Compare commits
7 Commits
| Author | SHA1 | Date | |
|---|---|---|---|
| 7f47905579 | |||
| 08636b2206 | |||
| 3b1a1fc9ba | |||
| 19c7313326 | |||
| e23ddd5e44 | |||
| 9bb868845f | |||
| aced5b23e0 |
@@ -1 +1 @@
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2.1.4,docker prepare sim - crypto
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2.2.2.T,docker prepare sim - eqt - fix
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@@ -1,11 +1,12 @@
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#!/bin/bash
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# --------------------- Settings
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SOURCE_HOST=cloud21.cvtt.vpn
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SOURCE_ROOT_DIR=/opt/store/cvtt/md_archive/crypto
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DB_SOURCE=cloud28
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OUTPUT_DIR=/tmp
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DATE=20250516
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# SOURCE_HOST=cloud21.cvtt.vpn
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# SOURCE_ROOT_DIR=/opt/store/cvtt/md_archive/crypto
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# DB_SOURCE=cloud28
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# OUTPUT_DIR=/tmp
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# DATE=20250516
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# RSYNC_TARGETS="cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/crypto/sim/ cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/crypto/sim/"
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# --------------------- Settings
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if [ -z ${DATE} ] ; then
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@@ -23,15 +24,20 @@ mkdir -p ${OUTPUT_DIR}
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year=$(date -d ${DATE} +"%Y")
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month=$(date -d ${DATE} +"%m")
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SourceDir="${SOURCE_ROOT_DIR}/${DB_SOURCE}/${year}/${month}"
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SourceFile="${SourceDir}/${DATE}.mktdata.db.gz"
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SourceFile="${DATE}.mktdata.db.gz"
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SourceFilePath="${SourceDir}/${SourceFile}"
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Cmd="rsync -ahv"
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Cmd="/usr/bin/rsync -ahv"
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Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
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Cmd+=" ${SOURCE_HOST}:${SourceFile}"
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Cmd+=" ${SOURCE_HOST}:${SourceFilePath}"
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Cmd+=" $OUTPUT_DIR/"
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echo ${Cmd}
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eval ${Cmd}
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if [ ! -f ${OUTPUT_DIR}/${SourceFile} ] ; then
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echo "File ${OUTPUT_DIR}/${SourceFile} NOT FOUND"
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exit
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fi
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Cmd="(cd ${OUTPUT_DIR} && gunzip -f *.db.gz)"
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echo ${Cmd}
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eval ${Cmd}
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@@ -221,22 +227,16 @@ COMMIT;
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DETACH source_db;
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EOF
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exit
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Cmd="gzip ${ResultDbFile}"
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echo ${Cmd}
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eval ${Cmd}
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Cmd="rsync -ahvv ${ResultDbFile}.gz "
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echo ${Cmd}
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eval ${Cmd}
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Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/crypto/sim/"
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echo ${Cmd}
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eval ${Cmd}
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Cmd="rm ${ResultDbFile}.gz"
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for tgt in ${RSYNC_TARGETS} ; do
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Cmd="/usr/bin/rsync -ahv"
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Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
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Cmd+=" ${ResultDbFile}.gz ${tgt}"
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echo ${Cmd}
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eval ${Cmd}
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done
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echo Done $0 ${*}
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@@ -1,13 +1,16 @@
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#!/bin/bash
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usage() {
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echo "Usage: $0 -S <symbols> -d <YYYYMMDD Date> [-O <output dir (./) >]"
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exit 1
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}
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# --------------------- Settings
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SourceHost=cloud21.cvtt.vpn
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SourceRootDir=/opt/store/cvtt/md_archive/equity/alpaca_md
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SOURCE_HOST=cloud21.cvtt.vpn
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SOURCE_ROOT_DIR=/opt/store/cvtt/md_archive/equity/alpaca_md
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SYMBOL_LIST=CAN #,COIN,GBTC,HOOD,MSTR,PYPL,XYZ
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OUTPUT_DIR=/tmp
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DATE=20250514
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RSYNC_TARGETS="cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/test/alpaca_md/sim/"
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# RSYNC_TARGETS="cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/alpaca_md/sim/
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#cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity/alpaca_md/sim/"
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# --------------------- Settings
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# --------------------- Settings
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@@ -17,7 +20,10 @@ is_business_day() {
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CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
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URL="${CalendarURL}&start=${date}&end=${date}"
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echo "URL=${URL}"
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open_time=$(curl -s "${URL}" | jq '.[] | .open_time')
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echo "open_time=${open_time}"
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if [ -n "${open_time}" ]; then
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return 0
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else
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@@ -27,79 +33,51 @@ is_business_day() {
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}
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export -f is_business_day
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while getopts ":d:S:O:" opt; do
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case ${opt} in
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d )
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Date=$OPTARG
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;;
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S )
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SymList=$OPTARG
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;;
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O )
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OutputDir=$OPTARG
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;;
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\? )
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echo "Invalid option: -$OPTARG" >&2
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usage
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;;
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: )
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echo "Option -$OPTARG requires an argument." >&2
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usage
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;;
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esac
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done
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if [ -z ${SymList} ] ; then
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if [ -z ${SYMBOL_LIST} ] ; then
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echo "symbols are not specified"
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usage
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exit
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fi
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if [ -z ${Date} ] ; then
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echo "date is not specified"
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usage
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if [ -z ${DATE} ] ; then
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DATE=$(date -d 'yesterday' +'%Y%m%d')
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fi
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if [ -z ${OutputDir} ] ; then
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OutputDir=.
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fi
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mkdir -p ${OutputDir}
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if ! is_business_day ${Date}; then
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echo "${Date} is not business day"
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usage
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mkdir -p ${OUTPUT_DIR}
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if ! is_business_day ${DATE}; then
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echo "${DATE} is not business day"
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exit
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fi
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OLD_IFS=${IFS}
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IFS=","
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read -ra Symbols <<< "${SymList}"
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read -ra Symbols <<< "${SYMBOL_LIST}"
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IFS=${OLD_IFS}
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echo "Date=${Date} Symbols=${Symbols[@]} OutputDir=${OutputDir}"
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echo "DATE=${DATE} Symbols=${Symbols[@]} OUTPUT_DIR=${OUTPUT_DIR}"
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echo Getting data from ${DataHost} ...
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year=$(date -d ${Date} +"%Y")
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year=$(date -d ${DATE} +"%Y")
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for sym in ${Symbols[@]}; do
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inst_id="STOCK-${sym}"
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capital=${sym:0:1}
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SourceDir="${SourceRootDir}/${year}/${capital}/${sym}"
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SourceHbarFile="${SourceDir}/${Date}.${sym}.alpaca_1m_bars.db.gz"
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SourceQatFile="${SourceDir}/${Date}.${sym}.alpaca_qat.db.gz"
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SourceDir="${SOURCE_ROOT_DIR}/${year}/${capital}/${sym}"
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SourceHbarFile="${SourceDir}/${DATE}.${sym}.alpaca_1m_bars.db.gz"
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SourceQatFile="${SourceDir}/${DATE}.${sym}.alpaca_qat.db.gz"
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for src_file in ${SourceHbarFile} ${SourceQatFile}; do
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Cmd="rsync -ahv"
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Cmd+=" ${SourceHost}:${src_file}"
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Cmd+=" $OutputDir/"
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Cmd+=" ${SOURCE_HOST}:${src_file}"
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Cmd+=" $OUTPUT_DIR/"
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echo ${Cmd}
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eval ${Cmd}
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done
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done
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Cmd="(cd ${OutputDir} && gunzip *.db.gz)"
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Cmd="(cd ${OUTPUT_DIR} && gunzip *.db.gz)"
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echo ${Cmd}
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eval ${Cmd}
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ResultDbFile="${OutputDir}/${Date}.alpaca_sim_md.db"
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echo "Creating Result Database File ${ResultDbFile}"
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ResultDbFile="${OUTPUT_DIR}/${DATE}.alpaca_sim_md.db"
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echo "Creating Result Database File ${ResultDbFile}"
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echo "Creating table md_trades ..."
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@@ -163,8 +141,8 @@ EOF
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# set -f # not to expand *
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for sym in ${Symbols[@]}; do
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src_hbar_db=${OutputDir}/${Date}.${sym}.alpaca_1m_bars.db
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src_qat_db=${OutputDir}/${Date}.${sym}.alpaca_qat.db
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src_hbar_db=${OUTPUT_DIR}/${DATE}.${sym}.alpaca_1m_bars.db
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src_qat_db=${OUTPUT_DIR}/${DATE}.${sym}.alpaca_qat.db
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echo "Loading md_trades and md_quotes from ${src_qat_db} ..."
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sqlite3 ${ResultDbFile} <<EOF
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@@ -233,16 +211,12 @@ Cmd="gzip ${ResultDbFile}"
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echo ${Cmd}
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eval ${Cmd}
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Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/alpaca_md/sim/"
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echo ${Cmd}
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eval ${Cmd}
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Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity/alpaca_md/sim/"
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echo ${Cmd}
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eval ${Cmd}
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Cmd="rm ${ResultDbFile}.gz"
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for tgt in ${RSYNC_TARGETS} ; do
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Cmd="/usr/bin/rsync -ahv"
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Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
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Cmd+=" ${ResultDbFile}.gz ${tgt}"
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echo ${Cmd}
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eval ${Cmd}
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done
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echo Done $0 ${*}
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