker_risk_mgr.sh

@@ -0,0 +1,74 @@
+#!/bin/bash
+
+usage() {
+  echo -n "Usage: $0"
+  echo -n " -b <book>"
+  echo -n " [-c <config_server (dflt: cloud23.cvtt.vpn:6789)>]"
+  echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
+  echo -n " [-a <admin_port (7223)>"]
+  echo
+  exit 1
+}
+
+
+args=${*}
+
+ConfigServer=cloud23.cvtt.vpn:6789
+ActiveExchanges=ALPACA_SNDBX-MDPORTAL
+AdminPort=7223
+Book=""
+
+
+while getopts ":b:c:e:a:" opt; do
+  case ${opt} in
+    c )
+      ConfigServer=$OPTARG
+      ;;
+    e )
+      ActiveExchanges=$OPTARG
+      ;;
+    a )
+      AdminPort=$OPTARG
+      ;;
+    b )
+      Book=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+
+echo "ConfigServer=${ConfigServer}"
+echo "ActiveExchanges=${ActiveExchanges}"
+echo "Book=${Book}"
+echo "AdminPort=${AdminPort}"
+
+if [ "${Book}" == "" ]; then
+    echo "Book is missing"
+    usage
+fi
+
+
+ImageName=risk_mgr
+DockerRegistry=cloud21.cvtt.vpn:5500
+DockerImage=${DockerRegistry}/${ImageName}
+
+Cmd="docker run"
+Cmd="${Cmd} --detach"
+Cmd="${Cmd} --restart=unless-stopped"
+Cmd="${Cmd} --pull=always"
+Cmd="${Cmd} --network=host"
+Cmd="${Cmd} --name=${ImageName}.${Book}"
+Cmd="${Cmd} --volume /home/cvtt/prod/logs:/logs"
+Cmd="${Cmd} ${DockerImage}"
+Cmd="${Cmd} ${args}"
+
+echo $Cmd
+eval $Cmd

docker/trading/trader/start_docker_trader.sh

@@ -0,0 +1,87 @@
+#!/bin/bash
+
+usage() {
+  echo -n "Usage: $0"
+  echo -n " -b <book>"
+
+  echo -n " -A <algo> (dflt: TRDALGO_001)"
+
+  echo -n " [-c <config_server (dflt: cloud23.cvtt.vpn:6789)>]"
+  echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
+  echo -n " [-a <admin_port (7223)>"]
+  echo
+  exit 1
+}
+
+
+args=${*}
+
+# ConfigServer=cloud16.cvtt.vpn
+ConfigServer=cloud23.cvtt.vpn:6789
+ActiveExchanges=ALPACA_SNDBX-MDPORTAL
+AdminPort=7226
+Algo=TRDALGO_001
+Book=""
+
+
+while getopts ":b:c:e:a:" opt; do
+  case ${opt} in
+    c )
+      ConfigServer=$OPTARG
+      ;;
+    e )
+      ActiveExchanges=$OPTARG
+      ;;
+    a )
+      AdminPort=$OPTARG
+      ;;
+    b )
+      Book=$OPTARG
+      ;;
+    A )
+      Algo=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+if [ "${Book}" == "" ]; then
+    echo "Book is missing"
+    usage
+fi
+
+echo "ConfigServer=${ConfigServer}"
+echo "ActiveExchanges=${ActiveExchanges}"
+echo "Book=${Book}"
+echo "Algo=${Algo}"
+echo "AdminPort=${AdminPort}"
+
+if [ "${Book}" == "" ]; then
+    echo "Book is missing"
+    usage
+fi
+
+
+ImageName=trader
+DockerRegistry=cloud21.cvtt.vpn:5500
+DockerImage=${DockerRegistry}/${ImageName}
+
+Cmd="docker run"
+Cmd="${Cmd} --detach"
+Cmd="${Cmd} --restart=unless-stopped"
+Cmd="${Cmd} --pull=always"
+Cmd="${Cmd} --network=host"
+Cmd="${Cmd} --name=${ImageName}.${Book}"
+Cmd="${Cmd} --volume /home/cvtt/prod/logs:/logs"
+Cmd="${Cmd} ${DockerImage}"
+Cmd="${Cmd} ${args}"
+
+echo $Cmd
+eval $Cmd

release_version.txt

@@ -1 +1 @@
-1.5.1,md checklists
+1.5.8F1,added quant docker start script

research/load_eqty_md.sh

@@ -90,7 +90,6 @@ TargetFilePath="${TargetDir}/${TargetFile}"
 mv ${TargetFilePath} "${TargetFilePath}.saved.$(${date} '+%Y%m%d_%H%M%S')"
 touch ${TargetFilePath}
 
-
 # ---- temp dir
 echo ${SourceFile}
 tmp_dir=$(mktemp -d)
@@ -136,12 +135,19 @@ function download_file {
     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}
 
+
 # --- T E M P - for files older than 20240813
     sqlite3 ${DbFile} <<EOF
 DROP INDEX md_1min_bars_idx;
@@ -149,7 +155,7 @@ CREATE UNIQUE INDEX IF NOT EXISTS md_1min_bars_idx on md_1min_bars(tstamp, excha
 EOF
 # --- T E M P
 
-    Cmd="sqlite3 ${DbFile} \".dump ${table}\" | sqlite3 ${TargetFilePath}"
+    Cmd="sqlite3 ${DbFile} \".dump\" | sqlite3 ${TargetFilePath}"
     echo ${Cmd}
     eval ${Cmd}