def add_table(self,
env_name,
table_key,
table_name,
hash_name,
hash_type='S',
has_range=False,
range_name=None,
range_type='S'):
(dbr, dbc, s3r, s3c, bucket) = self.init_aws_resources()
DB = Client(dbc)
tables = DB.list_tables()
if "envs" not in tables:
raise ValueError("You need to create envs table")
table_envs = Table(dbr.Table(self.envs_table_name))
existing_envs = table_envs.scan()
names = [e["name"] for e in existing_envs]
if env_name in names:
env = table_envs.get_item("name", env_name)
db_dict = env["db_dict"]
if table_name in db_dict.values():
raise ValueError("This table exists already")
else:
try:
DB.create_table(table_name, hash_name, hash_type,
has_range, range_name, range_type)
except:
print("unable to create table")
db_dict[table_key] = table_name
env["db_dict"] = db_dict
table_envs.put_item(env)
else:
raise ValueError("This env does not exist")
def process_signal_all(ref_ticker, maturity_suffix):
table_name = "signals" + "_" + ref_ticker + "_" + maturity_suffix
DB = Client(dbc)
list_tables = DB.list_tables()
# create table
if table_name not in list_tables:
DB.create_table(table_name, "ticker", "S", True, "trade_date", "S")
DB.add_index(table_name, "reverse", "trade_date", "S", "ticker", "S")
signal_table = Table(dbr.Table(table_name))
#batch calc_signals
selected_signals = select_signals(maturity_suffix,
param_rviv.pct_prefix_list,
param_rviv.median_prefix_list,
param_rviv.proba_1_prefix_list)
ref_data = query_rviv(ref_ticker)
te_table = Table(dbr.Table(db_dict["vols_table"]))
tickers = list(set([item["ticker"] for item in te_table.scan()]))
for t in tickers:
df = calc_signals(t, ref_data, selected_signals)
#write them
signal_table.put_df_batch(df)
def select_env(self, env_name):
(dbr, dbc, s3r, s3c, bucket) = self.init_aws_resources()
DB = Client(dbc)
tables = DB.list_tables()
if "envs" not in tables:
raise ValueError("You need to create envs table")
table_envs = Table(dbr.Table(self.envs_table_name))
existing_envs = table_envs.scan()
names = [e["name"] for e in existing_envs]
if env_name in names:
env = table_envs.get_item("name", env_name)
db_dict = env["db_dict"]
return dbr, dbc, s3r, s3c, bucket, db_dict
else:
raise ValueError("You need to create this env")
def batch_write_ivs():
te_table = Table(dbr.Table(db_dict["vols_table"]))
tickers = list(set([item["ticker"] for item in te_table.scan()]))
for t in tickers:
lw_date = get_last_written_date(t)
write_ticker_iv_date(t, lw_date)