pairs_trading/scripts/load_crypto_1min.sh
Oleg Sheynin fc24017638 progress
2025-06-25 21:40:49 +00:00

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#!/usr/bin/env bash
# -------------------------------------
# --- Given month, specific dates
# -------------------------------------
# for dt in 20250528 20250529 20250530 20250531; do
# rsync -ahvv cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/crypto/sim/2025/2025-05/${dt}.*.gz ./
# done
# -------------------------------------
# -------------------------------------
# --- Current month - all files
# -------------------------------------
cd $(realpath $(dirname $0))
mkdir -p ./data/crypto
pushd ./data/crypto
rsync -ahvv cvtt@hs01.cvtt.vpn:/works/cvtt/md_archive/crypto/sim/*.gz ./
# -------------------------------------
for srcfname in $(ls *.db.gz); do
dt="${srcfname:0:8}"
tgtfile=${dt}.mktdata.ohlcv.db
echo "${srcfname} -> ${tgtfile}"
gunzip -c $srcfname > temp.db
rm -f ${tgtfile} && sqlite3 temp.db ".dump md_1min_bars" | sqlite3 ${tgtfile} && rm ${srcfname}
done
rm temp.db
popd