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1
.gitignore
vendored
Normal file
1
.gitignore
vendored
Normal file
@ -0,0 +1 @@
|
||||
.history/
|
||||
@ -1,6 +1,6 @@
|
||||
#!/bin/bash
|
||||
|
||||
date_to_load=${1}
|
||||
date_to_load=${1} # YYYY-MM-DD
|
||||
|
||||
DockerRegistry=cloud21.cvtt.vpn:5500
|
||||
DockerImage=${DockerRegistry}/alpaca_md_day #:latest
|
||||
@ -17,7 +17,7 @@ is_container_running() {
|
||||
fi
|
||||
}
|
||||
|
||||
export CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
|
||||
export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
|
||||
|
||||
is_business_day() {
|
||||
dt=${1}
|
||||
@ -46,7 +46,7 @@ get_prev_business_day() {
|
||||
export -f get_prev_business_day
|
||||
|
||||
if [ -z ${date_to_load} ] ; then
|
||||
echo "Yesterday data has priority. Running historical container will be stopped"
|
||||
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}"
|
||||
@ -62,6 +62,7 @@ if [ -z ${date_to_load} ] ; then
|
||||
exit 3
|
||||
fi
|
||||
else
|
||||
date_to_load=$(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."
|
||||
61
__DEPRECATED__/doc/supervisord.conf.example
Normal file
61
__DEPRECATED__/doc/supervisord.conf.example
Normal file
@ -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
|
||||
|
||||
@ -3,7 +3,7 @@
|
||||
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[@]})>"
|
||||
echo "Usage: $0 <job_name; one of (${ValidJobs[@]})> [image_tag]"
|
||||
exit 1
|
||||
}
|
||||
|
||||
@ -35,6 +35,12 @@ 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
|
||||
@ -44,15 +50,17 @@ fi
|
||||
|
||||
|
||||
Cmd="docker run"
|
||||
Cmd="${Cmd} -d"
|
||||
Cmd="${Cmd} --rm"
|
||||
Cmd="${Cmd} --network=host"
|
||||
Cmd="${Cmd} --pull=always"
|
||||
Cmd="${Cmd} --name=${ContainerName}"
|
||||
Cmd="${Cmd} -v /home/cvtt/prod/data:/app/data"
|
||||
Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
|
||||
Cmd="${Cmd} cloud21.cvtt.vpn:5500/md_recorder:latest"
|
||||
Cmd="${Cmd} ${job}"
|
||||
Cmd+=" -d"
|
||||
Cmd+=" --rm"
|
||||
Cmd+=" --network=host"
|
||||
# Cmd+=" --pull=always"
|
||||
Cmd+=" --name=${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 ${Cmd}
|
||||
@ -27,9 +27,6 @@ is_container_running() {
|
||||
fi
|
||||
}
|
||||
|
||||
|
||||
|
||||
|
||||
Instance=${1}
|
||||
if ! is_valid "${Instance}"; then
|
||||
usage
|
||||
@ -48,14 +45,16 @@ if is_container_running "$ContainerName"; then
|
||||
fi
|
||||
|
||||
Cmd="docker run"
|
||||
Cmd="${Cmd} -d"
|
||||
Cmd="${Cmd} --rm"
|
||||
Cmd="${Cmd} --network=host"
|
||||
Cmd="${Cmd} --pull=always"
|
||||
Cmd="${Cmd} --name=${ContainerName}"
|
||||
Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
|
||||
Cmd="${Cmd} cloud21.cvtt.vpn:5500/md_recorder_monitor:latest"
|
||||
Cmd="${Cmd} ${Instance} ${AdminPort}"
|
||||
Cmd+=" -d"
|
||||
Cmd+=" --rm"
|
||||
Cmd+=" --network=host"
|
||||
Cmd+=" --pull=always"
|
||||
Cmd+=" --name=${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}
|
||||
278
__DEPRECATED__/sim_prepare/prepare_crypto_simdata.sh
Executable file
278
__DEPRECATED__/sim_prepare/prepare_crypto_simdata.sh
Executable file
@ -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 ${*}
|
||||
224
__DEPRECATED__/sim_prepare/prepare_eqt_simdata.sh
Executable file
224
__DEPRECATED__/sim_prepare/prepare_eqt_simdata.sh
Executable file
@ -0,0 +1,224 @@
|
||||
#!/bin/bash
|
||||
|
||||
# --------------------- Settings
|
||||
# SOURCE_HOST=cloud21.cvtt.vpn
|
||||
# SOURCE_ROOT_DIR=/opt/store/cvtt/md_archive/equity/alpaca_md
|
||||
# SYMBOL_LIST=CAN #,COIN,GBTC,HOOD,MSTR,PYPL,XYZ
|
||||
# OUTPUT_DIR=/tmp
|
||||
# DATE=20250514
|
||||
# RSYNC_TARGETS="cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/test/alpaca_md/sim/"
|
||||
# RSYNC_TARGETS="cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/alpaca_md/sim/
|
||||
#cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity/alpaca_md/sim/"
|
||||
# --------------------- Settings
|
||||
|
||||
is_business_day() {
|
||||
dt=${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 ${*}
|
||||
22
admin/docker_images.sh
Executable file
22
admin/docker_images.sh
Executable file
@ -0,0 +1,22 @@
|
||||
#!/bin/env bash
|
||||
|
||||
Registry=http://hs01.cvtt.vpn:5500
|
||||
|
||||
Catalog=${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}:${tag}"
|
||||
# done
|
||||
done
|
||||
@ -3,18 +3,20 @@
|
||||
# ---------------- Settings
|
||||
declare -A git_repo_arr
|
||||
|
||||
git_repo_arr[cvttpy]=git@cloud21.cvtt.vpn:/opt/store/git/cvttpy.git
|
||||
git_repo_arr[ops]=git@cloud21.cvtt.vpn:/opt/store/git/ops.git
|
||||
git_repo_arr[research]=git@cloud21.cvtt.vpn:/opt/store/git/research.git
|
||||
git_repo_arr[cvttpy]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/cvttpy.git
|
||||
git_repo_arr[ops]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/ops.git
|
||||
git_repo_arr[research]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/research.git
|
||||
git_repo_arr[cvtt-rust]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/cvtt-rust.git
|
||||
git_repo_arr[docker_dev]=git@cloud21.cvtt.vpn:/opt/store/git/cvtt2/docker_dev.git
|
||||
|
||||
dist_root=/home/cvttdist/software/cvtt2
|
||||
dist_user=cvttdist
|
||||
dist_host="cloud21.cvtt.vpn"
|
||||
dist_ssh_port="22"
|
||||
|
||||
dist_locations="cloud21.cvtt.vpn:22 homestore.cvtt.vpn:22"
|
||||
# ---------------- Settings
|
||||
|
||||
dist_locations="cloud21.cvtt.vpn:22 hs01.cvtt.vpn:22"
|
||||
version_file="VERSION"
|
||||
# ---------------- cmdline
|
||||
prj=
|
||||
brnch=master
|
||||
@ -48,13 +50,29 @@ while getopts ":p:b:i" opt; do
|
||||
done
|
||||
# ---------------- cmdline
|
||||
|
||||
function confirm {
|
||||
confirm() {
|
||||
if [ "${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 [${prj}]: "
|
||||
read project
|
||||
@ -127,11 +145,12 @@ if [ "${?}" != "0" ]; then
|
||||
fi
|
||||
|
||||
|
||||
release_version=$(cat release_version.txt | awk -F',' '{print $1}')
|
||||
whats_new=$(cat release_version.txt | awk -F',' '{print $2}')
|
||||
release_version=$(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: ${release_version}"
|
||||
|
||||
confirm
|
||||
@ -149,6 +168,26 @@ cmd_arr+=("${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
|
||||
@ -156,9 +195,9 @@ 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} -e \"ssh -p ${dist_ssh_port}\""
|
||||
Cmd="${Cmd} ../${project} ${dist_user}@${dist_host}:${dist_path}/"
|
||||
Cmd="${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
|
||||
|
||||
@ -179,8 +218,4 @@ do
|
||||
pwd && echo ${cmd} && eval ${cmd}
|
||||
done
|
||||
|
||||
echo "PROJECT ${project} **** P U L L N E W T A G S F R O M o r i g i n ****"
|
||||
echo "----"
|
||||
echo "(cd ${project}; git pull --tags; git pushall)"
|
||||
echo "----"
|
||||
echo "$0 Done ${project} ${release_version}"
|
||||
|
||||
273
build/docker_images_builder.sh
Executable file
273
build/docker_images_builder.sh
Executable file
@ -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} ${*}"
|
||||
#===============================================================================
|
||||
#===============================================================================
|
||||
33
build/list_docker_images.sh
Executable file
33
build/list_docker_images.sh
Executable file
@ -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 ${1}
|
||||
@ -10,7 +10,7 @@ if [ "" == "${prj}" ] ; then
|
||||
usage
|
||||
fi
|
||||
|
||||
Cmd="pushd /home/oleg/develop/cvtt2"
|
||||
Cmd="pushd /home/oleg/develop/cvtt2-ops"
|
||||
Cmd="${Cmd} && (cd ${prj}"
|
||||
Cmd="${Cmd} && git pushall)"
|
||||
Cmd="${Cmd} && ./build_release.sh -p ${prj}"
|
||||
|
||||
183
build_ops.sh
Executable file
183
build_ops.sh
Executable file
@ -0,0 +1,183 @@
|
||||
#!/usr/bin/env bash
|
||||
|
||||
# ---------------- Settings
|
||||
|
||||
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 hs01.cvtt.vpn:22"
|
||||
version_file="VERSION"
|
||||
|
||||
prj=ops
|
||||
brnch=master
|
||||
interactive=N
|
||||
|
||||
# ---------------- 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 [${prj}]: "
|
||||
read project
|
||||
if [ "${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=../${project}
|
||||
|
||||
dist_path="${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} ${release_version}"
|
||||
@ -9,7 +9,7 @@ get_user_hosts() {
|
||||
local User=${1}
|
||||
local Domain=${2}
|
||||
|
||||
Cmd="curl -s http://cloud23.cvtt.vpn:6789/admin/cvtt_hosts"
|
||||
Cmd="curl -s http://cloud16.cvtt.vpn:6789/admin/cvtt_hosts"
|
||||
Cmd="${Cmd} | ${HOME}/bin/hjson -j"
|
||||
Cmd="${Cmd} | jq -r"
|
||||
Cmd="${Cmd} --arg domain \"${Domain}\""
|
||||
|
||||
File diff suppressed because one or more lines are too long
@ -1,14 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
Cmd="docker run"
|
||||
Cmd="${Cmd} -d"
|
||||
Cmd="${Cmd} --rm"
|
||||
Cmd="${Cmd} --pull=always"
|
||||
Cmd="${Cmd} --name=cvtt_config_service"
|
||||
Cmd="${Cmd} -p 6789:6789"
|
||||
Cmd="${Cmd} -v /home/cvtt/prod/config_service/data:/app/data"
|
||||
Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
|
||||
Cmd="${Cmd} cloud21.cvtt.vpn:5500/config_service:latest"
|
||||
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
@ -1,25 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
host=${1}
|
||||
date=${2}
|
||||
|
||||
DockerRegistry=cloud21.cvtt.vpn:5500
|
||||
DockerImage=${DockerRegistry}/crypto_md_day
|
||||
|
||||
if [ -z ${date} ] ; then
|
||||
date=$(date -d "yesterday" +%Y%m%d)
|
||||
fi
|
||||
|
||||
Cmd="docker run"
|
||||
Cmd="${Cmd} --pull=always"
|
||||
Cmd="${Cmd} --network=host"
|
||||
Cmd="${Cmd} --name=crypto_md_day.${host}.${date}"
|
||||
Cmd="${Cmd} --rm"
|
||||
Cmd="${Cmd} ${DockerImage}"
|
||||
Cmd="${Cmd} -h ${host}"
|
||||
Cmd="${Cmd} -d ${date}"
|
||||
# Cmd="${Cmd} -s coinbase,bnbspot,bnbfut"
|
||||
Cmd="${Cmd} -s coinbase,bnbspot"
|
||||
|
||||
echo $Cmd
|
||||
eval $Cmd
|
||||
@ -1,2 +0,0 @@
|
||||
ROOT_DIR=/home/cvtt/prod
|
||||
ADMIN_PORT=7220
|
||||
@ -1,20 +0,0 @@
|
||||
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}:${ADMIN_PORT}"
|
||||
shm_size: "8gb"
|
||||
@ -1,57 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
args=${*}
|
||||
|
||||
ConfigServer=cloud23.cvtt.vpn:6789
|
||||
ActiveExchanges=ALPACA_SNDBX
|
||||
PortalName=MD_PORTAL_ALPACA_SNDBX
|
||||
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}/${ImageName}
|
||||
|
||||
Cmd="docker run"
|
||||
Cmd="${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 $Cmd
|
||||
@ -1,14 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
Cmd="docker run"
|
||||
Cmd="${Cmd} -d"
|
||||
#Cmd="${Cmd} --rm"
|
||||
Cmd="${Cmd} --pull=always"
|
||||
Cmd="${Cmd} --name=relative_liquidity_svc"
|
||||
Cmd="${Cmd} -p 5678:5678"
|
||||
Cmd="${Cmd} -v /home/cvtt/prod/data:/app/data"
|
||||
Cmd="${Cmd} -v /home/cvtt/prod/logs:/logs"
|
||||
Cmd="${Cmd} cloud21.cvtt.vpn:5500/relative_liquidity:latest"
|
||||
|
||||
echo ${Cmd}
|
||||
eval ${Cmd}
|
||||
17
docker/research/crypto_exch_stats.sh
Executable file
17
docker/research/crypto_exch_stats.sh
Executable file
@ -0,0 +1,17 @@
|
||||
#!/bin/bash
|
||||
|
||||
Cmd="docker run"
|
||||
Cmd+=" -d"
|
||||
Cmd+=" --rm"
|
||||
Cmd+=" --pull=always"
|
||||
Cmd+=" --network=host"
|
||||
Cmd+=" --name=crypto_exch_stats"
|
||||
Cmd+=" --volume=${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"
|
||||
|
||||
@ -1,61 +0,0 @@
|
||||
#!/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=${ImageName}.${Book}"
|
||||
Cmd="${Cmd} --volume /home/cvtt/prod/logs:/logs"
|
||||
Cmd="${Cmd} ${DockerImage}"
|
||||
Cmd="${Cmd} ${args}"
|
||||
|
||||
echo $Cmd
|
||||
eval $Cmd
|
||||
@ -1,74 +0,0 @@
|
||||
#!/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
|
||||
@ -1,12 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
#Cmd="docker pull apptasticsoftware/trading-calendar:latest"
|
||||
#echo ${Cmd} && eval ${Cmd}
|
||||
|
||||
Cmd="docker run"
|
||||
Cmd="${Cmd} -d"
|
||||
Cmd="${Cmd} --rm"
|
||||
Cmd="${Cmd} --pull=always"
|
||||
Cmd="${Cmd} --name trading-calendar"
|
||||
Cmd="${Cmd} -p 8000:80 apptasticsoftware/trading-calendar"
|
||||
echo ${Cmd} && eval ${Cmd}
|
||||
@ -1 +0,0 @@
|
||||
1.5.6F,fix executor start
|
||||
33
research/ad_hoc/rearrange2.sh
Executable file
33
research/ad_hoc/rearrange2.sh
Executable file
@ -0,0 +1,33 @@
|
||||
#!/bin/bash
|
||||
|
||||
# by chatGPT
|
||||
# ==========================================
|
||||
# hs01.cvtt.vpn SETTINGS
|
||||
# ==========================================
|
||||
|
||||
# Define source and destination base directories
|
||||
SOURCE_BASE_DIR="/works/cvtt/md_archive/equity/alpaca_md.OLD" # Replace with your actual source directory
|
||||
DESTINATION_BASE_DIR="/works/cvtt/md_archive/equity/alpaca_md" # Replace with your destination directory
|
||||
|
||||
# Loop through all .db.gz files in the source directory
|
||||
find "$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
|
||||
275
research/aggregate_features.sh
Executable file
275
research/aggregate_features.sh
Executable file
@ -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!"
|
||||
@ -1,7 +1,10 @@
|
||||
#!/usr/bin/env bash
|
||||
|
||||
usage() {
|
||||
echo "Usage: $0 [-h <host (homestore*/cloud21)>] [-d <YYYYMMDD> (yesterday*)] [-s <source> (cvttdata/cloud21*)>]"
|
||||
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
|
||||
}
|
||||
|
||||
@ -19,11 +22,15 @@ is_valid() {
|
||||
return 1
|
||||
}
|
||||
|
||||
# ------- D E F A U L T S
|
||||
date=""
|
||||
host=homestore
|
||||
host=hs01
|
||||
source=cloud21
|
||||
TargetDir="/opt/jupyter_gpu/data/crypto_md"
|
||||
# ------- D E F A U L T S
|
||||
|
||||
while getopts ":h:d:s:" opt; do
|
||||
|
||||
while getopts ":h:d:s:t:" opt; do
|
||||
case ${opt} in
|
||||
d )
|
||||
date=$OPTARG
|
||||
@ -34,6 +41,9 @@ while getopts ":h:d:s:" opt; do
|
||||
s )
|
||||
source=$OPTARG
|
||||
;;
|
||||
t )
|
||||
TargetDir=$OPTARG
|
||||
;;
|
||||
\? )
|
||||
echo "Invalid option: -$OPTARG" >&2
|
||||
usage
|
||||
@ -51,13 +61,13 @@ fi
|
||||
|
||||
echo "$date $host $source"
|
||||
|
||||
valid_hosts=('homestore' 'cloud21')
|
||||
valid_hosts=('hs01' 'cloud21')
|
||||
if ! is_valid "${host}" "${valid_hosts[@]}" ; then
|
||||
echo "Host '${host}' is not valid"
|
||||
usage
|
||||
fi
|
||||
|
||||
valid_sources=('cloud21' 'cvttdata')
|
||||
valid_sources=('cloud21' 'cloud28')
|
||||
if ! is_valid ${source} ${valid_sources[@]} ; then
|
||||
echo "Source '${source}' is not valid"
|
||||
usage
|
||||
@ -67,9 +77,9 @@ if [ "${host}" == "cloud21" ] ; then
|
||||
SourceHost=cloud21.cvtt.vpn
|
||||
SourceUser=cvtt
|
||||
SourceRootDir="/opt/store/cvtt/md_archive/crypto/${source}"
|
||||
elif [ "${host}" == "homestore" ]; then
|
||||
SourceHost=homestore.cvtt.vpn
|
||||
SourceUser=oleg
|
||||
elif [ "${host}" == "hs01" ]; then
|
||||
SourceHost=hs01.cvtt.vpn
|
||||
SourceUser=cvtt
|
||||
SourceRootDir=/works/cvtt/md_archive/crypto/${source}
|
||||
else
|
||||
usage
|
||||
@ -82,7 +92,6 @@ SourceFile=$(date -d ${date} "+%Y%m%d.mktdata.db")
|
||||
SourceFileZip="${SourceFile}.gz"
|
||||
SourceFilePath=$(date -d ${date} "+${SourceRootDir}/%Y/%m/${SourceFileZip}")
|
||||
|
||||
TargetDir="/opt/jupyter_gpu/data/crypto_md"
|
||||
TargetFile=$(date -d ${date} "+%Y%m%d.mktdata.ohlcv.db")
|
||||
TargetFilePath="${TargetDir}/${TargetFile}"
|
||||
|
||||
|
||||
@ -2,13 +2,14 @@
|
||||
|
||||
usage() {
|
||||
echo -n "Usage: $0"
|
||||
echo -n " [-h <host (homestore*/cloud21)>]"
|
||||
echo -n " [-h <host (hs01*/cloud21)>]"
|
||||
echo -n " [-d <YYYYMMDD> (yesterday*)]"
|
||||
echo -n " [-s <stocks comma separated>"
|
||||
echo -n " [-t <target directory>"
|
||||
echo
|
||||
exit 1
|
||||
}
|
||||
|
||||
if [[ "$(uname)" == "Darwin" ]]; then
|
||||
# macOS
|
||||
date='gdate'
|
||||
@ -18,10 +19,12 @@ fi
|
||||
|
||||
# ------------------ Settings
|
||||
md_date=""
|
||||
host=homestore
|
||||
host=hs01
|
||||
stocks=COIN,GBTC,SQ
|
||||
|
||||
TargetDir="/opt/jupyter_gpu/data/eqty_md"
|
||||
# TargetDir="/tmp" # -------= D E B U G
|
||||
|
||||
mkdir -p ${TargetDir}
|
||||
|
||||
Table=md_1min_bars
|
||||
@ -78,7 +81,7 @@ fi
|
||||
|
||||
echo "$md_date $host $source"
|
||||
|
||||
valid_hosts=('homestore' 'cloud21')
|
||||
valid_hosts=('hs01' 'cloud21')
|
||||
if ! is_valid "${host}" "${valid_hosts[@]}" ; then
|
||||
echo "Host '${host}' is not valid"
|
||||
usage
|
||||
@ -88,7 +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 ${SourceFile}
|
||||
@ -106,9 +108,9 @@ if [ "${host}" == "cloud21" ] ; then
|
||||
SourceHost=cloud21.cvtt.vpn
|
||||
SourceUser=cvtt
|
||||
SourceRootDir="/opt/store/cvtt/md_archive/equity/alpaca_md"
|
||||
elif [ "${host}" == "homestore" ]; then
|
||||
SourceHost=homestore.cvtt.vpn
|
||||
SourceUser=oleg
|
||||
elif [ "${host}" == "hs01" ]; then
|
||||
SourceHost=hs01.cvtt.vpn
|
||||
SourceUser=cvtt
|
||||
SourceRootDir="/works/cvtt/md_archive/equity/alpaca_md"
|
||||
else
|
||||
usage
|
||||
@ -146,6 +148,7 @@ function download_file {
|
||||
echo ${Cmd} && eval ${Cmd}
|
||||
|
||||
DbFile=${tmp_dir}/${SourceFile}
|
||||
touch ${TargetFilePath}
|
||||
|
||||
|
||||
# --- T E M P - for files older than 20240813
|
||||
@ -164,17 +167,16 @@ EOF
|
||||
echo "Loading files"
|
||||
for stock in "${Stocks[@]}"; do
|
||||
StockLetter="${stock:0:1}"
|
||||
SourceFile=$(${date} -d ${md_date} "+%Y%m%d.${stock}.1min.db")
|
||||
SourceFile=$(${date} -d ${md_date} "+%Y%m%d.${stock}.alpaca_1m_bars.db")
|
||||
|
||||
SourceFileZip="${SourceFile}.gz"
|
||||
SourceFilePath=$(${date} -d ${md_date} "+${SourceRootDir}/${StockLetter}/${stock}/%Y/${SourceFileZip}")
|
||||
SourceFilePath=$(${date} -d ${md_date} "+${SourceRootDir}/%Y/${StockLetter}/${stock}/${SourceFileZip}")
|
||||
echo ${SourceFilePath}
|
||||
|
||||
download_file ${SourceFilePath}
|
||||
done
|
||||
|
||||
chmod 600 ${TargetFilePath}
|
||||
if [ -f ${TargetFilePath} ]; then
|
||||
chmod 600
|
||||
ls -lh ${TargetFilePath}
|
||||
|
||||
# mkdir -p /tmp/aaa
|
||||
# cp -r ${tmp_dir}/* /tmp/aaa/
|
||||
fi
|
||||
|
||||
@ -1,44 +0,0 @@
|
||||
#!/bin/bash
|
||||
|
||||
Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3.10
|
||||
RootDir=/home/cvtt/prod
|
||||
export PYTHONPATH=${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."
|
||||
88
scripts/healthcheck/cvtt_ts_status_check.sh
Executable file
88
scripts/healthcheck/cvtt_ts_status_check.sh
Executable file
@ -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} ${StatusChannel}
|
||||
|
||||
79
scripts/healthcheck/hosts_check.sh
Executable file
79
scripts/healthcheck/hosts_check.sh
Executable file
@ -0,0 +1,79 @@
|
||||
#!/bin/bash
|
||||
|
||||
# "cryptovaltrading.com": {
|
||||
# "cloud18": {
|
||||
# "users": ["oleg"],
|
||||
# "type": "cloud",
|
||||
# "ssh_port": 7822,
|
||||
# "to_check": "false"
|
||||
# "timeout_sec": 5
|
||||
# },
|
||||
|
||||
RootDir="${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 $PortSSH"
|
||||
fi
|
||||
done
|
||||
58
scripts/healthcheck/services_check.sh
Executable file
58
scripts/healthcheck/services_check.sh
Executable file
@ -0,0 +1,58 @@
|
||||
#!/bin/bash
|
||||
|
||||
# "Jenkins" {
|
||||
# "to_check": "Yes",
|
||||
# "protocol": "http",
|
||||
# "host": "cvtt-build.cvtt.vpn",
|
||||
# "port": 8080
|
||||
# },
|
||||
|
||||
RootDir="${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
|
||||
|
||||
@ -18,14 +18,14 @@ get_user_hosts() {
|
||||
local User=${1}
|
||||
local Domain=${2}
|
||||
|
||||
Cmd="curl -s http://cloud23.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'"
|
||||
Cmd="curl -s http://cloud16.cvtt.vpn:6789/admin/cvtt_hosts"
|
||||
Cmd+=" | ${HOME}/bin/hjson -j"
|
||||
Cmd+=" | jq -r"
|
||||
Cmd+=" --arg domain \"${Domain}\""
|
||||
Cmd+=" --arg usr \"${User}\""
|
||||
Cmd+=" '.[\$domain] | to_entries[] | select(.value.users[] | contains(\$usr)) | .key'"
|
||||
|
||||
Cmd="${Cmd} | sed 's/\$/.${Domain}/'"
|
||||
Cmd+=" | sed 's/\$/.${Domain}/'"
|
||||
eval ${Cmd}
|
||||
}
|
||||
|
||||
@ -66,11 +66,16 @@ function storage_check() {
|
||||
else
|
||||
port=22
|
||||
fi
|
||||
Cmd="ssh -p ${port} $host"
|
||||
Cmd="${Cmd} eval \"df -hTl"
|
||||
Cmd="${Cmd} -x squashfs"
|
||||
Cmd="${Cmd} | grep -v tmpfs"
|
||||
Cmd="${Cmd} | grep -v Filesystem\""
|
||||
Cmd="ssh -p ${port}"
|
||||
Cmd+=" -o StrictHostKeyChecking=no"
|
||||
Cmd+=" -o UserKnownHostsFile=/dev/null"
|
||||
Cmd+=" $host"
|
||||
Cmd+=" eval \"df -hTl"
|
||||
Cmd+=" -x squashfs"
|
||||
Cmd+=" -x tmpfs"
|
||||
Cmd+=" -x vfat"
|
||||
Cmd+=" -x devtmpfs"
|
||||
Cmd+=" | grep -v Filesystem\""
|
||||
|
||||
IFS=$'\n' ; lines=$(eval ${Cmd})
|
||||
for ln in $lines
|
||||
|
||||
@ -4,7 +4,7 @@ Start=${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
|
||||
|
||||
|
||||
@ -2,10 +2,10 @@
|
||||
|
||||
export PYTHONPATH=${HOME}/prod
|
||||
|
||||
Python=${HOME}/.pyenv/python3.10-venv/bin/python3
|
||||
Python=${HOME}/.pyenv/python3.12-venv/bin/python3
|
||||
Script=${HOME}/prod/cvttpy/exchanges/alpaca/hist_md/rl_calc_loader.py
|
||||
DbFile=${HOME}/prod/data/rel_liquidity.db
|
||||
Config=http://cloud23.cvtt.vpn:6789/apps/minimal_md_eqt
|
||||
Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md_eqt
|
||||
|
||||
Cmd="${Python}"
|
||||
Cmd="${Cmd} ${Script}"
|
||||
|
||||
@ -3,7 +3,7 @@
|
||||
is_business_day() {
|
||||
dt=${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 "${open_time}" ]; then
|
||||
return 0
|
||||
|
||||
@ -25,10 +25,12 @@ run_checklist() {
|
||||
|
||||
declare -A Commands
|
||||
Commands=(
|
||||
["homestore:cloud21"]="ssh oleg@homestore.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cloud21/${yr}/${mn} | tail -5"
|
||||
["homestore:cvttdata"]="ssh oleg@homestore.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cvttdata/${yr}/${mn} | tail -5"
|
||||
["cloud21:cloud21"]="ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/crypto/cloud21/${yr}/${mn} | tail -5"
|
||||
["cloud21:cvttdata"]="ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/crypto/cvttdata/${yr}/${mn} | tail -5"
|
||||
["hs01:cloud21"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/crypto/cloud21/${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'"
|
||||
)
|
||||
|
||||
@ -47,7 +49,7 @@ function cleanup {
|
||||
}
|
||||
trap cleanup EXIT
|
||||
|
||||
echo "## :hearts: CRYPTO MD HEALTH CHECK" >> ${tmpfile}
|
||||
echo "## :hearts: CRYPTO MD HEALTH CHECK (cvtt-md.cvtt.vpn)" >> ${tmpfile}
|
||||
echo '```' >> ${tmpfile}
|
||||
run_checklist >> ${tmpfile}
|
||||
echo '```' >> ${tmpfile}
|
||||
|
||||
@ -7,7 +7,6 @@ usage() {
|
||||
}
|
||||
|
||||
RootDir="${HOME}/prod"
|
||||
# RootDir=/home/oleg/develop/cvtt2 ###### D E B U G
|
||||
|
||||
export PYTHONPATH=${RootDir}
|
||||
|
||||
@ -15,33 +14,47 @@ StatusChannel="MD-Status"
|
||||
Sender=${RootDir}/ops/utils/send_mmost.sh
|
||||
|
||||
# ----- For DEBUGGING
|
||||
# Sender=cat
|
||||
# StatusChannel=
|
||||
# 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=$(date -d 'yesterday' '+%Y')
|
||||
|
||||
CheckSymbols="A/AAPL N/NVDA M/META"
|
||||
declare -A Commands
|
||||
Commands["homestore"]="ssh oleg@homestore.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/A/AAPL/${yr} | tail -3"
|
||||
Commands["homestore"]+="; echo"
|
||||
Commands["homestore"]+="; ssh oleg@homestore.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/N/NVDA/${yr} | tail -3"
|
||||
Commands["hs01"]=""
|
||||
for sym in ${CheckSymbols}; do
|
||||
Commands["hs01"]+="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/${yr}/${sym} | tail -3; "
|
||||
done
|
||||
Commands["hs01"]+="echo"
|
||||
Commands["hs01:sim"]="ssh cvtt@hs01.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/sim | tail -5"
|
||||
|
||||
Commands["cloud21"]="ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/equity/alpaca_md/A/AAPL/${yr} | tail -3"
|
||||
Commands["cloud21"]+="; echo"
|
||||
Commands["cloud21"]+="; ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/equity/alpaca_md/N/NVDA/${yr} | tail -3"
|
||||
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
|
||||
Cmd=${Commands[${name}]}
|
||||
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)
|
||||
@ -51,26 +64,10 @@ function cleanup {
|
||||
}
|
||||
trap cleanup EXIT
|
||||
|
||||
echo "## :fire: EQUITY MD HEALTH CHECK" >> ${tmpfile}
|
||||
echo '```' >> ${tmpfile}
|
||||
run_checklist >> ${tmpfile}
|
||||
echo '```' >> ${tmpfile}
|
||||
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} ${StatusChannel}
|
||||
|
||||
|
||||
|
||||
exit
|
||||
# homestore
|
||||
echo homestore
|
||||
ssh oleg@homestore.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/A/AAPL/${yr} | tail -3
|
||||
echo
|
||||
ssh oleg@homestore.cvtt.vpn ls -l /works/cvtt/md_archive/equity/alpaca_md/N/NVDA/${yr} | tail -3
|
||||
|
||||
echo cloud21
|
||||
ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/equity/alpaca_md/A/AAPL/${yr} | tail -3
|
||||
echo
|
||||
ssh cvtt@cloud21.cvtt.vpn ls -l /opt/store/cvtt/md_archive/equity/alpaca_md/N/NVDA/${yr} | tail -3
|
||||
|
||||
echo "------ gpushnik"
|
||||
ssh oleg@gpushnik.cvtt.vpn 'ls -l /opt/jupyter_gpu/data/eqty_md | tail -10'
|
||||
@ -2,7 +2,7 @@
|
||||
|
||||
export PYTHONPATH=/home/cvtt/prod
|
||||
|
||||
Cmd="/home/cvtt/.pyenv/python3.10-venv/bin/python3"
|
||||
Cmd="/home/cvtt/.pyenv/python3.12-venv/bin/python3"
|
||||
Cmd="${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"
|
||||
|
||||
@ -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
|
||||
|
||||
@ -2,7 +2,7 @@
|
||||
|
||||
Source=/home/cvtt/prod/archive/md_archive/
|
||||
Targets=
|
||||
Targets="${Targets} oleg@homestore.cvtt.vpn:/works/cvtt/md_archive/"
|
||||
Targets="${Targets} cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/"
|
||||
Targets="${Targets} cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/"
|
||||
|
||||
|
||||
|
||||
@ -4,7 +4,7 @@
|
||||
# ----- Settings
|
||||
LocalSoftwareDir=${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 ${Project}"
|
||||
Cmd="${Cmd} && ln -snf ${Location} ${Project}"
|
||||
Cmd+=" && rm -rf ${Project}"
|
||||
Cmd+=" && ln -snf ${Location} ${Project}"
|
||||
|
||||
echo ${Cmd} && eval ${Cmd}
|
||||
|
||||
echo "Done: $0 $*"
|
||||
echo "Done: $0 ${*}"
|
||||
|
||||
@ -6,7 +6,7 @@ SUBDIRS += configs
|
||||
|
||||
|
||||
FILES=
|
||||
FILES += release_version.txt
|
||||
FILES += VERSION
|
||||
|
||||
all: install
|
||||
|
||||
|
||||
@ -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}
|
||||
if [ "${Days}" == "" ]
|
||||
then
|
||||
Days=2
|
||||
fi
|
||||
Cmd="mkdir -p ${LogArchiveDir}"
|
||||
echo ${Cmd} && eval ${Cmd}
|
||||
|
||||
DateCriteria="${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
|
||||
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 ${Oldest})
|
||||
files=$(eval ${Cmd})
|
||||
if [ "$files" == "" ]
|
||||
then
|
||||
echo "No files found older than ${Oldest} in ${LogDir}"
|
||||
|
||||
@ -1,40 +1,57 @@
|
||||
#!/bin/bash
|
||||
|
||||
# FOR cloud hosts with limited disk space - move to storage server
|
||||
# FOR 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')
|
||||
Now=$(date '+%Y%m%d_%H%M%S')
|
||||
Oldest=$(date -d "${DateCriteria}" '+%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})
|
||||
|
||||
Loading…
x
Reference in New Issue
Block a user