Prerak Sanghvi prerak-proof
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| import re | |
| def cms_to_inet(sym): | |
| splits = sym.split(' ', 2) | |
| if len(splits) == 1: | |
| return sym | |
| root, suffix = splits | |
| suffix = suffix.replace('PR', '-') | |
| suffix = suffix.replace('WD', '$') | |
| suffix = suffix.replace('WS', '+') |
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| Type | INET | CMS | Bloomberg | Y! Finance | Composite RIC | Notes | |
|---|---|---|---|---|---|---|---|
| Class Shares | BRK.B | BRK B | BRK/B | BRK-B | BRKb | ||
| Preferred Shares | TY- | TY PR | n/a | TY-P | TY_p | Bloomberg: TY Pfd | |
| Preferred Class Shares | BAC-L | BAC PRL | n/a | BAC-PL | BAC_pl | Bloomberg: BAC Pfd | |
| Warrants | OXY+ | OXY WS | OXY/WS | OXY-WT | OXY_t | ||
| Warrants Class A | TDW+A | TDW WSA | TDW/WS/A | TDW-WTA | TDW_ta | ||
| Rights | CELG^ | CELG RT | CELG-R | CELG-RI | CELG_r.K | 4-letter root ⇒ .K suffix | |
| Units | GRP= | GRP U | GRP/U | GRP-UN | GRP_u | ||
| When Issued | POST# | POST WI | POST-W | POST-WI | POST_w.K | ||
| Rights When Issued | GLO^# | GLO RTWI | GLO-R-W | GLO-RIWI | GLO_rw |
prerak-proof
/ set_prebuild_cleanup.groovy
Last active
November 2, 2021 12:11
Jenkins worksplace cleanup
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| import hudson.tasks.* | |
| import hudson.plugins.ws_cleanup.* | |
| processGroup(Jenkins.instance) | |
| def processGroup(itemGroup) { | |
| for(item in itemGroup.items) { | |
| if (item.class.simpleName == "Folder") { | |
| processGroup(item) | |
| } else { |
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| alias cleangit='git branch --merged=master | grep -v "master$" | xargs -r git branch -d' | |
| function gitmaster() { | |
| git fetch -p || return 1 | |
| git --no-pager log --oneline master..origin/master | |
| git pull --rebase origin master:master || return 1 | |
| git checkout master || return 1 | |
| cleangit | |
| } |
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| processGroup(Jenkins.instance) | |
| def processGroup(itemGroup) { | |
| itemGroup.items.each { j -> | |
| if (j.class.simpleName == "Folder") { | |
| processGroup(j) | |
| } else { | |
| if (j.supportsLogRotator()) { | |
| j.setBuildDiscarder(new hudson.tasks.LogRotator(365, 30, 365, 30)) | |
| println(j) |
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| import jenkins.slaves.WorkspaceLocator | |
| workspaceRoot = WorkspaceLocator.all()[0].getWorkspaceRoot(Jenkins.get()) | |
| processDir(workspaceRoot, Jenkins.instance) | |
| def processDir(rootDir, holder) { | |
| rootDir.list().each { dir -> | |
| deleteIfInvalid(dir, holder.getItem(dir.name)) | |
| } | |
| } |
prerak-proof
/ 17a4.sh
Created
September 8, 2020 14:31
Script for archiving data from G-Drive to Wasabi
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| #!/bin/bash | |
| SYS_ROOT=/mnt/c/Proof | |
| WORK_ROOT=$SYS_ROOT/17a4-logs | |
| # log files | |
| CTIME=$(date "+%Y%m%d-%H%M%S") | |
| LOGFILE=$WORK_ROOT/${CTIME}.log.txt | |
| exec >> $LOGFILE 2>&1 |
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| Query | MySQL/PostgreSQL | ClickHouse | DolphinDB | MemSQL | |
|---|---|---|---|---|---|
| Load 35M trades | DNF (out of memory) | ~32 sec | ~6 sec | ~80 sec | |
| Load 719M quotes | DNF (out of memory) | ~13 min | ~11 min | ~24 min | |
| As-of join for SPY | - | 1.3 sec | 358 ms | 52 sec | |
| As-of join for all symbols | - | DNF (out of memory) | 25 sec | 1 h | |
| VWAP by minute for all symbols | - | 1.3 sec | 5.7 sec | 2 sec | |
| OHLC minute bars for all symbols | - | 1.7 sec | 771 ms | 3.9 sec | |
| Time-weighted spread for all symbols | - | 49 sec | 23 sec | 124 sec |