def futures_system(sim_data=arg_not_supplied,
config_filename="systems.provided.rob_system.config.yaml"):
if sim_data is arg_not_supplied:
sim_data = dbFuturesSimData()
config = Config(config_filename)
system = System(
[
Risk(),
accountForOptimisedStage(),
optimisedPositions(),
Portfolios(),
PositionSizing(),
myFuturesRawData(),
ForecastCombine(),
volAttenForecastScaleCap(),
Rules(),
],
sim_data,
config,
)
system.set_logging_level("on")
return system
def futures_system(data, config):
system = System(
[
Risk(),
accountForOptimisedStage(),
optimisedPositions(),
Portfolios(),
PositionSizing(),
RawData(),
ForecastCombine(),
ForecastScaleCap(),
Rules(),
],
data,
config,
)
system.set_logging_level("on")
return system