def _get_instrument_data_without_checking(self, instrument_code):
result_dict = self._mongo.collection.find_one(dict(instrument_code=instrument_code))
result_dict.pop(MONGO_ID_KEY)
instrument_object = futuresInstrument.create_from_dict(result_dict)
return instrument_object
def create_from_dict(futuresContract, futures_contract_dict):
"""
:param futures_contract_dict: The result of running .as_dict on a futuresContract.
:return: futuresContract object
"""
contract_date_dict = futures_contract_dict['contract_date_dict']
instrument_dict = futures_contract_dict['instrument_dict']
contract_params_dict = futures_contract_dict['contract_params']
contract_date_object = contractDate.create_from_dict(contract_date_dict)
instrument_object = futuresInstrument.create_from_dict(instrument_dict)
return futuresContract(instrument_object, contract_date_object, **contract_params_dict)
def create_from_dict(futuresContract, futures_contract_dict):
"""
:param futures_contract_dict: The result of running .as_dict on a futuresContract.
:return: futuresContract object
"""
contract_date_dict = copy(futures_contract_dict)
instrument_code = contract_date_dict.pop('instrument_code')
# We just do a 'bare' instrument with only a code
instrument_dict = dict(instrument_code = instrument_code)
contract_date_object = contractDate.create_from_dict(contract_date_dict)
instrument_object = futuresInstrument.create_from_dict(instrument_dict)
return futuresContract(instrument_object, contract_date_object)
def create_from_dict(futuresContract, futures_contract_dict):
"""
:param futures_contract_dict: The result of running .as_dict on a futuresContract.
:return: futuresContract object
"""
contract_date_dict = copy(futures_contract_dict)
instrument_code = contract_date_dict.pop('instrument_code')
# We just do a 'bare' instrument with only a code
instrument_dict = dict(instrument_code=instrument_code)
contract_date_object = contractDate.create_from_dict(
contract_date_dict)
instrument_object = futuresInstrument.create_from_dict(instrument_dict)
return futuresContract(instrument_object, contract_date_object)
def create_from_dict_with_instrument_dict(futuresContract, instrument_dict, futures_contract_dict):
"""
:param instrument_dict: The result of running .as_dict on a futuresInstrument
:param futures_contract_dict: The result of running .as_dict on a futuresContract.
:return: futuresContract object
"""
# If we run as_dict on a futuresContract we get the instrument_code
assert instrument_dict['instrument_code'] == futures_contract_dict['instrument_code']
contract_date_dict = copy(futures_contract_dict)
contract_date_dict.pop('instrument_code') # not used
contract_date_object = contractDate.create_from_dict(contract_date_dict)
instrument_object = futuresInstrument.create_from_dict(instrument_dict)
return futuresContract(instrument_object, contract_date_object)
def create_from_dict_with_rolldata(futuresContract, futures_contract_dict, roll_data_dict):
"""
:param futures_contract_dict: The result of running .as_dict on a futuresContract.
:param roll_data_dict: A roll data dict
:return: futuresContract object
"""
contract_date_dict = copy(futures_contract_dict)
instrument_code = contract_date_dict.pop('instrument_code')
# We just do a 'bare' instrument with only a code
instrument_dict = dict(instrument_code = instrument_code)
contract_date_with_rolldata_object = contractDateWithRollParameters.create_from_dict(contract_date_dict, roll_data_dict)
instrument_object = futuresInstrument.create_from_dict(instrument_dict)
return futuresContract(instrument_object, contract_date_with_rolldata_object)
def create_from_dict_with_instrument_dict(futuresContract, instrument_dict,
futures_contract_dict):
"""
:param instrument_dict: The result of running .as_dict on a futuresInstrument
:param futures_contract_dict: The result of running .as_dict on a futuresContract.
:return: futuresContract object
"""
# If we run as_dict on a futuresContract we get the instrument_code
assert instrument_dict['instrument_code'] == futures_contract_dict[
'instrument_code']
contract_date_dict = copy(futures_contract_dict)
contract_date_dict.pop('instrument_code') # not used
contract_date_object = contractDate.create_from_dict(
contract_date_dict)
instrument_object = futuresInstrument.create_from_dict(instrument_dict)
return futuresContract(instrument_object, contract_date_object)
def create_from_dict_with_rolldata(futuresContract, futures_contract_dict,
roll_data_dict):
"""
:param futures_contract_dict: The result of running .as_dict on a futuresContract.
:param roll_data_dict: A roll data dict
:return: futuresContract object
"""
contract_date_dict = copy(futures_contract_dict)
instrument_code = contract_date_dict.pop('instrument_code')
# We just do a 'bare' instrument with only a code
instrument_dict = dict(instrument_code=instrument_code)
contract_date_with_rolldata_object = contractDateWithRollParameters.create_from_dict(
contract_date_dict, roll_data_dict)
instrument_object = futuresInstrument.create_from_dict(instrument_dict)
return futuresContract(instrument_object,
contract_date_with_rolldata_object)
