refactor; backtest using lmdbx

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

@@ -1,10 +1,12 @@
 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";
+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";
 import { nextDate } from "../lib/utils/nextDate.js";
 import { retry, retryOnTimeout } from "../lib/utils/retry.js";
+import type { OptionContractKey } from "../optiondb/interfaces.js";
+import type { StockKey } from "../stockdb/interfaces.js";
 
 async function syncAggregates<T>({
   fromDatabase,
@@ -24,7 +26,10 @@ async function syncAggregates<T>({
 }
 
 const symbols = ["AMD", "AAPL", "MSFT", "GOOGL", "NFLX", "NVDA"];
-async function run() {
+async function run<T extends StockKey | OptionContractKey>({
+  fromDatabase,
+  toDatabase,
+}: { fromDatabase: AggregateDatabase<T>; toDatabase: AggregateDatabase<T> }) {
   const startDate = process.argv[2];
   const endDate = process.argv[3];
 
@@ -39,8 +44,8 @@ async function run() {
       console.log(date, symbol);
       const keys = await retry(
         () =>
-          optionContractDatabaseClickhouse.getKeys({
-            key: { symbol },
+          fromDatabase.getKeys({
+            key: { symbol } as T,
             date,
           }),
         { shouldRetry: retryOnTimeout },
@@ -51,8 +56,8 @@ async function run() {
         await retry(
           () =>
             syncAggregates({
-              fromDatabase: optionContractDatabaseClickhouse,
-              toDatabase: optionContractDatabaseLmdbx,
+              fromDatabase,
+              toDatabase,
               key,
               date,
             }),
@@ -63,4 +68,7 @@ async function run() {
   }
 }
 
-await run();
+await run({
+  fromDatabase: stockDatabaseClickhouse,
+  toDatabase: stockDatabaseLmdbx,
+});