well-interfaced pluggable databases

server/src/scripts/clickhouse-to-lmdbx.ts

@@ -0,0 +1,51 @@
+import type { AggregateDatabase } from "../interfaces.js";
+// import { stockDatabase as stockDatabaseClickhouse } from "../stockdb.clickhouse.js";
+// import { stockDatabase as stockDatabaseLmdbx } from "../stockdb.lmdbx.js";
+import { optionContractDatabase as optionContractDatabaseClickhouse } from "../optiondb.clickhouse.js";
+import { optionContractDatabase as optionContractDatabaseLmdbx } from "../optiondb.lmdbx.js";
+
+function nextDate(date: string) {
+  const dateObject = new Date(date);
+  dateObject.setDate(dateObject.getDate() + 1);
+  return dateObject.toISOString().substring(0, 10);
+}
+
+async function syncAggregates<T>({
+  from,
+  to,
+  key,
+  date,
+}: {
+  from: AggregateDatabase<T>;
+  to: AggregateDatabase<T>;
+  key: T;
+  date: string;
+}) {
+  const aggregatesFrom = (await from.getAggregates({ key, date })).map(
+    (aggregateWithoutKey) => ({ ...aggregateWithoutKey, key }),
+  );
+  await to.insertAggregates(aggregatesFrom);
+}
+
+const symbols = ["AMD", "AAPL", "MSFT", "GOOGL", "NFLX", "NVDA"];
+async function run() {
+  const startDate = "2022-02-01";
+  const endDate = "2024-07-15";
+  for (let date = startDate; date <= endDate; date = nextDate(date)) {
+    // const symbols = await stockDatabaseClickhouse.getSymbols({ date });
+    for (const symbol of symbols) {
+      console.log(date, symbol);
+			const keys = await optionContractDatabaseClickhouse.getKeys({key: {symbol}, date});
+			for(const key of keys){
+				await syncAggregates({
+					from: optionContractDatabaseClickhouse,
+					to: optionContractDatabaseLmdbx,
+					key,
+					date,
+				});
+			}
+    }
+  }
+}
+
+await run();