Makefile

PATH  := $(PATH):$(PWD)
SHELL := env PATH=$(PATH) /bin/bash -xe
xargs := $(shell which gxargs xargs | head -n1)
pair    = EURUSD
year 	  = 2014
server  = FX
dl_dir  = download/ds
csvfile = ticks.csv
spread=20

# HST files.
m1_hst=$(pair)1.hst
m5_hst=$(pair)5.hst
m15_hst=$(pair)15.hst
m30_hst=$(pair)30.hst
h1_hst=$(pair)60.hst
h4_hst=$(pair)240.hst
d1_hst=$(pair)1440.hst
w1_hst=$(pair)10080.hst
mn_hst=$(pair)43200.hst

# FXT files.
m1_fxt=$(pair)1_0.fxt
m5_fxt=$(pair)5_0.fxt
m15_fxt=$(pair)15_0.fxt
m30_fxt=$(pair)30_0.fxt
h1_fxt=$(pair)60_0.fxt
h4_fxt=$(pair)240_0.fxt
d1_fxt=$(pair)1440_0.fxt
w1_fxt=$(pair)10080_0.fxt
mn_fxt=$(pair)43200_0.fxt

.PHONY: all test clean check

all: test check

test: test-syntax $(m1_hst) $(m1_fxt) \
		$(addsuffix .hst.dump, $(basename $(wildcard *.hst))) \
		$(addsuffix .fxt.dump, $(basename $(wildcard *.fxt)))

clean:
	git clean -fd

check: $(csvfile) $(pair)1_0.fxt.dump
	@test "$(shell wc -l $(csvfile) | grep -o "^\S\+")" = "$(shell wc -l $(pair)1_0.fxt.dump | grep -o "^\S\+")" \
		|| { echo ERROR: Number of ticks do not match; exit 2; } \

$(dl_dir)/$(pair)/$(year)/01: fx-data-download.py
	fx-data-download.py -v -p ${pair} -y ${year} -m 2,4 -d 2,4 -h 2,4,6,8 -c -D $(dl_dir)

%.hst.dump: %.hst
	fx-data-convert-to-csv.py -f hst -i $< -o $@

%.fxt.dump: %.fxt
	fx-data-convert-to-csv.py -f fxt -i $< -o $@

test-syntax: fx-data-convert-from-csv.py fx-data-download.py fx-data-convert-to-csv.py
	find -name "*.py" -execdir python -m py_compile {} ';'
	find . -name "*.php" -execdir php -l {} ';'
	find . -name "*.rb" -execdir ruby -c {} ';'
	@touch test-syntax

# Generate HST files.
$(m1_hst): $(csvfile) fx-data-convert-from-csv.py
	fx-data-convert-from-csv.py -v -i $(csvfile) -p $(pair) -s $(spread) -S default -t M1,M5,M15,M30,H1,H4,D1,W1,MN1 -f hst

# Generate FXT files.
$(m1_fxt): $(csvfile) fx-data-convert-from-csv.py
	fx-data-convert-from-csv.py -v -i $(csvfile) -p $(pair) -s $(spread) -S default -t M1,M5,M15,M30,H1,H4,D1,W1,MN1 -f fxt -m 0,1,2

$(csvfile): $(dl_dir)/$(pair)/$(year)/01
	find . -name '*.csv' -print0 | sort -z | $(xargs) -r0 cat | tee $(csvfile) > /dev/null
# find . -name '*.csv' -print0 | sort -z | $(xargs) -r0 cat | tee $(csvfile) | pv -ps $(size) > /dev/null