Add merge_yearly.py: combine yearly parquets into one file per asset

scripts/merge_yearly.py

@@ -0,0 +1,157 @@
+#!/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.
+
+Assets handled: DOGEUSDT, XRPUSDT, SOLUSDT
+(BTCUSDT / ETHUSDT / BNBUSDT already have combined files)
+
+HF layout assumed:
+  data/{SYMBOL}/{SYMBOL}_{YEAR}.parquet  (source yearly files)
+  data/{SYMBOL}_1s.parquet               (output combined file)
+
+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()),
+])
+
+
+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"
+    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}")
+
+    frames = []
+    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,
+        )
+        df = pd.read_parquet(local, engine="pyarrow")
+        print(f"    {len(df):>12,} rows  ({df['open_time_s'].min()} → {df['open_time_s'].max()})")
+        frames.append(df)
+
+    print("  Concatenating...", flush=True)
+    combined = pd.concat(frames, ignore_index=True)
+    del frames; gc.collect()
+
+    before = len(combined)
+    combined = (
+        combined
+        .sort_values("open_time_s")
+        .drop_duplicates("open_time_s")
+        .reset_index(drop=True)
+    )
+    after = len(combined)
+    if before != after:
+        print(f"  Dropped {before - after:,} duplicate rows.")
+
+    print(f"  Total rows: {len(combined):,}")
+    print(f"  Date range: {combined['open_time_s'].min()} → {combined['open_time_s'].max()}")
+
+    if dry_run:
+        print("  [dry-run] skipping upload.")
+        return
+
+    local_out = Path(f"/tmp/{symbol}_1s.parquet")
+    print(f"  Writing parquet...", flush=True)
+    table = pa.Table.from_pandas(combined, schema=PA_SCHEMA, preserve_index=False)
+    del combined; gc.collect()
+    pq.write_table(table, local_out, compression="snappy")
+    file_mb = local_out.stat().st_size / 1e6
+    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 ({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 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 (no uploads)")
+    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()