def create_strategy_output_dir(**kwargs):
strategy_class = kwargs['strategy_class']
report_date = kwargs['report_date']
strategy_output_folder = dn.get_directory_name(ext='strategy_output')
if strategy_class == 'futures_butterfly':
output_dir = strategy_output_folder + '/futures_butterfly/' + cu.get_directory_extension(report_date)
elif strategy_class == 'curve_pca':
output_dir = strategy_output_folder + '/curve_pca/' + cu.get_directory_extension(report_date)
elif strategy_class == 'spread_carry':
output_dir = strategy_output_folder + '/spread_carry/' + cu.get_directory_extension(report_date)
elif strategy_class == 'vcs':
output_dir = strategy_output_folder + '/vcs/' + cu.get_directory_extension(report_date)
elif strategy_class == 'scv':
output_dir = strategy_output_folder + '/scv/' + cu.get_directory_extension(report_date)
elif strategy_class == 'ifs':
output_dir = strategy_output_folder + '/ifs/' + cu.get_directory_extension(report_date)
elif strategy_class == 'ibo':
output_dir = strategy_output_folder + '/ibo/' + cu.get_directory_extension(report_date)
if not os.path.exists(output_dir):
os.makedirs(output_dir)
return output_dir
def create_strategy_output_dir(**kwargs):
strategy_class = kwargs['strategy_class']
report_date = kwargs['report_date']
strategy_output_folder = dn.get_directory_name(ext='strategy_output')
if strategy_class == 'futures_butterfly':
output_dir = strategy_output_folder + '/futures_butterfly/' + cu.get_directory_extension(report_date)
elif strategy_class == 'intraday_futures_experimental':
output_dir = strategy_output_folder + '/ife/' + cu.get_directory_extension(report_date)
else:
output_dir = strategy_output_folder + '/' + strategy_class + '/' + cu.get_directory_extension(report_date)
if not os.path.exists(output_dir):
os.makedirs(output_dir)
return output_dir
def get_dated_directory_extension(**kwargs):
if 'folder_date' in kwargs.keys():
folder_date = kwargs['folder_date']
else:
folder_date = exp.doubledate_shift_bus_days()
if 'ext' not in kwargs.keys():
print('Need to provide a valid ext !')
return
directory_name = get_directory_name(**kwargs)
dated_directory_name = directory_name + '/' + cu.get_directory_extension(folder_date)
if not os.path.exists(dated_directory_name):
os.makedirs(dated_directory_name)
return dated_directory_name
def get_dated_directory_extension(**kwargs):
if 'folder_date' in kwargs.keys():
folder_date = kwargs['folder_date']
else:
folder_date = exp.doubledate_shift_bus_days()
if 'ext' not in kwargs.keys():
print('Need to provide a valid ext !')
return
directory_name = get_directory_name(**kwargs)
dated_directory_name = directory_name + '/' + cu.get_directory_extension(
folder_date)
if not os.path.exists(dated_directory_name):
os.makedirs(dated_directory_name)
return dated_directory_name