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16 Commits

Author SHA1 Message Date
oleg b61c3a684a load eqt to research - fix 2024-08-28 10:49:07 -04:00
oleg 78382df12d load eqt to research - fix 2024-08-26 16:59:01 -04:00
oleg bbfb7112bb trading recorder -> docker 2024-08-24 19:19:18 -04:00
oleg 23603ad076 md_portal uses different config 2024-08-24 18:23:27 -04:00
oleg 81fe6372e9 added quant docker start script 2024-08-22 18:36:29 -04:00
oleg 48f77e5280 added quant docker start script 2024-08-22 18:31:14 -04:00
oleg 2c88bc613c added trader docker start script 2024-08-22 15:59:02 -04:00
oleg 085f1af3da added trader docker start script 2024-08-22 15:52:05 -04:00
oleg fa93450b3d fix executor start 2024-08-20 21:55:13 -04:00
oleg 4188dd7c7c fix executor start 2024-08-20 21:50:54 -04:00
oleg 929953c1c4 fix executor start 2024-08-20 21:48:45 -04:00
oleg e562716b73 renamed 2024-08-20 21:45:52 -04:00
oleg 7c806107ca executor start added 2024-08-20 21:26:00 -04:00
oleg 85c4042d00 md_portal docker start 2024-08-19 13:00:44 -04:00
oleg dcca83a3ae trading: risk manager docker initial 2024-08-18 21:25:14 -04:00
oleg e192766c9a load EQT md to GPUshnik fix 2024-08-18 17:31:33 -04:00
8 changed files with 425 additions and 13 deletions
+19 -7
View File
@@ -1,15 +1,30 @@
#!/bin/bash
usage() {
echo -n "Usage: ${0}"
echo -n " [-C <config (dflt: apps/cvtt_eqt_alpaca)>]"
echo -n " [-c <config_server (dflt: cloud23.cvtt.vpn:6789)>]"
echo -n " [-e <active_exchanges (ALPACA_SNBOX)>]"
echo -n " [-a <admin_port (7220)>]"
echo -n " [-n <portal_name (MD_PORTAL_ALPACA)>]"
echo
exit 1
}
args=${*}
Config=apps/cvtt_eqt_alpaca
ConfigServer=cloud23.cvtt.vpn:6789
ActiveExchanges=ALPACA_SNDBX
PortalName=MD_PORTAL_ALPACA
PortalName=MD_PORTAL_ALPACA_SNDBX
AdminPort=7220
while getopts ":c:e:a:n:" opt; do
while getopts ":C:c:e:a:n:" opt; do
case ${opt} in
C )
Config=$OPTARG
;;
c )
ConfigServer=$OPTARG
;;
@@ -33,6 +48,7 @@ while getopts ":c:e:a:n:" opt; do
esac
done
echo "Config=${Config}"
echo "ConfigServer=${ConfigServer}"
echo "ActiveExchanges=${ActiveExchanges}"
echo "PortalName=${PortalName}"
@@ -43,10 +59,6 @@ ImageName=md_portal
DockerRegistry=cloud21.cvtt.vpn:5500
DockerImage=${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"
+61
View File
@@ -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
+86
View File
@@ -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
+74
View File
@@ -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
+87
View File
@@ -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
@@ -0,0 +1,81 @@
#!/bin/bash
usage() {
echo -n "Usage: $0"
echo -n " -b <book>"
echo -n " [-C <config (dflt: apps/cvtt_eqt_alpaca)>]"
echo -n " [-c <config_server (dflt: cloud23.cvtt.vpn:6789)>]"
echo -n " [-e <active_exchanges (ALPACA_SNDBX-MDPORTAL)>]"
echo -n " [-a <admin_port (7223)>"]
echo
exit 1
}
args=${*}
# ConfigServer=cloud16.cvtt.vpn
ConfigServer=cloud23.cvtt.vpn:6789
ActiveExchanges=ALPACA_SNDBX-MDPORTAL
AdminPort=7225
Book=""
Config=apps/cvtt_eqt_alpaca
while getopts ":C: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 -$OPTARG requires an argument." >&2
usage
;;
esac
done
if [ "${Book}" == "" ]; then
echo "Book is missing"
usage
fi
echo "Config=${Config}"
echo "ConfigServer=${ConfigServer}"
echo "ActiveExchanges=${ActiveExchanges}"
echo "Book=${Book}"
echo "AdminPort=${AdminPort}"
if [ "${Book}" == "" ]; then
echo "Book is missing"
usage
fi
ImageName=trading_recorder
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 $Cmd
+1 -1
View File
@@ -1 +1 @@
1.5.1A,md checklists
1.6.2F2,load eqt to research - fix
+16 -5
View File
@@ -9,6 +9,7 @@ usage() {
echo
exit 1
}
if [[ "$(uname)" == "Darwin" ]]; then
# macOS
date='gdate'
@@ -22,6 +23,8 @@ host=homestore
stocks=COIN,GBTC,SQ
TargetDir="/opt/jupyter_gpu/data/eqty_md"
# TargetDir="/tmp" # -------= D E B U G
mkdir -p ${TargetDir}
Table=md_1min_bars
@@ -88,8 +91,6 @@ TargetFile=$(${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 ${SourceFile}
@@ -136,11 +137,19 @@ function download_file {
Cmd="${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}
touch ${TargetFilePath}
# --- T E M P - for files older than 20240813
sqlite3 ${DbFile} <<EOF
@@ -149,7 +158,7 @@ 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 ${Cmd}
@@ -167,8 +176,10 @@ for stock in "${Stocks[@]}"; do
download_file ${SourceFilePath}
done
chmod 600 ${TargetFilePath}
ls -lh ${TargetFilePath}
if [ -f ${TargetFilePath} ]; then
chmod 600
ls -lh ${TargetFilePath}
fi
# mkdir -p /tmp/aaa
# cp -r ${tmp_dir}/* /tmp/aaa/