pairs_trading/scripts/load_equity_1min.sh
2025-07-20 18:11:45 +00:00

38 lines
849 B
Bash
Executable File

#!/usr/bin/env bash
usage() {
echo "Usage: $0 [DatePattern]"
echo "DatePattern: YYYYMM or YYYYM or YYYYMMD"
exit 1
}
DatePattern="${1}"
if [ -z "${DatePattern}" ]; then
usage
fi
FilePattern="${DatePattern}*.alpaca_sim_md.db.gz"
cd $(realpath $(dirname $0))/..
mkdir -p ./data/equity
pushd ./data/equity
Cmd="rsync -ahvv cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/equity/alpaca_md/sim/${FilePattern} ./"
echo ${Cmd}
eval ${Cmd}
# -------------------------------------
for srcfname in $(ls *.db.gz); do
dt="${srcfname:0:8}"
tgtfile=${dt}.mktdata.ohlcv.db
echo "${srcfname} -> ${tgtfile}"
Cmd="gunzip -c $srcfname > temp.db && rm $srcfname"
echo ${Cmd}
eval ${Cmd}
Cmd="rm -f ${tgtfile} && sqlite3 temp.db '.dump md_1min_bars' | sqlite3 ${tgtfile}"
echo ${Cmd}
eval ${Cmd}
done
rm temp.db
popd