def add_spread(self, instIDs, weights, price_unit = 1):
key = (tuple(instIDs), tuple(weights))
self.spread_data[key] = instrument.SpreadInst(instIDs, weights, price_unit)
self.spread_data[key].update()
for inst in instIDs:
if inst not in self.inst2spread:
self.inst2spread[inst] = []
self.inst2spread[inst].append(key)
def add_spread(self, instIDs, weights, price_unit = 1):
key = '_'.join([str(s) for s in instIDs + weights])
self.spread_data[key] = instrument.SpreadInst(instIDs, weights, price_unit)
self.spread_data[key].update()
for inst in instIDs:
if inst not in self.inst2spread:
self.inst2spread[inst] = []
self.inst2spread[inst].append(key)
def add_spread(self, instIDs, weights, multiple = None):
key = '_'.join([str(s) for s in instIDs + weights])
self.spread_data[key] = instrument.SpreadInst(self.instruments, instIDs, weights, multiple)
self.spread_data[key].update()
for inst in instIDs:
if inst not in self.inst2spread:
self.inst2spread[inst] = []
self.inst2spread[inst].append(key)
return self.spread_data[key]