After-Market Data Gen #27380
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| # """ | |
| # The MIT License (MIT) | |
| # Copyright (c) 2023 pkjmesra | |
| # Permission is hereby granted, free of charge, to any person obtaining a copy | |
| # of this software and associated documentation files (the "Software"), to deal | |
| # in the Software without restriction, including without limitation the rights | |
| # to use, copy, modify, merge, publish, distribute, sublicense, and/or sell | |
| # copies of the Software, and to permit persons to whom the Software is | |
| # furnished to do so, subject to the following conditions: | |
| # The above copyright notice and this permission notice shall be included in all | |
| # copies or substantial portions of the Software. | |
| # THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR | |
| # IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, | |
| # FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE | |
| # AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER | |
| # LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, | |
| # OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE | |
| # SOFTWARE. | |
| # """ | |
| name: 9. After-Market Data Gen | |
| on: | |
| workflow_dispatch: | |
| inputs: | |
| name: | |
| description: 'Run Details' | |
| required: false | |
| default: 'After-Market Data Gen' | |
| targetPythonVersion: | |
| description: 'Target Python version: 3.9 , 3.10, 3.11 ?' | |
| required: false | |
| type: string | |
| default: '3.11' | |
| runson: | |
| description: 'Runner OS. e.g: ubuntu-20.04, windows-latest or macos-latest' | |
| required: false | |
| default: 'ubuntu-20.04' | |
| installtalib: | |
| description: 'Is TA-Lib install required? (Y/N). N to skip installing talib.' | |
| required: false | |
| default: 'Y' | |
| skipDownload: | |
| description: 'Skip pkl download for 1y. Leave empty to NOT skip download. Y to skip download' | |
| required: false | |
| default: '' | |
| cleanuphistoricalscans: | |
| description: 'Clean up historical scans? Leave empty to run historical scans. Y to run clean up' | |
| required: false | |
| default: 'N' | |
| scanOptions: | |
| description: 'Scan options for historical scans. cleanuphistoricalscans MUST to be left empty to run historical scans.' | |
| required: false | |
| default: '--reScanForZeroSize --scanDaysInPast 3 -s2 42,0,21,22,29,M,Z -s1 W,N,E,M,Z,S,0,2,3,4,6,7,9,10,13,14,15 -s0 S,T,E,U,Z,F,H,Y,B,G,C,M,D,I,L,P -s3 "0" -s4 "0" --branchname actions-data-download --scans --triggerRemotely -f' | |
| schedule: | |
| - cron: '58 9 * * 0-6' | |
| run-name: ${{ inputs.name || 'After-Market Data Gen'}} | |
| jobs: | |
| Download_Stock_Data: | |
| runs-on: ${{ inputs.runson || 'ubuntu-20.04'}} #ubuntu-20.04 #windows-latest | |
| permissions: write-all | |
| # actions: write | |
| outputs: | |
| should_clean: ${{ inputs.scanOptions }} | |
| steps: | |
| - uses: actions/checkout@v4 | |
| with: | |
| ref: actions-data-download | |
| # - name: Take pull from main | |
| # shell: bash | |
| # run: | | |
| # git config user.name github-actions >/dev/null 2>&1 | |
| # git config user.email [email protected] >/dev/null 2>&1 | |
| # git config remote.origin.fetch '+refs/heads/*:refs/remotes/origin/*' >/dev/null 2>&1 | |
| # git remote update >/dev/null 2>&1 | |
| # git fetch >/dev/null 2>&1 | |
| # git config pull.rebase false >/dev/null 2>&1 | |
| # git pull origin main | |
| # git push -v -u origin +actions-data-download >/dev/null 2>&1 | |
| - name: Set up Python | |
| uses: actions/setup-python@v5 | |
| with: | |
| python-version: ${{ inputs.targetPythonVersion || 3.11 }} | |
| - name: Restore Dependencies from Windows Cache | |
| if: startsWith(runner.os, 'Windows') | |
| uses: actions/cache@v4 | |
| continue-on-error: true | |
| with: | |
| path: ~\AppData\Local\pip\Cache | |
| key: ${{ runner.os }}-pip-${{ hashFiles('**/requirements.txt') }} | |
| restore-keys: | | |
| ${{ runner.os }}-pip- | |
| - name: Load Cache for Linux Dependencies | |
| uses: actions/cache@v4 | |
| continue-on-error: true | |
| if: startsWith(runner.os, 'Linux') | |
| with: | |
| path: | | |
| /usr/include/ta-lib | |
| /usr/bin/ta-lib-config | |
| /usr/lib/libta_lib.la | |
| /usr/lib/libta_lib.a | |
| key: ${{ runner.os }}-talib | |
| restore-keys: | | |
| ${{ runner.os }}-talib | |
| - name: Install TA-Lib for Windows | |
| if: ${{ inputs.installtalib != 'N' && inputs.skipDownload == '' && startsWith(runner.os, 'Windows') }} | |
| shell: bash | |
| run: | | |
| python3 -m pip install --upgrade pip | |
| cd .github/dependencies/ | |
| if [[ "${{ inputs.targetPythonVersion }}" == "" ]] ;then | |
| pip3 install TA_Lib-0.4.29-cp311-cp311-win_amd64.whl | |
| elif [[ "${{ inputs.targetPythonVersion }}" == "3.9" ]] ;then | |
| pip3 install TA_Lib-0.4.19-cp39-cp39-win_amd64.whl | |
| elif [[ "${{ inputs.targetPythonVersion }}" == "3.11" ]] ;then | |
| pip3 install TA_Lib-0.4.29-cp311-cp311-win_amd64.whl | |
| elif [[ "${{ inputs.targetPythonVersion }}" == "3.12" ]] ;then | |
| pip3 install TA_Lib-0.4.29-cp312-cp312-win_amd64.whl | |
| fi | |
| - name: Install TA-Lib for Linux | |
| if: ${{ inputs.installtalib != 'N' && inputs.skipDownload == '' && startsWith(runner.os, 'Linux') }} | |
| run: | | |
| cd .github/dependencies/ | |
| pwd | |
| tar -xzf ta-lib-0.4.0-src.tar.gz | |
| cd ta-lib/ | |
| ./configure --prefix=/usr | |
| make | |
| sudo make install | |
| cd /home/runner/work/PKScreener/PKScreener/ | |
| pip3 install ta-lib==0.4.32 | |
| - name: Environment setup to get latest EXE | |
| if: ${{ inputs.skipDownload == '' }} | |
| shell: bash | |
| id: releaseurlsetter | |
| run: | | |
| pip3 install requests | |
| python3 .github/workflows/githubutilities.py -d | |
| - name: Download latest executable on Windows | |
| shell: cmd | |
| if: ${{ inputs.skipDownload == '' && startsWith(runner.os, 'Windows' ) }} | |
| env: | |
| exe_path: ${{ steps.releaseurlsetter.outputs.DOWNLOAD_URL }} | |
| run: | | |
| curl -o pkscreenercli.exe -JL %exe_path% | |
| - name: Download latest executable on Ubuntu | |
| shell: bash | |
| if: ${{ inputs.skipDownload == '' && startsWith(runner.os, 'Linux' ) }} | |
| env: | |
| exe_path: ${{ steps.releaseurlsetter.outputs.DOWNLOAD_URL }} | |
| run: | | |
| curl -o /home/runner/work/PKScreener/PKScreener/pkscreenercli.bin -JL $exe_path | |
| chmod +x /home/runner/work/PKScreener/PKScreener/pkscreenercli.bin | |
| - name: Delete stock data | |
| shell: bash | |
| continue-on-error: true | |
| if: ${{ inputs.skipDownload == '' && startsWith(runner.os, 'Linux' ) }} | |
| run: | | |
| rm -rf actions-data-download/*stock_data_*.pkl || true | |
| rm -rf actions-data-download/*DB.pkl || true | |
| - name: Delete results stock data | |
| shell: bash | |
| continue-on-error: true | |
| if: ${{ inputs.skipDownload == '' && startsWith(runner.os, 'Linux' ) }} | |
| run: | | |
| rm -rf results/Data/*stock_data_*.pkl || true | |
| rm -rf results/Data/*DB.pkl || true | |
| - name: Remove deleted file from git | |
| shell: bash | |
| continue-on-error: true | |
| if: ${{ inputs.skipDownload == '' && startsWith(runner.os, 'Linux' ) }} | |
| run: | | |
| git ls-files --deleted -z | xargs -0 git rm | |
| - name: Download 52 week Stock Data on Ubuntu | |
| shell: bash | |
| continue-on-error: true | |
| if: ${{ inputs.skipDownload == '' && startsWith(runner.os, 'Linux' ) }} | |
| run: | | |
| /home/runner/work/PKScreener/PKScreener/pkscreenercli.bin -d -a Y | |
| /home/runner/work/PKScreener/PKScreener/pkscreenercli.bin -d -a Y -i 1m | |
| rm -rf results//Data/*.lck || true | |
| ls -l results/Data | |
| cp results/Data/*.pkl actions-data-download | |
| ls -l actions-data-download | |
| git status | |
| - name: Download 52 week Stock Data on Windows | |
| continue-on-error: true | |
| if: ${{ inputs.skipDownload == '' && startsWith(runner.os, 'Windows' ) }} | |
| shell: cmd | |
| id: downloader | |
| run: | | |
| rmdir /s /q actions-data-download | |
| mkdir actions-data-download | |
| rmdir /s /q results | |
| mkdir results | |
| pkscreenercli.exe -d -a Y | |
| env: | |
| GITHUB_TOKEN : ${{secrets.GITHUB_TOKEN}} | |
| - name: Download Intraday Stock Data on Windows | |
| continue-on-error: true | |
| if: ${{ inputs.skipDownload == '' && startsWith(runner.os, 'Windows' ) }} | |
| shell: cmd | |
| id: intradaydownloader | |
| run: | | |
| pkscreenercli.exe -d -a Y -i 1m | |
| env: | |
| GITHUB_TOKEN : ${{secrets.GITHUB_TOKEN}} | |
| - name: Copy Stock Data Pickles on Windows | |
| continue-on-error: true | |
| if: ${{ inputs.skipDownload == '' && startsWith(runner.os, 'Windows' ) }} | |
| shell: cmd | |
| run: | | |
| copy results\*DB.pkl actions-data-download | |
| copy results\stock_data_*.pkl actions-data-download | |
| - name: Push Pickle Data for stock data | |
| if: ${{ inputs.skipDownload == '' }} | |
| continue-on-error: true | |
| shell: bash | |
| run: | | |
| git config user.name github-actions | |
| git config user.email [email protected] | |
| git config remote.origin.fetch "+refs/heads/*:refs/remotes/origin/*" | |
| git remote update | |
| git fetch | |
| git add actions-data-download/*.pkl --force | |
| git add results/Data/*.pkl --force | |
| git add results/Indices/*.csv --force | |
| git add results/Indices/*.csv -u | |
| git add results/Data/*.pkl -u | |
| git add actions-data-download/*.pkl -u | |
| git commit -m "GitHub-Action-Workflow-Market-Data-Download-(Default-Config)" | |
| git push -v -u origin +actions-data-download | |
| env: | |
| GITHUB_TOKEN : ${{secrets.GITHUB_TOKEN}} | |
| - name: Squash Commits (Python) | |
| if: ${{ inputs.skipDownload == '' }} | |
| shell: bash | |
| continue-on-error: true | |
| run: | | |
| git config user.name github-actions | |
| git config user.email [email protected] | |
| git fetch | |
| python3 .github/workflows/squash.py -b actions-data-download -m "GitHub-Action-Workflow-Market-Data-Download-(Default-Config)" | |
| env: | |
| GITHUB_TOKEN : ${{secrets.GITHUB_TOKEN}} | |
| - name: Install Python Dependencies for clean up | |
| if: ${{ inputs.cleanuphistoricalscans == 'Y' || inputs.skipDownload == '' }} | |
| continue-on-error: true | |
| run: | | |
| pip3 install --upgrade pip | |
| pip3 install -r requirements.txt | |
| pip3 install . | |
| - name: Configure env.dev file | |
| run: | | |
| python3 -c "import os; file = open('.env.dev', 'w'); file.write('CHAT_ID='+os.environ['CHAT_ID_PROD']+'\n'); file.write('TOKEN='+os.environ['TOKEN_DEV']+'\n'); file.write('chat_idADMIN='+os.environ['CHAT_IDADMIN_DEV']+'\n'); file.close()" | |
| python3 -c "import os; file = open('pkscreener/.env.dev', 'w'); file.write('CHAT_ID='+os.environ['CHAT_ID_PROD']+'\n'); file.write('TOKEN='+os.environ['TOKEN_DEV']+'\n'); file.write('chat_idADMIN='+os.environ['CHAT_IDADMIN_DEV']+'\n'); file.close()" | |
| shell: bash | |
| env: | |
| CHAT_ID_PROD : ${{secrets.CHAT_ID_PROD}} | |
| TOKEN_DEV : ${{secrets.TOKEN_DEV}} | |
| CHAT_IDADMIN_DEV : ${{secrets.CHAT_IDADMIN_DEV}} | |
| - name: Trigger miscellaneous tasks that are download-data dependent | |
| if: ${{ inputs.skipDownload == '' }} | |
| shell: bash | |
| continue-on-error: true | |
| run: | | |
| python3 .github/workflows/workflowtriggers.py -f --misc | |
| env: | |
| GITHUB_TOKEN : ${{secrets.GITHUB_TOKEN}} | |
| - name: Clean up old historical scan results | |
| shell: bash | |
| if: ${{ inputs.cleanuphistoricalscans == 'Y' }} | |
| continue-on-error: true | |
| env: | |
| RUNNER : "LOCAL_RUN_SCANNER" | |
| GITHUB_TOKEN : ${{secrets.GITHUB_TOKEN}} | |
| run: | | |
| python3 .github/workflows/workflowtriggers.py -f --cleanuphistoricalscans --scanDaysInPast 450 -s0 S,T,E,U,Z,F,H,Y,G,M,D,I,L -s1 "" -s2 "" -s3 "" -s4 "" --branchname actions-data-download | |
| - name: Setup Python environment for triggers on Ubuntu | |
| shell: bash | |
| if: ${{ inputs.cleanuphistoricalscans != 'Y' && startsWith(runner.os, 'Linux') }} | |
| continue-on-error: true | |
| run: | | |
| cd .github/dependencies/ | |
| pwd | |
| tar -xzf ta-lib-0.4.0-src.tar.gz | |
| cd ta-lib/ | |
| ./configure --prefix=/usr | |
| make | |
| sudo make install | |
| cd /home/runner/work/PKScreener/PKScreener/ | |
| python3 -m pip install --upgrade pip | |
| pip3 install -r requirements.txt | |
| pip3 install -r requirements-dev.txt | |
| pip3 install ta-lib==0.4.32 | |
| pip3 install . | |
| - name: Setup Python environment for triggers on Windows | |
| continue-on-error: true | |
| if: ${{ inputs.cleanuphistoricalscans != 'Y' && startsWith(runner.os, 'Windows') }} | |
| shell: bash | |
| run: | | |
| cd .github/dependencies/ | |
| if [[ "${{ inputs.targetPythonVersion }}" == "" ]] ;then | |
| pip3 install TA_Lib-0.4.29-cp311-cp311-win_amd64.whl | |
| elif [[ "${{ inputs.targetPythonVersion }}" == "3.9" ]] ;then | |
| pip3 install TA_Lib-0.4.19-cp39-cp39-win_amd64.whl | |
| elif [[ "${{ inputs.targetPythonVersion }}" == "3.11" ]] ;then | |
| pip3 install TA_Lib-0.4.29-cp311-cp311-win_amd64.whl | |
| elif [[ "${{ inputs.targetPythonVersion }}" == "3.12" ]] ;then | |
| pip3 install TA_Lib-0.4.29-cp312-cp312-win_amd64.whl | |
| fi | |
| cd .. | |
| cd .. | |
| python3 -m pip install --upgrade pip | |
| pip3 install -r requirements.txt | |
| pip3 install -r requirements-dev.txt | |
| pip3 install . | |
| - name: Run Historical Scan on Ubuntu | |
| shell: bash | |
| continue-on-error: true | |
| env: | |
| RUNNER : "LOCAL_RUN_SCANNER" | |
| GSHEET_SERVICE_ACCOUNT_DEV: ${{secrets.GSHEET_SERVICE_ACCOUNT_DEV}} | |
| GSHEET_VIEWONLY_LINK: ${{secrets.GSHEET_VIEWONLY_LINK}} | |
| GITHUB_TOKEN : ${{secrets.GITHUB_TOKEN}} | |
| if: ${{ inputs.cleanuphistoricalscans != 'Y' && startsWith(runner.os, 'Linux') }} | |
| run: | | |
| python3 .github/workflows/workflowtriggers.py ${{ inputs.scanOptions }} | |
| echo "STAGED_COMMITS=$(git diff --cached --numstat | wc -l)" >> $GITHUB_OUTPUT | |
| id: histRunnnerLinux | |
| - name: Run Historical Scan on Windows | |
| continue-on-error: true | |
| env: | |
| RUNNER : "LOCAL_RUN_SCANNER" | |
| GSHEET_SERVICE_ACCOUNT_DEV: ${{secrets.GSHEET_SERVICE_ACCOUNT_DEV}} | |
| GSHEET_VIEWONLY_LINK: ${{secrets.GSHEET_VIEWONLY_LINK}} | |
| GITHUB_TOKEN : ${{secrets.GITHUB_TOKEN}} | |
| if: ${{ inputs.cleanuphistoricalscans != 'Y' && startsWith(runner.os, 'Windows') }} | |
| shell: cmd | |
| run: | | |
| python3 .github/workflows/workflowtriggers.py ${{ inputs.scanOptions }} | |
| echo "STAGED_COMMITS=$(git diff --cached --numstat | wc -l)" >> $GITHUB_OUTPUT | |
| id: histRunnnerWindows | |
| - name: Push Historical scan Data | |
| shell: bash | |
| if: ${{ inputs.cleanuphistoricalscans != 'Y' && ( steps.histRunnnerLinux.outputs.STAGED_COMMITS != 0 || steps.histRunnnerWindows.outputs.STAGED_COMMITS != 0 ) }} | |
| run: | | |
| git config user.name github-actions | |
| git config user.email [email protected] | |
| git config remote.origin.fetch "+refs/heads/*:refs/remotes/origin/*" | |
| git remote update | |
| git fetch | |
| git add actions-data-scan/*.txt --force | |
| git commit -m "GitHub-Action-Workflow-Market-Data-Scan-Results-(Default-Config)" | |
| git push -v -u origin +actions-data-download | |
| env: | |
| GITHUB_TOKEN : ${{secrets.GITHUB_TOKEN}} | |
| - name: Delete this workflow run | |
| continue-on-error: true | |
| if: ${{ inputs.skipDownload == '' && startsWith(runner.os, 'Linux' ) }} | |
| shell: bash | |
| run: | | |
| gh run list --status success --limit 1000 --json databaseId -q '.[].databaseId' | xargs -IID gh api "repos/$(gh repo view --json nameWithOwner -q .nameWithOwner)/actions/runs/ID" -X DELETE | |
| gh run list --status cancelled --limit 1000 --json databaseId -q '.[].databaseId' | xargs -IID gh api "repos/$(gh repo view --json nameWithOwner -q .nameWithOwner)/actions/runs/ID" -X DELETE | |
| env: | |
| GH_TOKEN : ${{secrets.GITHUB_TOKEN}} | |
| # || '--reScanForZeroSize --scans --local --scanDaysInPast 3 -s2 0,22,29,42,50,M,Z -s0 S,T,E,U,Z,F,H,Y,B,G,C,M,D,I,L,P -s1 W,N,E,M,Z,S,0,2,3,4,6,7,9,10,13,14,15 -s3 "0" -s4 "0" --branchname actions-data-download -f' }} | |
| # Delete_Workflow_Run: | |
| # runs-on: ubuntu-20.04 | |
| # needs: [Download_Stock_Data] | |
| # if: ${{ needs.Download_Stock_Data.outputs.should_clean == ''}} | |
| # name: Delete workflow run | |
| # steps: | |
| # - uses: actions/checkout@v4 | |
| # with: | |
| # ref: main | |
| # - name: Delete this workflow run | |
| # if: startsWith(runner.os, 'Linux') | |
| # shell: bash | |
| # run: | | |
| # gh run list --status success --limit 100 --json databaseId -q '.[].databaseId' | xargs -IID gh api "repos/$(gh repo view --json nameWithOwner -q .nameWithOwner)/actions/runs/ID" -X DELETE | |
| # gh run list --status cancelled --limit 100 --json databaseId -q '.[].databaseId' | xargs -IID gh api "repos/$(gh repo view --json nameWithOwner -q .nameWithOwner)/actions/runs/ID" -X DELETE | |
| # # for id in $(gh run list --limit 100 --jq ".[] | select (.status == \"success\" ) | .databaseId" --json databaseId,status); do gh run delete $id; done | |
| # # for id in $(gh run list --limit 100 --jq ".[] | select (.status == \"cancelled\" ) | .databaseId" --json databaseId,status); do gh run delete $id; done | |
| # # for id in $(gh run list --limit 100 --jq ".[] | select (.status == \"failure\" ) | .databaseId" --json databaseId,status); do gh run delete $id; done | |
| # # Cancel runs queued or in_progress. See https://cli.github.com/manual/gh_run_list | |
| # # for id in $(gh run list -w "13. Backtest for Generic" --limit 100 --jq ".[] | select (.status == \"queued\" ) | .databaseId" --json databaseId,status); do gh run cancel $id; done | |
| # env: | |
| # GH_TOKEN : ${{secrets.GITHUB_TOKEN}} |