def create(self, test, use_transaction = True):
session = test.session()
if use_transaction:
with session.begin():
for name,typ,ccy in zip(self.inst_names,self.inst_types,\
self.inst_ccys):
session.add(Instrument(name = name, type = typ, ccy = ccy))
for name,ccy in zip(self.fund_names,self.fund_ccys):
session.add(Fund(name = name, ccy = ccy))
else:
self.register()
for name,typ,ccy in zip(self.inst_names,self.inst_types,\
self.inst_ccys):
Instrument(name = name, type = typ, ccy = ccy).save()
for name,ccy in zip(self.fund_names,self.fund_ccys):
Fund(name = name, ccy = ccy).save()
self.num_insts = session.query(Instrument).count()
self.num_funds = session.query(Fund).count()
def makePositions(self, test, use_transaction = True):
self.create(test, use_transaction)
session = test.session()
instruments = session.query(Instrument).all()
if use_transaction:
with session.begin():
for f in session.query(Fund):
insts = populate('choice', self.pos_len,
choice_from = instruments)
for dt in self.dates:
for inst in insts:
session.add(Position(instrument = inst, dt = dt,
fund = f))
else:
for f in Fund.objects.query(Fund):
insts = populate('choice', self.pos_len,
choice_from = instruments)
for dt in self.dates:
for inst in insts:
Position(instrument = inst, dt = dt, fund = f).save()
self.num_pos = session.query(Position).count()
