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Cryptoval Trading Technologies 2026-01-06 15:08:38 +00:00
parent 792b07c4bc
commit 0f34dd7827
6 changed files with 77 additions and 65 deletions
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23
healthcheck/md/crypto_missing_dates.sh
View File

@ -1,11 +1,5 @@
#!/bin/bash
SourceHost=${1}
if [ "${SourceHost}" == "" ]; then
echo "Usage: ${0} <source_host>"
exit 1
fi
function_file=$(realpath $(dirname $0))/get_retrofit_dates.sh
source ${function_file}
@ -15,8 +9,23 @@ Source=cvtt@${MD_HOST:-cloud21.cvtt.vpn}
FileGlob=${FILE_GLOB:-${DEFAULT_FGLOB}}
BackDaysCount=${BACKDAYS_COUNT:-30}
for SourceHost in cloud28 cloud29; do
echo "============= ${SourceHost}"
Cmd="get_retrofit_dates ${Source} /works/cvtt/md_archive/crypto/${SourceHost} ${FileGlob} ${BackDaysCount}"
echo $Cmd
Cmd="get_retrofit_dates ${Source} /works/cvtt/md_archive/crypto/${SourceHost} ${FileGlob} ${BackDaysCount}"
DATES=$($Cmd)
for dt in ${DATES}; do
echo $dt
done
done
DEFAULT_FGLOB=*.crypto_sim_md.db.gz
FileGlob=${FILE_GLOB:-${DEFAULT_FGLOB}}
echo "============= sim"
Cmd="get_retrofit_dates ${Source} /works/cvtt/md_archive/crypto/sim ${FileGlob} ${BackDaysCount}"
echo $Cmd
DATES=$($Cmd)

22
healthcheck/md/crypto_sim_missing_dates.sh
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@ -1,22 +0,0 @@
#!/bin/bash
# DAILY_SIM_CRYPTO_DATE=20250725 /usr/bin/docker compose -f /works/docker/daily_mktdata/docker-compose.yml up daily_sim_crypto
#
#
source $(realpath $(dirname $0))/get_retrofit_dates.sh
DEFAULT_FGLOB=*.crypto_sim_md.db.gz
Source=cvtt@${MD_HOST:-cloud21.cvtt.vpn}
FileGlob=${FILE_GLOB:-${DEFAULT_FGLOB}}
BackDaysCount=${BACKDAYS_COUNT:-30}
Cmd="get_retrofit_dates ${Source} /works/cvtt/md_archive/crypto/sim ${FileGlob} ${BackDaysCount}"
echo $Cmd
DATES=$($Cmd)
for dt in ${DATES}; do
echo $dt
done

24
healthcheck/md/equity_missing_dates.sh
View File

@ -11,6 +11,7 @@ Source=cvtt@${MD_HOST:-cloud21.cvtt.vpn}
FileGlob=${FILE_GLOB:-${DEFAULT_FGLOB}}
BackDaysCount=${BACKDAYS_COUNT:-50}
echo "======================= Alpaca MD"
Cmd="get_equity_retrofit_dates ${Source} /works/cvtt/md_archive/equity/alpaca_md/2025/N/NVDA ${FileGlob} ${BackDaysCount}"
echo $Cmd
@ -19,3 +20,26 @@ DATES=$($Cmd)
for dt in ${DATES}; do
echo $dt
done
# ======================================
DEFAULT_FGLOB=*.alpaca_sim_md.db.gz
FileGlob=${FILE_GLOB:-${DEFAULT_FGLOB}}
echo "======================= sim"
Cmd="get_retrofit_dates ${Source} /works/cvtt/md_archive/equity/alpaca_md/sim ${FileGlob} ${BackDaysCount}"
echo $Cmd
DATES=$($Cmd)
for dt in ${DATES}; do
weekday=$(date -d "$dt" +%u)
(( weekday >= 6 )) && continue
is_equity_business_date "$dt"
rc=$?
if (( rc != 0 )); then
continue
fi
fdt=$(date -d "$dt" +%Y-%m-%d 2>/dev/null)
echo $fdt
done

25
healthcheck/md/equity_sim_missing_dates.sh
View File

@ -1,25 +0,0 @@
#!/bin/bash
#
# DAILY_SIM_EQUITY_DATE=20250723 /usr/bin/docker compose -f /works/docker/daily_mktdata/docker-compose.yml up daily_sim_equity
#
source $(realpath $(dirname $0))/get_retrofit_dates.sh
DEFAULT_FGLOB=*.alpaca_sim_md.db.gz
Source=cvtt@${MD_HOST:-cloud21.cvtt.vpn}
FileGlob=${FILE_GLOB:-${DEFAULT_FGLOB}}
BackDaysCount=${BACKDAYS_COUNT:-50}
Cmd="get_retrofit_dates ${Source} /works/cvtt/md_archive/equity/alpaca_md/sim ${FileGlob} ${BackDaysCount}"
echo $Cmd
DATES=$($Cmd)
for dt in ${DATES}; do
weekday=$(date -d "$dt" +%u)
(( weekday >= 6 )) && continue
fdt=$(date -d "$dt" +%Y-%m-%d 2>/dev/null)
echo $fdt
done

31
healthcheck/md/get_retrofit_dates.sh
View File

@ -61,6 +61,30 @@ get_retrofit_dates() {
printf '%s\n' "${missing_dates[@]}"
}
is_equity_business_date() {
local ymd=${1:-}
if [[ ! "$ymd" =~ ^[0-9]{8}$ ]]; then
echo "is_equity_business_date: expected YYYYMMDD, got \"$ymd\"" >&2
return 2
fi
local iso_date="${ymd:0:4}-${ymd:4:2}-${ymd:6:2}"
local url="https://trading-calendar.cvtt.net/api/v1/markets/hours?mic=XNYS&start=${iso_date}&end=${iso_date}"
local response
if ! response=$(curl -fsS "$url" 2>/dev/null); then
echo "is_equity_business_date: failed to query trading calendar API" >&2
return 1
fi
if [[ "$response" =~ \[\s*\] ]]; then
return 1
fi
return 0
}
get_equity_retrofit_dates() {
local host=${1:-}
local root_dir=${2:-}
@ -107,10 +131,15 @@ get_equity_retrofit_dates() {
fi
local -a missing_dates=()
local idx dt tmp
local idx dt tmp rc
for (( idx = ${#target_dates[@]} - 1; idx >= 0; idx-- )); do
dt=${target_dates[$idx]}
[[ -n "${existing_dates[$dt]:-}" ]] && continue
is_equity_business_date "$dt"
rc=$?
if (( rc != 0 )); then
continue
fi
if ! tmp=$(date -d "$dt" +%Y-%m-%d 2>/dev/null); then
echo "invalid date \"$dt\"" >&2
return 1

15
healthcheck/md/md_checklist.sh
View File

@ -31,12 +31,8 @@ run_crypto_checklist() {
declare -A Commands
Commands=(
["crypto:missing-dates:hs01:cloud28"]="MD_HOST=hs01.cvtt.vpn ${SDir}/crypto_missing_dates.sh cloud28"
["crypto:missing-dates:hs01:cloud29"]="MD_HOST=hs01.cvtt.vpn ${SDir}/crypto_missing_dates.sh cloud29"
["crypto:missing-dates:hs01:sim"]="MD_HOST=hs01.cvtt.vpn ${SDir}/crypto_sim_missing_dates.sh"
["crypto:missing-dates:cloud21:cloud28"]="${SDir}/crypto_missing_dates.sh cloud28"
["crypto:missing-dates:cloud21:cloud29"]="${SDir}/crypto_missing_dates.sh cloud29"
["crypto:missing-dates:cloud21:sim"]="${SDir}/crypto_sim_missing_dates.sh"
["crypto:missing-dates:cloud21"]="MD_HOST=cloud21.cvtt.vpn ${SDir}/crypto_missing_dates.sh"
["crypto:missing-dates:hs01"]="MD_HOST=hs01.cvtt.vpn ${SDir}/crypto_missing_dates.sh"
)
for name in $(printf "%s\n" "${!Commands[@]}" | sort); do
@ -61,10 +57,8 @@ run_eqt_checklist() {
declare -A Commands
Commands=(
["equity:missing-dates:cloud21"]="${SDir}/equity_missing_dates.sh"
["equity:missing-dates:cloud21:sim"]="${SDir}/equity_sim_missing_dates.sh"
["equity:missing-dates:cloud21"]="MD_HOST=cloud21.cvtt.vpn ${SDir}/equity_missing_dates.sh"
["equity:missing-dates:hs01"]="MD_HOST=hs01.cvtt.vpn ${SDir}/equity_missing_dates.sh"
["equity:missing-dates:hs01:sim"]="MD_HOST=hs01.cvtt.vpn ${SDir}/equity_sim_missing_dates.sh"
)
for name in $(printf "%s\n" "${!Commands[@]}" | sort); do
@ -91,6 +85,9 @@ run_crypto_checklist >> ${tmpfile}
echo "Equity checklist..."
run_eqt_checklist >> ${tmpfile}
if tty -s; then
cat ${tmpfile}
fi
cat ${tmpfile} | ${Sender} ${StatusChannel}
echo "Done $0"