def __init__(self, data: dataBlob = arg_not_supplied):
# Check data has the right elements to do this
if data is arg_not_supplied:
data = dataBlob()
data.add_class_object(arcticFxPricesData)
self.data = data
def update_historical_prices_for_instrument(
instrument_code: str,
data: dataBlob,
cleaning_config: priceFilterConfig = arg_not_supplied,
interactive_mode: bool = False):
"""
Do a daily update for futures contract prices, using IB historical data
:param instrument_code: str
:param data: dataBlob
:return: None
"""
diag_contracts = dataContracts(data)
all_contracts_list = diag_contracts.get_all_contract_objects_for_instrument_code(
instrument_code)
contract_list = all_contracts_list.currently_sampling()
if len(contract_list) == 0:
data.log.warn("No contracts marked for sampling for %s" %
instrument_code)
return failure
for contract_object in contract_list:
data.update_log(contract_object.specific_log(data.log))
update_historical_prices_for_instrument_and_contract(
contract_object,
data,
cleaning_config=cleaning_config,
interactive_mode=interactive_mode)
return success
def __init__(self, data: dataBlob = arg_not_supplied):
# Check data has the right elements to do this
if data is arg_not_supplied:
data = dataBlob()
data.add_class_list([
arcticFuturesContractPriceData, arcticFuturesAdjustedPricesData,
arcticFuturesMultiplePricesData, mongoFuturesContractData
])
self.data = data
def __init__(self, data: dataBlob = arg_not_supplied):
# Check data has the right elements to do this
if data is arg_not_supplied:
data = dataBlob()
data.add_class_list([
mongoInstrumentOrderStackData, mongoContractOrderStackData,
mongoBrokerOrderStackData, mongoContractHistoricOrdersData,
mongoStrategyHistoricOrdersData, mongoBrokerHistoricOrdersData
])
self._data = data
def strategy_weights_if_none_passed(data: dataBlob) -> dict:
list_of_strategies = get_list_of_strategies_from_config(data)
count_of_strateges = len(list_of_strategies)
weight = 100.0 / count_of_strateges
data.log(
"No configuration for strategy weight defined in private config; equally weighting across %s each gets %f percent"
% (str(list_of_strategies), weight))
output_dict = dict([(strat_name, weight)
for strat_name in list_of_strategies])
return output_dict
def __init__(self, data: dataBlob = arg_not_supplied):
# Check data has the right elements to do this
if data is arg_not_supplied:
data = dataBlob()
data.add_class_list([
ibFxPricesData, ibFuturesContractPriceData, ibFuturesContractData,
ibContractPositionData, ibOrdersData, ibMiscData, ibCapitalData,
ibFuturesInstrumentData
])
self._data = data
def _add_required_classes_to_data(self, data: dataBlob) -> dataBlob:
data.add_class_list([mongoPositionLimitData,
mongoTemporaryCloseData])
return data
def _add_required_classes_to_data(self, data: dataBlob) -> dataBlob:
data.add_class_object(arcticFxPricesData)
return data