99 lines
2.3 KiB
Bash
Executable File
99 lines
2.3 KiB
Bash
Executable File
#!/bin/bash
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Start=${1}
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End=${2}
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NumJobs=${3}
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export CalendarURL=http://cloud16.cvtt.vpn:8000/api/v1/markets/hours?mic=XNYS
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is_business_day() {
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dt=${1}
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open_time=$(curl -s "${CalendarURL}&start=${dt}&end=${dt}" | jq '.[] | .open_time')
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if [ -n "${open_time}" ]; then
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return 0
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else
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return 1
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fi
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}
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export -f is_business_day
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if [ "${Start}" == "" ] ; then
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Start=$(date -d "yesterday" "+%Y-%m-%d")
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fi
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if ! is_business_day ${Start}; then
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echo "${Start} is not business day in US"
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exit
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fi
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if [ "${End}" == "" ] ; then
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End=$(date -d "${Start} + 1 day" "+%Y-%m-%d")
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fi
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if [ "${NumJobs}" == "" ] ; then
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NumJobs=25
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fi
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echo "Start=${Start} End=${End} NumJobs=${NumJobs}"
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export PYTHONPATH=/home/cvtt/prod
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export Python=/home/cvtt/.pyenv/python3.10-venv/bin/python3
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export PyScript=/home/cvtt/prod/cvttpy/exchanges/alpaca/hist_mkt_data.py
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export OutputDir=/home/cvtt/alpaca_md
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export Config=http://cloud16.cvtt.vpn:6789/apps/minimal_md
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export LogDir=/home/cvtt/prod/logs/alpaca_md
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mkdir -p ${LogDir}
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run_proc() {
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Inst=${1}
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Start=${2}
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End=${3}
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echo "Running for $Inst"
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Cmd="${Python} ${PyScript}"
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Cmd="${Cmd} --config=${Config}"
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Cmd="${Cmd} --output_dir=${OutputDir}"
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Cmd="${Cmd} --instruments=ALPACA:${Inst}"
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Cmd="${Cmd} --start=${Start}"
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if [ "${End}" != "" ]; then
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Cmd="${Cmd} --end=${End}"
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fi
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Cmd="${Cmd} --log_file=${LogDir}/${Start}.${Inst}.log"
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echo ${Cmd}
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eval ${Cmd}
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}
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export -f run_proc
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key=$(jq -r '.["ALPACA_SANDBOX"] | .api_key' ~/.creds)
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secret=$(jq -r '.["ALPACA_SANDBOX"] | .secret_key' ~/.creds)
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Cmd="curl -s --request GET --url 'https://paper-api.alpaca.markets/v2/assets?status=active'"
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Cmd="${Cmd} --header 'APCA-API-KEY-ID: ${key}'"
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Cmd="${Cmd} --header 'APCA-API-SECRET-KEY: ${secret}'"
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Cmd="${Cmd} --header 'accept: application/json'"
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Cmd="${Cmd} | jq '.[] | select(.class == \"us_equity\" and .exchange != \"OTC\") | .symbol'"
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Cmd="${Cmd} | sed 's/\"//g'"
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Cmd="${Cmd} | sed 's/^/STOCK-/'"
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# split string into array
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Instruments=()
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for Inst in $(eval ${Cmd})
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do
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Instruments+=("$Inst")
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done
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slice_size=100 # 10K symbols parallel cannot handle
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for ((ii=0; ii <${#Instruments[@]}; ii+=slice_size)); do
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InstSlice=("${Instruments[@]:ii:slice_size}")
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parallel -j ${NumJobs} run_proc {} ${Start} ${End} ::: "${InstSlice[@]}"
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done
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