Trim unnecesary stuff left from marketstore copy, also fix elastic config name for docker build, add elasticsearch to dependencies
parent
0dc24bd475
commit
17a4fe4b2f
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@ -65,49 +65,6 @@ _config = {
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'log_level': 'debug',
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}
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_yaml_config = '''
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# piker's ``elasticsearch`` config.
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# mount this config using:
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# sudo docker run \
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# -itd \
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# --rm \
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# --network=host \
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# --mount type=bind,source="$(pwd)"/elastic,target=/usr/share/elasticsearch/data \
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# --env "elastic_username=elastic" \
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# --env "elastic_password=password" \
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# --env "xpack.security.enabled=false" \
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# elastic
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root_directory: data
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port: {port}
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log_level: {log_level}
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queryable: true
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stop_grace_period: 0
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wal_rotate_interval: 5
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stale_threshold: 5
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enable_add: true
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enable_remove: false
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triggers:
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- module: ondiskagg.so
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on: "*/1Sec/OHLCV"
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config:
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# filter: "nasdaq"
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destinations:
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- 1Min
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- 5Min
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- 15Min
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- 1H
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- 1D
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- module: stream.so
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on: '*/*/*'
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# config:
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# filter: "nasdaq"
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'''.format(**_config)
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def start_elasticsearch(
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client: docker.DockerClient,
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@ -122,156 +79,30 @@ def start_elasticsearch(
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The equivalent cli cmd to this code is:
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sudo docker run \
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-itd \
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--rm \
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--network=host \
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--mount type=bind,source="$(pwd)"/elastic,target=/usr/share/elasticsearch/data \
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--env "elastic_username=elastic" \
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--env "elastic_password=password" \
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--env "xpack.security.enabled=false" \
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elastic
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-itd \
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--rm \
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--network=host \
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--mount type=bind,source="$(pwd)"/elastic,target=/usr/share/elasticsearch/data \
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--env "elastic_username=elastic" \
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--env "elastic_password=password" \
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--env "xpack.security.enabled=false" \
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elastic
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'''
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import os
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import docker
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from .. import config
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get_console_log('info', name=__name__)
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esdir = os.path.join(config._config_dir, 'elasticsearch')
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# create dirs when dne
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if not os.path.isdir(config._config_dir):
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os.mkdir(config._config_dir)
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if not os.path.isdir(esdir):
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os.mkdir(esdir)
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yml_file = os.path.join(esdir, 'es.yml')
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if not os.path.isfile(yml_file):
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log.warning(
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f'No `elasticsearch` config exists?: {yml_file}\n'
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'Generating new file from template:\n'
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f'{_yaml_config}\n'
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)
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with open(yml_file, 'w') as yf:
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yf.write(_yaml_config)
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# create a mount from user's local piker config dir into container
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config_dir_mnt = docker.types.Mount(
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target='/etc',
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source=esdir,
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type='bind',
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)
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# create a user config subdir where the elasticsearch
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# backing filesystem database can be persisted.
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persistent_data_dir = os.path.join(
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esdir, 'data',
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)
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if not os.path.isdir(persistent_data_dir):
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os.mkdir(persistent_data_dir)
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data_dir_mnt = docker.types.Mount(
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target='/data',
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source=persistent_data_dir,
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type='bind',
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)
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dcntr: DockerContainer = client.containers.run(
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'elastic',
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ports={
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'9200':9200,
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},
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mounts=[
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config_dir_mnt,
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data_dir_mnt,
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],
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# log_config=log_cf,
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network='host',
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detach=True,
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# stop_signal='SIGINT',
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# init=True,
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# remove=True,
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remove=True,
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)
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return (
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dcntr,
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_config,
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{},
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# expected startup and stop msgs
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"launching listener for all services...",
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"exiting...",
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)
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_tick_tbk_ids: tuple[str, str] = ('1Sec', 'TICK')
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_tick_tbk: str = '{}/' + '/'.join(_tick_tbk_ids)
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_tick_dt = [
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# these two are required for as a "primary key"
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('Epoch', 'i8'),
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('Nanoseconds', 'i4'),
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('IsTrade', 'i1'),
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('IsBid', 'i1'),
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('Price', 'f4'),
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('Size', 'f4')
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]
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_quote_dt = [
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# these two are required for as a "primary key"
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('Epoch', 'i8'),
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('Nanoseconds', 'i4'),
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('Tick', 'i4'), # (-1, 0, 1) = (on bid, same, on ask)
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# ('fill_time', 'f4'),
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('Last', 'f4'),
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('Bid', 'f4'),
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('Bsize', 'i8'),
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('Asize', 'i8'),
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('Ask', 'f4'),
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('Size', 'i8'),
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('Volume', 'i8'),
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# ('brokerd_ts', 'i64'),
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# ('VWAP', 'f4')
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]
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_quote_tmp = {}.fromkeys(dict(_quote_dt).keys(), np.nan)
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_tick_map = {
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'Up': 1,
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'Equal': 0,
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'Down': -1,
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None: np.nan,
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}
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_ohlcv_dt = [
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# these two are required for as a "primary key"
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('Epoch', 'i8'),
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# ('Nanoseconds', 'i4'),
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# ohlcv sampling
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('Open', 'f4'),
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('High', 'f4'),
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('Low', 'f4'),
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('Close', 'f4'),
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('Volume', 'f4'),
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]
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ohlc_key_map = bidict({
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'Epoch': 'time',
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'Open': 'open',
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'High': 'high',
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'Low': 'low',
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'Close': 'close',
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'Volume': 'volume',
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})
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# # map of seconds ints to "time frame" accepted keys
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tf_in_1s = bidict({
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1: '1Sec',
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60: '1Min',
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60*5: '5Min',
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60*15: '15Min',
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60*30: '30Min',
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60*60: '1H',
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60*60*24: '1D',
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})
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