def _get_all_prices_data_object(self): multiple_prices_data_object = arcticFuturesMultiplePricesData( self.mongo_db) multiple_prices_data_object.log = self.log return multiple_prices_data_object
def _get_data_inputs(csv_roll_data_path, csv_multiple_data_path): csv_roll_calendars = csvRollCalendarData(csv_roll_data_path) arctic_individual_futures_prices = arcticFuturesContractPriceData() arctic_multiple_prices = arcticFuturesMultiplePricesData() csv_multiple_prices = csvFuturesMultiplePricesData(csv_multiple_data_path) return csv_roll_calendars, arctic_individual_futures_prices, arctic_multiple_prices, csv_multiple_prices
def _get_all_prices_data_object(self): multiple_prices_data_object = arcticFuturesMultiplePricesData( self._database_name) multiple_prices_data_object.log = self.log return multiple_prices_data_object
def _get_all_prices_data_object(self): database_name = self._database_name host = self._host port = self._port multiple_prices_data_object = arcticFuturesMultiplePricesData( database_name=database_name, host=host, port=port) multiple_prices_data_object.log = self.log return multiple_prices_data_object
def init_arctic_with_csv_prices_for_code(instrument_code:str): print(instrument_code) csv_mult = csvFuturesMultiplePricesData() a_mult = arcticFuturesMultiplePricesData() mult = csv_mult.get_multiple_prices(instrument_code) a_mult.add_multiple_prices(instrument_code, mult, ignore_duplication=True) csv_adj = csvFuturesAdjustedPricesData() a_adj = arcticFuturesAdjustedPricesData() adj = csv_adj.get_adjusted_prices(instrument_code) a_adj.add_adjusted_prices(instrument_code, adj, ignore_duplication=True)
def init_arctic_with_csv_prices_for_code( instrument_code: str, multiple_price_datapath=arg_not_supplied, adj_price_datapath=arg_not_supplied, ): print(instrument_code) csv_mult_data = csvFuturesMultiplePricesData(multiple_price_datapath) arctic_mult_data = arcticFuturesMultiplePricesData() mult_prices = csv_mult_data.get_multiple_prices(instrument_code) arctic_mult_data.add_multiple_prices(instrument_code, mult_prices, ignore_duplication=True) csv_adj_data = csvFuturesAdjustedPricesData(adj_price_datapath) arctic_adj_data = arcticFuturesAdjustedPricesData() adj_prices = csv_adj_data.get_adjusted_prices(instrument_code) arctic_adj_data.add_adjusted_prices(instrument_code, adj_prices, ignore_duplication=True)
from sysdata.arctic.arctic_futures_per_contract_prices import arcticFuturesContractPriceData from sysdata.csv.csv_roll_calendars import csvRollCalendarData from sysdata.csv.csv_multiple_prices import csvFuturesMultiplePricesData from sysdata.arctic.arctic_multiple_prices import arcticFuturesMultiplePricesData from sysdata.futures.multiple_prices import futuresMultiplePrices # could get these from stdin ADD_TO_ARCTIC = True ADD_TO_CSV = False if __name__ == '__main__': csv_roll_calendars = csvRollCalendarData() arctic_individual_futures_prices = arcticFuturesContractPriceData() arctic_multiple_prices = arcticFuturesMultiplePricesData() csv_multiple_prices = csvFuturesMultiplePricesData() instrument_list = arctic_individual_futures_prices.get_instruments_with_price_data( ) instrument_list = ["LIVECOW"] for instrument_code in instrument_list: print(instrument_code) roll_calendar = csv_roll_calendars.get_roll_calendar(instrument_code) dict_of_futures_contract_prices = arctic_individual_futures_prices.get_all_prices_for_instrument( instrument_code) dict_of_futures_contract_closing_prices = dict_of_futures_contract_prices.final_prices( ) multiple_prices = futuresMultiplePrices.create_from_raw_data( roll_calendar, dict_of_futures_contract_closing_prices)
def _get_all_prices_data_object(self): multiple_prices_data_object = arcticFuturesMultiplePricesData(self._database_name) multiple_prices_data_object.log = self.log return multiple_prices_data_object
""" We create adjusted prices using multiple prices stored in arctic We then store those adjusted prices in arctic """ from sysdata.arctic.arctic_multiple_prices import arcticFuturesMultiplePricesData from sysdata.arctic.arctic_adjusted_prices import arcticFuturesAdjustedPricesData from sysdata.futures.adjusted_prices import futuresAdjustedPrices if __name__ == '__main__': arctic_multiple_prices = arcticFuturesMultiplePricesData() artic_adjusted_prices = arcticFuturesAdjustedPricesData() instrument_list = arctic_multiple_prices.get_list_of_instruments() for instrument_code in instrument_list: print(instrument_code) multiple_prices = arctic_multiple_prices.get_multiple_prices(instrument_code) adjusted_prices = futuresAdjustedPrices.stich_multiple_prices(multiple_prices) print(adjusted_prices) artic_adjusted_prices.add_adjusted_prices(instrument_code, adjusted_prices)
def _get_data_inputs(csv_adj_data_path): arctic_multiple_prices = arcticFuturesMultiplePricesData() arctic_adjusted_prices = arcticFuturesAdjustedPricesData() csv_adjusted_prices = csvFuturesAdjustedPricesData(csv_adj_data_path) return arctic_multiple_prices, arctic_adjusted_prices, csv_adjusted_prices