def get_all_contract_objects_for_instrument_code(self, instrument_code: str) -> listOfFuturesContracts:
list_of_keys = self._get_all_contract_keys_for_instrument_code(instrument_code)
list_of_objects = [self._get_contract_data_from_key_without_checking(key) for key in list_of_keys]
list_of_futures_contracts = listOfFuturesContracts(list_of_objects)
return list_of_futures_contracts
def get_contract_chain(instrument_code, data):
diag_contracts = diagContracts(data)
diag_prices = diagPrices(data)
roll_parameters = diag_contracts.get_roll_parameters(instrument_code)
# Get the last contract currently being used
multiple_prices = diag_prices.get_multiple_prices(instrument_code)
current_contract_dict = multiple_prices.current_contract_dict()
current_contract_list = list(current_contract_dict.values())
furthest_out_contract_date = max(current_contract_list)
furthest_out_contract = contractDateWithRollParameters(
contractDate(furthest_out_contract_date), roll_parameters)
# To give us wiggle room, and ensure we start collecting the new forward a
# little in advance
final_contract = furthest_out_contract.next_priced_contract()
contract_date_chain = (
final_contract.get_unexpired_contracts_from_now_to_contract_date())
# We have a list of contract_date objects, need futureContracts
# create a 'bare' instrument object
instrument_object = futuresInstrument(instrument_code)
contract_object_chain_as_list = [
futuresContract(instrument_object, contract_date_object)
for contract_date_object in contract_date_chain
]
contract_object_chain = listOfFuturesContracts(
contract_object_chain_as_list)
return contract_object_chain
def contracts_with_price_data_for_instrument_code(self, instrument_code: str) -> listOfFuturesContracts:
futures_instrument_with_ib_data = self.futures_instrument_data.get_futures_instrument_object_with_IB_data(instrument_code)
list_of_date_str = self.ibconnection.broker_get_futures_contract_list(futures_instrument_with_ib_data)
list_of_contracts = [futuresContract(instrument_code, date_str) for date_str in list_of_date_str]
list_of_contracts = listOfFuturesContracts(list_of_contracts)
return list_of_contracts
def get_list_of_contracts(self) -> listOfFuturesContracts:
## doesn't remove zero positions
list_of_contractids = self.get_list_of_contractids()
list_of_contracts = [
self._contract_given_contractid(contractid)
for contractid in list_of_contractids
]
list_of_contracts = listOfFuturesContracts(list_of_contracts)
return list_of_contracts
def get_all_contract_objects_for_instrument_code(self, instrument_code):
contract_dates_list = self.get_list_of_contract_dates_for_instrument_code(
instrument_code)
contract_objects_list = [
self.get_contract_data(instrument_code, contract_date)
for contract_date in contract_dates_list
]
contract_objects_list = listOfFuturesContracts(contract_objects_list)
return contract_objects_list
def get_contracts_with_price_data(self) -> listOfFuturesContracts:
"""
:return: list of contracts
"""
list_of_contract_tuples = self._get_contract_tuples_with_price_data()
list_of_contracts = [
futuresContract(contract_tuple[0], contract_tuple[1])
for contract_tuple in list_of_contract_tuples
]
list_of_contracts = listOfFuturesContracts(list_of_contracts)
return list_of_contracts
def create_contract_object_chain_from_contract_date_chain(
instrument_code: str, contract_date_chain: list
) -> listOfFuturesContracts:
# We have a list of contract_date objects, need futureContracts
# create a 'bare' instrument object
instrument_object = futuresInstrument(instrument_code)
contract_object_chain_as_list = [
futuresContract(instrument_object, contract_date)
for contract_date in contract_date_chain
]
contract_object_chain = listOfFuturesContracts(contract_object_chain_as_list)
return contract_object_chain
def contracts_with_price_data_for_instrument_code(self,
instrument_code: str,
allow_expired = True) \
-> listOfFuturesContracts:
futures_instrument_with_ib_data = self.futures_instrument_data.get_futures_instrument_object_with_IB_data(
instrument_code)
list_of_date_str = self.ib_client.broker_get_futures_contract_list(
futures_instrument_with_ib_data, allow_expired=allow_expired)
list_of_contracts = [
futuresContract(instrument_code, date_str)
for date_str in list_of_date_str
]
list_of_contracts = listOfFuturesContracts(list_of_contracts)
return list_of_contracts
