eqt sim data to dated target directory - fix

VERSION

@@ -1 +1 @@
-2.1.6,docker prepare sim - crypto - progress 
+2.2.8

docker/market_data/_DEPRECATED_/crypto_md_day.sh

@@ -1,44 +0,0 @@
-#!/bin/bash
-usage() {
-    echo "Usage: ${0} <docker_image_tag> <host> [<date>]"
-    exit 1
-}
-
-# ------- Settings
-DockerRegistry=cloud21.cvtt.vpn:5500
-# ------- Settings
-
-ImageTag=${1}
-host=${2}
-date=${3}
-
-if [ -z ${ImageTag} ] ; then
-    usage
-fi
-
-if [ -z ${host} ] ; then
-    usage
-fi
-
-if [ -z ${date} ] ; then
-    date=$(date -d "yesterday" +%Y%m%d)
-fi
-
-DockerImage=${DockerRegistry}/crypto_md_day:${ImageTag}
-
-
-Cmd="docker run"
-Cmd+=" --pull=always"
-Cmd+=" --network=host"
-Cmd+=" --name=crypto_md_day.${host}.${date}"
-Cmd+=" --rm"
-Cmd+=" --volume=${HOME}/.creds:/.creds"
-Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
-Cmd+=" ${DockerImage}"
-Cmd+=" -h ${host}"
-Cmd+=" -d ${date}"
-# Cmd+=" -s coinbase,bnbspot,bnbfut"
-Cmd+=" -s coinbase,bnbspot"
-
-echo $Cmd
-eval $Cmd

docker/market_data/_DEPRECATED_/recorder/md_recorder.sh

@@ -1,66 +0,0 @@
-#!/bin/bash
-
-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[@]})> [image_tag]"
-  exit 1
-}
-
-is_valid() {
-  local job=$1
-  for valid_job in "${ValidJobs[@]}";
-  do
-    # echo "job=$job valid_job=$valid_job"
-    if [[ "${job}" == "${valid_job}" ]]; then
-      return 0
-    fi
-  done
-  return 1
-}
-
-is_container_running() {
-    local container_name=$1
-
-    if [ "$(docker ps --filter "name=^/${container_name}$" --filter "status=running" -q)" ]; then
-        return 0  # true
-    else
-        return 1  # false
-    fi
-}
-
-
-job=${1}
-if  ! is_valid "${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
-    echo "Container ${ContainerName} is already running. Aborted."
-    exit
-fi
-
-
-Cmd="docker run"
-Cmd+=" -d"
-Cmd+=" --rm"
-Cmd+=" --network=host"
-# Cmd+=" --pull=always"
-Cmd+=" --name=${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}

docker/market_data/_DEPRECATED_/recorder/md_recorder_monitor.sh

@@ -1,60 +0,0 @@
-#!/bin/bash
-
-usage() {
-  echo "Usage: $0 <instance (CLD21,CVTTDATA)> [<admin_port (def. 7225)>]"
-  exit 1
-}
-
-ValidInstances=('CLD21' 'CVTTDATA')
-is_valid() {
-  local inst=$1
-  for valid_inst in "${ValidInstances[@]}";
-  do
-    if [[ "$inst" == "$valid_inst" ]]; then
-      return 0
-    fi
-  done
-  return 1
-}
-
-is_container_running() {
-    local container_name=$1
-
-    if [ "$(docker ps --filter "name=^/${container_name}$" --filter "status=running" -q)" ]; then
-        return 0  # true
-    else
-        return 1  # false
-    fi
-}
-
-Instance=${1}
-if ! is_valid "${Instance}"; then
-    usage
-fi
-
-AdminPort=7225
-if [ "${2}" != "" ]; then
-    AdminPort=${2}
-fi
-
-ContainerName="md_recorder_monitor.${Instance}"
-
-if is_container_running "$ContainerName"; then
-    echo "Container ${ContainerName} is already running. Aborted."
-    exit
-fi
-
-Cmd="docker run"
-Cmd+=" -d"
-Cmd+=" --rm"
-Cmd+=" --network=host"
-Cmd+=" --pull=always"
-Cmd+=" --name=${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}

docker/market_data/hist/load_alpaca_hbar.sh

@@ -1,113 +0,0 @@
-#!/bin/bash
-
-usage() {
-  echo "Usage: $0  -N <num_symbols> [-L <LogDir>] [-d <YYYYMMDD Date>] [-t <docker_image_tag>]"
-  exit 1
-}
-
-is_container_running() {
-    local container_name=$1
-
-    if [ "$(docker ps --filter "name=^/${container_name}$" --filter "status=running" -q)" ]; then
-        return 0  # true
-    else
-        return 1  # false
-    fi
-}
-
-export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
-
-is_business_day() {
-    dt=${1}
-
-    open_time=$(curl -s "${CalendarURL}&start=${dt}&end=${dt}" | jq '.[] | .open_time')
-    if [ -n  "${open_time}" ]; then
-        return 0
-    else
-        return 1
-    fi
-
-}
-export -f is_business_day
-
-get_prev_business_day() {
-    Start=${1}
-    while true; do
-        if is_business_day ${Start}; then
-            break
-        fi
-        echo "${Start} is not business day in US" >&2
-        Start=$(date -d "${Start} - 1 day" "+%Y-%m-%d")
-    done
-    echo ${Start}
-}
-export -f get_prev_business_day
-
-# ----- Settings
-DockerRegistry=cloud21.cvtt.vpn:5500
-ContainerName=alpaca_hbar
-LogDir=/home/cvtt/prod/logs
-ImageTag=0.1.7
-# ----- Settings
-
-while getopts ":d:N:L:t:" opt; do
-  case ${opt} in
-    d )
-      date_to_load=$OPTARG
-      ;;
-    N )
-      NumSymbols=$OPTARG
-      ;;
-    L )
-      LogDir=$OPTARG
-      ;;
-    t )
-      ImageTag=$OPTARG
-      ;;
-    \? )
-      echo "Invalid option: -$OPTARG" >&2
-      usage
-      ;;
-    : )
-      echo "Option -$OPTARG requires an argument." >&2
-      usage
-      ;;
-  esac
-done
-
-DockerImage=${DockerRegistry}/alpaca_hbar:${ImageTag} #:latest
-
-
-if is_container_running "$ContainerName"; then
-    echo "Container ${ContainerName} is already running."
-    exit 3
-fi
-
-if [ -z "${date_to_load}" ]; then
-    echo "date_to_load is empty"
-    date_to_load=$(get_prev_business_day $(date  -d "yesterday" '+%Y-%m-%d'))
-    echo "Historical Data for ${date_to_load}"
-fi
-
-echo "date_to_load=${date_to_load}"
-
-Cmd="docker run"
-Cmd+=" --pull=always"
-Cmd+=" --network=host"
-Cmd+=" --name=${ContainerName}"
-Cmd+=" --rm"
-Cmd+=" --volume=${LogDir}:/logs"
-Cmd+=" --volume=${HOME}/.creds:/.creds"
-Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
-Cmd+=" ${DockerImage}"
-Cmd+=" -d ${date_to_load}"
-if [ -n "${NumSymbols}" ]; then
-    Cmd+=" -N ${NumSymbols}"
-fi
-
-echo $Cmd
-eval $Cmd
-
-if [ "$?" != "0" ] ; then
-    exit 1 # if killed we do not save last day
-fi

docker/market_data/hist/load_alpaca_qat.sh

@@ -1,115 +0,0 @@
-#!/bin/bash
-
-usage() {
-  echo "Usage: $0  -S <symbols> [-L <LogDir>] [-d <YYYYMMDD Date>] [-t <docker_image_tag>]"
-  exit 1
-}
-
-is_container_running() {
-    local container_name=$1
-
-    if [ "$(docker ps --filter "name=^/${container_name}$" --filter "status=running" -q)" ]; then
-        return 0  # true
-    else
-        return 1  # false
-    fi
-}
-
-export CalendarURL=https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS
-
-is_business_day() {
-    dt=${1}
-
-    open_time=$(curl -s "${CalendarURL}&start=${dt}&end=${dt}" | jq '.[] | .open_time')
-    if [ -n  "${open_time}" ]; then
-        return 0
-    else
-        return 1
-    fi
-
-}
-export -f is_business_day
-
-get_prev_business_day() {
-    Start=${1}
-    while true; do
-        if is_business_day ${Start}; then
-            break
-        fi
-        echo "${Start} is not business day in US" >&2
-        Start=$(date -d "${Start} - 1 day" "+%Y-%m-%d")
-    done
-    echo ${Start}
-}
-export -f get_prev_business_day
-
-# ----- Settings
-DockerRegistry=cloud21.cvtt.vpn:5500
-ContainerName=alpaca_qat
-LogDir=/home/cvtt/prod/logs
-ImageTag=0.1.7
-# ----- Settings
-
-while getopts ":d:S:L:t:" opt; do
-  case ${opt} in
-    d )
-      date_to_load=$OPTARG
-      ;;
-    S )
-      Symbols=$OPTARG
-      ;;
-    L )
-      LogDir=$OPTARG
-      ;;
-    t )
-      ImageTag=$OPTARG
-      ;;
-    \? )
-      echo "Invalid option: -$OPTARG" >&2
-      usage
-      ;;
-    : )
-      echo "Option -$OPTARG requires an argument." >&2
-      usage
-      ;;
-  esac
-done
-
-if [ -z ${Symbols}  ] ; then
-    echo "symbols are not specified"
-    usage
-fi
-
-if is_container_running "$ContainerName"; then
-    echo "Container ${ContainerName} is already running."
-    exit 3
-fi
-
-DockerImage=${DockerRegistry}/alpaca_qat:${ImageTag} #:latest
-
-if [ -z "${date_to_load}" ]; then
-    echo "date_to_load is empty"
-    date_to_load=$(get_prev_business_day $(date  -d "yesterday" '+%Y-%m-%d'))
-    echo "Historical Data for ${date_to_load}"
-fi
-
-echo "date_to_load=${date_to_load}"
-
-Cmd="docker run"
-Cmd+=" --pull=always"
-Cmd+=" --network=host"
-Cmd+=" --name=${ContainerName}"
-Cmd+=" --rm"
-Cmd+=" --volume=${LogDir}:/logs"
-Cmd+=" --volume=${HOME}/.creds:/.creds"
-Cmd+=" -e CONFIG_SERVICE=cloud16.cvtt.vpn:6789"
-Cmd+=" ${DockerImage}"
-Cmd+=" -d ${date_to_load}"
-Cmd+=" -S ${Symbols}"
-
-echo $Cmd
-eval $Cmd
-
-if [ "$?" != "0" ] ; then
-    exit 1 # if killed we do not save last day
-fi

scripts/mkt_data/sim_prepare/prepare_crypto_simdata.sh

@@ -24,15 +24,20 @@ mkdir -p ${OUTPUT_DIR}
 year=$(date -d ${DATE} +"%Y")
 month=$(date -d ${DATE} +"%m")
 SourceDir="${SOURCE_ROOT_DIR}/${DB_SOURCE}/${year}/${month}"
-SourceFile="${SourceDir}/${DATE}.mktdata.db.gz"
+SourceFile="${DATE}.mktdata.db.gz"
+SourceFilePath="${SourceDir}/${SourceFile}"
 
-Cmd="rsync -ahv"
+Cmd="/usr/bin/rsync -ahv"
 Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
-Cmd+=" ${SOURCE_HOST}:${SourceFile}"
+Cmd+=" ${SOURCE_HOST}:${SourceFilePath}"
 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}
@@ -227,7 +232,10 @@ echo ${Cmd}
 eval ${Cmd}
 
 for tgt in ${RSYNC_TARGETS} ; do 
-    Cmd="rsync -ahvv ${ResultDbFile}.gz ${tgt}"
+    tgt="${tgt}/${year}/${month}/"
+    Cmd="/usr/bin/rsync -ahv"
+    Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
+    Cmd+=" ${ResultDbFile}.gz ${tgt}"
     echo ${Cmd}
     eval ${Cmd}
 done 

scripts/mkt_data/sim_prepare/prepare_eqt_simdata.sh

@@ -1,23 +1,27 @@
 #!/bin/bash
 
-usage() {
-  echo "Usage: $0  -S <symbols> -d <YYYYMMDD Date> [-O <output dir (./) >]"
-  exit 1
-}
-
 # --------------------- Settings
-SourceHost=cloud21.cvtt.vpn
+# SOURCE_HOST=cloud21.cvtt.vpn
-SourceRootDir=/opt/store/cvtt/md_archive/equity/alpaca_md
+# 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
@@ -27,79 +31,54 @@ is_business_day() {
 }
 export -f is_business_day
 
-
+if [ -z ${SYMBOL_LIST}  ] ; then
-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
+    exit
 fi
-if [ -z ${Date}  ] ; then
+if [ -z ${DATE}  ] ; then
-    echo "date is not specified"
+    DATE=$(date -d 'yesterday' +'%Y%m%d')
-    usage
 fi
-if [ -z ${OutputDir}  ] ; then
-    OutputDir=.
-fi
-mkdir -p ${OutputDir}
 
-if ! is_business_day ${Date}; then
+mkdir -p ${OUTPUT_DIR}
-   echo "${Date} is not business day"
+
-   usage
+if ! is_business_day ${DATE}; then
+   echo "${DATE} is not business day"
+   exit
 fi
 
 OLD_IFS=${IFS}
 IFS=","
-read -ra Symbols <<< "${SymList}"
+read -ra Symbols <<< "${SYMBOL_LIST}"
 IFS=${OLD_IFS}
 
-echo "Date=${Date} Symbols=${Symbols[@]} OutputDir=${OutputDir}"
+echo "DATE=${DATE} Symbols=${Symbols[@]} OUTPUT_DIR=${OUTPUT_DIR}"
 echo Getting data from ${DataHost} ...
 
-year=$(date -d ${Date} +"%Y")
+year=$(date -d ${DATE} +"%Y")
+month=$(date -d ${DATE} +"%m")
+
 for sym in ${Symbols[@]}; do
     inst_id="STOCK-${sym}"
     capital=${sym:0:1}
-    SourceDir="${SourceRootDir}/${year}/${capital}/${sym}"
+    SourceDir="${SOURCE_ROOT_DIR}/${year}/${capital}/${sym}"
-    SourceHbarFile="${SourceDir}/${Date}.${sym}.alpaca_1m_bars.db.gz"
+    SourceHbarFile="${SourceDir}/${DATE}.${sym}.alpaca_1m_bars.db.gz"
-    SourceQatFile="${SourceDir}/${Date}.${sym}.alpaca_qat.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+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
-        Cmd+=" $OutputDir/"
+        Cmd+=" ${SOURCE_HOST}:${src_file}"
+        Cmd+=" $OUTPUT_DIR/"
         echo ${Cmd}
         eval ${Cmd}
     done
 done
 
-Cmd="(cd ${OutputDir} && gunzip *.db.gz)"
+Cmd="(cd ${OUTPUT_DIR} && gunzip *.db.gz)"
 echo ${Cmd}
 eval ${Cmd}
 
-ResultDbFile="${OutputDir}/${Date}.alpaca_sim_md.db"
+ResultDbFile="${OUTPUT_DIR}/${DATE}.alpaca_sim_md.db"
-echo "Creating Result Database File ${ResultDbFile}"
-
 echo "Creating Result Database File ${ResultDbFile}"
 
 echo "Creating table md_trades ..."
@@ -163,8 +142,8 @@ EOF
 # set -f # not to expand *
 
 for sym in ${Symbols[@]}; do
-   src_hbar_db=${OutputDir}/${Date}.${sym}.alpaca_1m_bars.db
+   src_hbar_db=${OUTPUT_DIR}/${DATE}.${sym}.alpaca_1m_bars.db
-   src_qat_db=${OutputDir}/${Date}.${sym}.alpaca_qat.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
@@ -233,16 +212,12 @@ Cmd="gzip ${ResultDbFile}"
 echo ${Cmd}
 eval ${Cmd}
 
-Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/alpaca_md/sim/"
+for tgt in ${RSYNC_TARGETS} ; do 
-echo ${Cmd}
+    Cmd="/usr/bin/rsync -ahv"
-eval ${Cmd}
+    Cmd+=" -e 'ssh -o StrictHostKeyChecking=no -o UserKnownHostsFile=/dev/null'"
-
+    Cmd+=" ${ResultDbFile}.gz ${tgt}/${year}/${month}/"
-Cmd="rsync -ahvv ${ResultDbFile}.gz cvtt@cloud21.cvtt.vpn:/opt/store/cvtt/md_archive/equity/alpaca_md/sim/"
+    echo ${Cmd}
-echo ${Cmd}
+    eval ${Cmd}
-eval ${Cmd}
+done 
-
-Cmd="rm ${ResultDbFile}.gz"
-echo ${Cmd}
-eval ${Cmd}
 
 echo Done $0 ${*}