scripts/merge_yearly.py

#!/usr/bin/env python3
"""
merge_yearly.py
===============
Combines each asset's per-year Parquet files on HuggingFace into one
big combined Parquet per asset, then uploads it back to the dataset repo.

Memory-efficient: streams one year at a time using ParquetWriter,
never holds more than one year in RAM.

Assets handled: DOGEUSDT, XRPUSDT, SOLUSDT
(BTCUSDT / ETHUSDT / BNBUSDT already have combined files)

HF layout:
  source:  data/{SYMBOL}/{SYMBOL}_{YEAR}.parquet
  output:  data/{SYMBOL}_1s.parquet

Usage:
  HF_TOKEN=<token> python scripts/merge_yearly.py
  python scripts/merge_yearly.py --dry-run   # no upload, just prints stats
"""

import argparse
import gc
import os
import sys
from pathlib import Path

import pandas as pd
import pyarrow as pa
import pyarrow.parquet as pq
from huggingface_hub import HfApi, hf_hub_download, list_repo_files

REPO_ID   = "commanderzee/1s-crypto-data"
HF_TOKEN  = os.environ.get("HF_TOKEN", "")

SYMBOLS = ["DOGEUSDT", "XRPUSDT", "SOLUSDT"]

PA_SCHEMA = pa.schema([
    ("open_time_s", pa.int64()),
    ("open",        pa.float64()),
    ("high",        pa.float64()),
    ("low",         pa.float64()),
    ("close",       pa.float64()),
    ("volume",      pa.float64()),
])

# Write in chunks so we never have more than ~50M rows in RAM at once
CHUNK_ROWS = 10_000_000


def yearly_files_for(symbol: str) -> list[str]:
    """Return sorted list of HF repo paths for a symbol's yearly parquets."""
    all_files = list(list_repo_files(REPO_ID, repo_type="dataset", token=HF_TOKEN))
    prefix = f"data/{symbol}/{symbol}_"
    return sorted(f for f in all_files if f.startswith(prefix) and f.endswith(".parquet"))


def merge_symbol(symbol: str, api: HfApi, dry_run: bool = False) -> None:
    hf_out_path = f"data/{symbol}_1s.parquet"
    local_out   = Path(f"/tmp/{symbol}_1s.parquet")
    print(f"\n{'─'*55}")
    print(f"  {symbol}")

    yearly = yearly_files_for(symbol)
    if not yearly:
        print(f"  No yearly files found — skipping.")
        return

    print(f"  Found {len(yearly)} yearly file(s):")
    for yf in yearly:
        print(f"    {yf}")

    if dry_run:
        print("  [dry-run] skipping download and upload.")
        return

    total_rows = 0
    writer = None

    try:
        for yf in yearly:
            year = yf.split("_")[-1].replace(".parquet", "")
            print(f"  Downloading {year}...", flush=True)
            local = hf_hub_download(
                repo_id=REPO_ID,
                filename=yf,
                repo_type="dataset",
                token=HF_TOKEN,
            )

            # Read and write in chunks to keep memory low
            pf = pq.ParquetFile(local)
            year_rows = 0
            for batch in pf.iter_batches(batch_size=CHUNK_ROWS, schema=PA_SCHEMA):
                if writer is None:
                    writer = pq.ParquetWriter(str(local_out), PA_SCHEMA, compression="snappy")
                writer.write_batch(batch)
                year_rows += batch.num_rows

            total_rows += year_rows
            print(f"    {year_rows:>12,} rows written  (running total: {total_rows:,})")
            del pf; gc.collect()

    finally:
        if writer:
            writer.close()

    file_mb = local_out.stat().st_size / 1e6
    print(f"  Total rows: {total_rows:,}")
    print(f"  File size:  {file_mb:.1f} MB")

    print(f"  Uploading to {hf_out_path}...", flush=True)
    api.upload_file(
        path_or_fileobj=str(local_out),
        path_in_repo=hf_out_path,
        repo_id=REPO_ID,
        repo_type="dataset",
        commit_message=f"Merge yearly files → {symbol}_1s.parquet ({total_rows:,} rows, {file_mb:.0f} MB)",
    )
    local_out.unlink(missing_ok=True)
    print(f"  Done — uploaded {hf_out_path}")


def main():
    parser = argparse.ArgumentParser(description="Merge yearly Parquet files per asset")
    parser.add_argument("--dry-run", action="store_true",
                        help="Print stats but skip downloading and uploading")
    parser.add_argument("--symbols", nargs="+", default=SYMBOLS,
                        help="Override which symbols to process")
    args = parser.parse_args()

    if not HF_TOKEN:
        print("ERROR: HF_TOKEN environment variable not set")
        sys.exit(1)

    api = HfApi(token=HF_TOKEN)

    print(f"{'='*55}")
    print("  merge_yearly.py — Combine yearly Parquets")
    print(f"  Symbols: {', '.join(args.symbols)}")
    if args.dry_run:
        print("  Mode: DRY RUN")
    print(f"{'='*55}")

    for symbol in args.symbols:
        try:
            merge_symbol(symbol, api, dry_run=args.dry_run)
        except Exception as e:
            print(f"  ERROR processing {symbol}: {e}")
            raise

    print(f"\n{'='*55}")
    print("  Merge complete.")
    print(f"{'='*55}")


if __name__ == "__main__":
    main()