progress

scripts/load_equity_1min.sh

@@ -0,0 +1,30 @@
+#!/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"
+
+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}"
+
+    gunzip -c $srcfname > temp.db
+    rm -f ${tgtfile} && sqlite3 temp.db ".dump md_1min_bars" | sqlite3  ${tgtfile} && rm ${srcfname}
+done
+rm temp.db
+popd