186 lines
3.5 KiB
Bash
Executable File
186 lines
3.5 KiB
Bash
Executable File
#!/usr/bin/env bash
|
|
|
|
usage() {
|
|
echo -n "Usage: $0"
|
|
echo -n " [-h <host (homestore*/cloud21)>]"
|
|
echo -n " [-d <YYYYMMDD> (yesterday*)]"
|
|
echo -n " [-s <stocks comma separated>"
|
|
echo -n " [-t <target directory>"
|
|
echo
|
|
exit 1
|
|
}
|
|
|
|
if [[ "$(uname)" == "Darwin" ]]; then
|
|
# macOS
|
|
date='gdate'
|
|
else
|
|
date='date'
|
|
fi
|
|
|
|
# ------------------ Settings
|
|
md_date=""
|
|
host=homestore
|
|
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
|
|
# ------------------ Settings
|
|
|
|
|
|
|
|
is_valid() {
|
|
local inst=$1
|
|
shift
|
|
local valid_instances=("$@")
|
|
|
|
for valid_inst in "${valid_instances[@]}";
|
|
do
|
|
if [[ "$inst" == "$valid_inst" ]]; then
|
|
return 0
|
|
fi
|
|
done
|
|
return 1
|
|
}
|
|
|
|
|
|
while getopts ":h:d:s:t:u" opt; do
|
|
case ${opt} in
|
|
d )
|
|
md_date=$OPTARG
|
|
;;
|
|
h )
|
|
host=$OPTARG
|
|
;;
|
|
s )
|
|
stocks=$OPTARG
|
|
;;
|
|
t )
|
|
TargetDir=$OPTARG
|
|
;;
|
|
u )
|
|
usage
|
|
;;
|
|
\? )
|
|
echo "Invalid option: -$OPTARG" >&2
|
|
usage
|
|
;;
|
|
: )
|
|
echo "Option -$OPTARG requires an argument." >&2
|
|
usage
|
|
;;
|
|
esac
|
|
done
|
|
|
|
if [ "${md_date}" == "" ] ; then
|
|
md_date="yesterday"
|
|
fi
|
|
|
|
echo "$md_date $host $source"
|
|
|
|
valid_hosts=('homestore' 'cloud21')
|
|
if ! is_valid "${host}" "${valid_hosts[@]}" ; then
|
|
echo "Host '${host}' is not valid"
|
|
usage
|
|
fi
|
|
|
|
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')"
|
|
|
|
# ---- temp dir
|
|
echo ${SourceFile}
|
|
tmp_dir=$(mktemp -d)
|
|
|
|
function cleanup {
|
|
cd ${HOME}
|
|
rm -rf ${tmp_dir}
|
|
}
|
|
trap cleanup EXIT
|
|
# ---- temp dir
|
|
|
|
|
|
if [ "${host}" == "cloud21" ] ; then
|
|
SourceHost=cloud21.cvtt.vpn
|
|
SourceUser=cvtt
|
|
SourceRootDir="/opt/store/cvtt/md_archive/equity/alpaca_md"
|
|
elif [ "${host}" == "homestore" ]; then
|
|
SourceHost=homestore.cvtt.vpn
|
|
SourceUser=oleg
|
|
SourceRootDir="/works/cvtt/md_archive/equity/alpaca_md"
|
|
else
|
|
usage
|
|
fi
|
|
|
|
|
|
OLDIFS=$IFS
|
|
IFS=','
|
|
read -ra Stocks <<< "$stocks"
|
|
IFS=$OLDIFS
|
|
|
|
|
|
echo "${SourceHost} ${SourceUser} ${SourceRootDir} ${Stocks[@]}"
|
|
|
|
|
|
function download_file {
|
|
local SourceFilePath=${1}
|
|
|
|
Cmd="rsync"
|
|
Cmd="${Cmd} -ahv"
|
|
if tty -s; then
|
|
Cmd="${Cmd} --progress=info2"
|
|
fi
|
|
Cmd="${Cmd} ${SourceUser}@${SourceHost}:${SourceFilePath} ${tmp_dir}/"
|
|
echo ${Cmd}
|
|
eval ${Cmd}
|
|
|
|
if [[ ! -f ${tmp_dir}/${SourceFileZip} ]] ; then
|
|
echo "File ${SourceUser}@${SourceHost}:${SourceFilePath} is missing. Skipped."
|
|
return
|
|
fi
|
|
|
|
ls -lh ${tmp_dir}
|
|
Cmd="gunzip ${tmp_dir}/${SourceFileZip}"
|
|
echo ${Cmd} && eval ${Cmd}
|
|
|
|
DbFile=${tmp_dir}/${SourceFile}
|
|
touch ${TargetFilePath}
|
|
|
|
|
|
# --- T E M P - for files older than 20240813
|
|
sqlite3 ${DbFile} <<EOF
|
|
DROP INDEX md_1min_bars_idx;
|
|
CREATE UNIQUE INDEX IF NOT EXISTS md_1min_bars_idx on md_1min_bars(tstamp, exchange_id, instrument_id);
|
|
EOF
|
|
# --- T E M P
|
|
|
|
Cmd="sqlite3 ${DbFile} \".dump\" | sqlite3 ${TargetFilePath}"
|
|
echo ${Cmd}
|
|
eval ${Cmd}
|
|
|
|
}
|
|
|
|
echo "Loading files"
|
|
for stock in "${Stocks[@]}"; do
|
|
StockLetter="${stock:0:1}"
|
|
SourceFile=$(${date} -d ${md_date} "+%Y%m%d.${stock}.1min.db")
|
|
|
|
SourceFileZip="${SourceFile}.gz"
|
|
SourceFilePath=$(${date} -d ${md_date} "+${SourceRootDir}/${StockLetter}/${stock}/%Y/${SourceFileZip}")
|
|
echo ${SourceFilePath}
|
|
|
|
download_file ${SourceFilePath}
|
|
done
|
|
|
|
if [ -f ${TargetFilePath} ]; then
|
|
chmod 600
|
|
ls -lh ${TargetFilePath}
|
|
fi
|
|
|
|
# mkdir -p /tmp/aaa
|
|
# cp -r ${tmp_dir}/* /tmp/aaa/
|