#!/usr/bin/env python3 """Audit downloaded PMData daily ZIP archives without extracting them.""" from __future__ import annotations import argparse import datetime as dt import json import zipfile from pathlib import Path import pyarrow.parquet as pq ROOT = Path(__file__).resolve().parents[1] DEFAULT_DATA_ROOT = ROOT / "data" / "pmdata" def iter_dates(start_date: str, end_date: str) -> list[str]: start = dt.date.fromisoformat(start_date) end = dt.date.fromisoformat(end_date) if end < start: raise ValueError(f"end date {end} is before start date {start}") dates = [] cur = start while cur <= end: dates.append(cur.isoformat()) cur += dt.timedelta(days=1) return dates def parquet_rows_from_zip(zf: zipfile.ZipFile, names: list[str]) -> int: total = 0 for name in names: with zf.open(name) as fh: total += pq.ParquetFile(fh).metadata.num_rows return total def expected_names(series: str, date: str) -> list[str]: day = dt.date.fromisoformat(date) start = int(dt.datetime(day.year, day.month, day.day, tzinfo=dt.timezone.utc).timestamp()) prefix = f"{series.split('-', 1)[0]}-updown-5m" if series.endswith("-5m") else series return [f"{prefix}-{start + i * 300}.parquet" for i in range(288)] def audit_zip(path: Path, *, series: str, date: str) -> dict[str, object]: if not path.exists(): return {"path": str(path), "exists": False} with zipfile.ZipFile(path) as zf: bad_file = zf.testzip() infos = zf.infolist() parquet_names = [info.filename for info in infos if info.filename.endswith(".parquet")] missing = [name for name in expected_names(series, date) if name not in set(parquet_names)] row_count = parquet_rows_from_zip(zf, parquet_names) return { "path": str(path), "exists": True, "zip_ok": bad_file is None, "bad_file": bad_file, "zip_bytes": path.stat().st_size, "parquet_files": len(parquet_names), "uncompressed_bytes": sum(info.file_size for info in infos), "row_count": row_count, "first_file": parquet_names[0] if parquet_names else None, "last_file": parquet_names[-1] if parquet_names else None, "missing_expected_files": missing, } def main() -> None: parser = argparse.ArgumentParser(description=__doc__) parser.add_argument("--data-root", type=Path, default=DEFAULT_DATA_ROOT) parser.add_argument("--series", default="btc-5m") parser.add_argument("--start-date", required=True) parser.add_argument("--end-date", required=True) parser.add_argument("--out", type=Path, required=True) args = parser.parse_args() days = [] totals = { "zip_bytes": 0, "uncompressed_bytes": 0, "poly_l2_rows": 0, "polygon_trades_rows": 0, "poly_l2_files": 0, "polygon_trades_files": 0, } for date in iter_dates(args.start_date, args.end_date): day_dir = args.data_root / args.series / date l2 = audit_zip(day_dir / f"{args.series}_poly_l2_{date}.zip", series=args.series, date=date) trades = audit_zip( day_dir / f"{args.series}_polygon_trades_{date}.zip", series=args.series, date=date ) for item in (l2, trades): if item.get("exists"): totals["zip_bytes"] += int(item["zip_bytes"]) totals["uncompressed_bytes"] += int(item["uncompressed_bytes"]) if l2.get("exists"): totals["poly_l2_rows"] += int(l2["row_count"]) totals["poly_l2_files"] += int(l2["parquet_files"]) if trades.get("exists"): totals["polygon_trades_rows"] += int(trades["row_count"]) totals["polygon_trades_files"] += int(trades["parquet_files"]) days.append({"date": date, "poly_l2": l2, "polygon_trades": trades}) report = { "series": args.series, "start_date": args.start_date, "end_date": args.end_date, "day_count": len(days), "expected_market_files_per_zip": 288, "totals": totals, "all_expected_files_present": all( day["poly_l2"].get("exists") and day["polygon_trades"].get("exists") for day in days ), "all_zips_ok": all( day["poly_l2"].get("zip_ok") and day["polygon_trades"].get("zip_ok") for day in days ), "all_zips_have_288_parquets": all( day["poly_l2"].get("parquet_files") == 288 and day["polygon_trades"].get("parquet_files") == 288 for day in days ), "days": days, } args.out.parent.mkdir(parents=True, exist_ok=True) args.out.write_text(json.dumps(report, indent=2), encoding="utf-8") print(f"wrote {args.out}") print(json.dumps({k: report[k] for k in ("day_count", "totals", "all_expected_files_present", "all_zips_ok", "all_zips_have_288_parquets")}, indent=2)) if __name__ == "__main__": main()