prepare equity simulation data

build/docker_images_builder.sh

@@ -24,8 +24,8 @@ ReleaseDir="/home/cvttdist/software/cvtt2"
 
 DIMAGES_CONFIG=$(curl -s ${ConfigUrl} | ${HOME}/bin/hjson -j)
 
-# RootDir=/home/oleg/prod
+
-SetVersionScript=/home/oleg/prod/ops/scripts/set_version.sh
+SetVersionScript=${HOME}/prod/set_version.sh
 
 
 # --------------- D E B U G
@@ -35,12 +35,12 @@ mkdir -p ${RootDir}
 build_docker_image() {
     title=${1}
     image_name=${2}
-    docker_dev=${3}
+    docker_dev_path=${3}
     project=${4}
 
     echo "Building ${title}..."
     echo "ImageName=${image_name}"
-    echo "DockerDev=${docker_dev}"
+    echo "DockerDevPath=${docker_dev_path}"
     echo "BasedOnDist=${project}"
 
     # Get Latest DIST version
@@ -48,7 +48,7 @@ build_docker_image() {
     image_version=$(get_latest_dist_version ${project})
     if [ -z "${image_version}" ]; then
         echo "No latest version found for ${project}"
-        exit 1
+        return
     fi
     echo "Latest version is ${image_version}"
 
@@ -58,9 +58,14 @@ build_docker_image() {
     fi
     echo "Image $image_name:$image_version does not exist in the registry."
     echo "getting lastest version of ${project} on ${ReleaseUser}@${ReleaseHost}:${ReleaseDir}"
-    ${SetVersionScript} ${project} ${image_version}
 
-    DockerDir=./docker_dev/${docker_dev}
+    Cmd="${SetVersionScript} ${project} ${image_version}"
+    echo ${Cmd}
+    eval ${Cmd}
+
+    convert_symlink_to_dir ${project}
+
+    DockerDir=./docker_dev/${docker_dev_path}
     echo "Building ${title}... on ${DockerDev}"
 
     Cmd="docker build"
@@ -69,7 +74,7 @@ build_docker_image() {
     Cmd+=" -t ${image_name}:${image_version}"
     Cmd+=" -f ${DockerDir}/Dockerfile ${RootDir}"
     echo ${Cmd}
-    eval ${Cmd} || exit
+    eval ${Cmd} 1>&2 || exit
 
     Cmd="docker tag"
     Cmd+=" ${image_name}:latest"
@@ -93,7 +98,32 @@ build_docker_image() {
     echo ${Cmd}
     eval ${Cmd} || exit
 
+    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() {
@@ -107,6 +137,26 @@ image_exists() {
     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}
 
@@ -117,21 +167,32 @@ get_latest_dist_version() {
 echo RootDir=${RootDir}
 
 cd ${RootDir}
+
 echo "Getting latest version of docker_dev"
 Cmd="${SetVersionScript} docker_dev latest"
 echo ${Cmd}
 eval ${Cmd}
 
-echo "${DIMAGES_CONFIG}" | jq -c 'to_entries[]' | while IFS= read -r item; do
+convert_symlink_to_dir docker_dev
+
+Jobs=()
+while IFS= read -r item; do
+    Jobs+=("$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=$(echo "$item" | jq -r '.value.docker_dev')
+    docker_dev_path=$(echo "$item" | jq -r '.value.docker_dev_path')
-    project=$(echo "$item" | jq -r '.value.based_on_dist')
+    project=$(echo "$item" | jq -r '.value.based_on_project')
-    build_docker_image "$title" "$image_name" "$docker_dev" "$project"
+
+    build_docker_image "$title" "$image_name" "$docker_dev_path" "$project"
 done
 
-exit
+Cmd="rm -rf ${RootDir}/docker_dev"
-#===============================================================================
+echo ${Cmd}
-#===============================================================================
+eval ${Cmd}
 
+#===============================================================================
+#===============================================================================

build/list_docker_images.sh

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

docker/research/crypto_exch_stats.sh

@@ -0,0 +1,16 @@
+#!/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+=" cloud21.cvtt.vpn:5500/crypto_exch_stats:latest"
+
+echo ${Cmd}
+eval ${Cmd}
+# Cmd+=" cloud21.cvtt.vpn:5500/relative_liquidity:latest"
+

release_version.txt

@@ -1 +1 @@
-1.8.4,initial (not working) version of docker_image_builder.sh
+1.8.7,prepare equity simulation data

research/prepare_eqt_simdata.sh

@@ -0,0 +1,135 @@
+#!/bin/bash
+
+usage() {
+  echo "Usage: $0  -S <symbols> -d <YYYYMMDD Date> [-O <output dir (./) >]"
+  exit 1
+}
+
+# --------------------- Settings
+SourceHost=cloud21.cvtt.vpn
+SourceRootDir=/opt/store/cvtt/md_archive/equity/alpaca_md
+# --------------------- Settings
+
+
+is_business_day() {
+    dt=${1}
+    date=$(date -d "${dt}" +"%Y-%m-%d")
+
+    CalendarURL=http://cloud23.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
+    URL="${CalendarURL}&start=${date}&end=${date}"
+    open_time=$(curl -s "${URL}" | jq '.[] | .open_time')
+    if [ -n  "${open_time}" ]; then
+        return 0
+    else
+        return 1
+    fi
+
+}
+export -f is_business_day
+
+
+while getopts ":d:S:O:" opt; do
+  case ${opt} in
+    d )
+      Date=$OPTARG
+      ;;
+    S )
+      SymList=$OPTARG
+      ;;
+    O )
+      OutputDir=$OPTARG
+      ;;
+    \? )
+      echo "Invalid option: -$OPTARG" >&2
+      usage
+      ;;
+    : )
+      echo "Option -$OPTARG requires an argument." >&2
+      usage
+      ;;
+  esac
+done
+
+if [ -z ${SymList}  ] ; then
+    echo "symbols are not specified"
+    usage
+fi
+if [ -z ${Date}  ] ; then
+    echo "date is not specified"
+    usage
+fi
+if [ -z ${OutputDir}  ] ; then
+    OutputDir=.
+fi
+mkdir -p ${OutputDir}
+
+if ! is_business_day ${Date}; then
+   echo "${Date} is not business day"
+   usage
+fi
+
+OLD_IFS=${IFS}
+IFS=","
+read -ra Symbols <<< "${SymList}"
+IFS=${OLD_IFS}
+
+echo "Date=${Date} Symbols=${Symbols[@]} OutputDir=${OutputDir}"
+echo Getting data from ${DataHost} ...
+
+year=$(date -d ${Date} +"%Y")
+for sym in ${Symbols[@]}; do
+    inst_id="STOCK-${sym}"
+    capital=${sym:0:1}
+    SourceDir="${SourceRootDir}/${year}/${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+=" ${SourceHost}:${src_file}"
+        Cmd+=" $OutputDir/"
+        echo ${Cmd}
+        eval ${Cmd}
+    done
+done
+
+Cmd="(cd ${OutputDir} && gunzip *.db.gz)"
+echo ${Cmd}
+eval ${Cmd}
+
+ResultDbFile="${OutputDir}/${Date}.alpaca_sim_md.db"
+echo "Creating Result Database File ${ResultDbFile}"
+sym=${Symbols[0]}
+for db_file in ${OutputDir}/${Date}.${sym}.alpaca_1m_bars.db ${OutputDir}/${Date}.${sym}.alpaca_qat.db ; do
+    Cmd="sqlite3"
+    Cmd+=" ${db_file} .schema"
+    Cmd+=" | sqlite3 ${ResultDbFile}"
+    echo ${Cmd}
+    eval ${Cmd}
+done
+
+set -f # not to expand *
+
+for sym in ${Symbols[@]}; do
+   src_hbar_db=${OutputDir}/${Date}.${sym}.alpaca_1m_bars.db
+   src_qat_db=${OutputDir}/${Date}.${sym}.alpaca_qat.db
+   for srcdb in ${src_hbar_db} ${src_qat_db} ; do
+
+       tables=$(sqlite3 ${srcdb} .tables)
+       for table in $(sqlite3 ${srcdb} .tables) ; do
+           echo "Loading from ${srcdb}.${table} ..."
+           sqlite3  ${ResultDbFile} <<EOF
+ATTACH '${srcdb}' AS source_db;
+BEGIN;
+INSERT INTO ${table} SELECT * FROM source_db.${table};
+COMMIT;
+DETACH source_db;
+EOF
+       done
+       Cmd="rm ${srcdb}"
+       echo ${Cmd}
+       eval ${Cmd}
+   done
+done
+
+echo Done $0 ${*}