def backup_futures_contract_prices_to_csv(data):
instrument_list = (
data.arctic_futures_contract_price.get_instruments_with_price_data())
for instrument_code in instrument_list:
contract_dates = data.arctic_futures_contract_price.contract_dates_with_price_data_for_instrument_code(
instrument_code)
for contract_date in contract_dates:
arctic_data = data.arctic_futures_contract_price.get_prices_for_instrument_code_and_contract_date(
instrument_code, contract_date)
csv_data = data.csv_futures_contract_price.get_prices_for_instrument_code_and_contract_date(
instrument_code, contract_date)
if check_df_equals(arctic_data, csv_data):
# No updated needed, move on
print("No update needed")
else:
# Write backup
try:
data.csv_futures_contract_price.write_prices_for_instrument_code_and_contract_date(
instrument_code,
contract_date,
arctic_data,
ignore_duplication=True,
)
data.log.msg("Written backup .csv of prices for %s %s" %
(instrument_code, contract_date))
except BaseException:
data.log.warn("Problem writing .csv of prices for %s %s" %
(instrument_code, contract_date))
def backup_futures_contract_prices_for_instrument_to_csv(
data: dataBlob, instrument_code: str):
list_of_contracts = data.arctic_futures_contract_price.contracts_with_price_data_for_instrument_code(
instrument_code)
for contract in list_of_contracts:
arctic_data = data.arctic_futures_contract_price.get_prices_for_contract_object(
contract)
csv_data = data.csv_futures_contract_price.get_prices_for_contract_object(
contract)
if check_df_equals(arctic_data, csv_data):
# No updated needed, move on
print("No update needed")
else:
# Write backup
try:
data.csv_futures_contract_price.write_prices_for_contract_object(
contract,
arctic_data,
ignore_duplication=True,
)
data.log.msg("Written backup .csv of prices for %s" %
(contract))
except BaseException:
data.log.warn("Problem writing .csv of prices for %s %s" %
(contract))
def backup_futures_contract_prices_for_contract_to_csv(
data: dataBlob, futures_contract: futuresContract
):
if futures_contract.days_since_expiry()>CALENDAR_DAYS_IN_YEAR:
## Almost certainly expired, skip
data.log.msg("Skipping expired contract %s" % str(futures_contract))
return None
arctic_data = data.arctic_futures_contract_price.get_prices_for_contract_object(
futures_contract
)
csv_data = data.csv_futures_contract_price.get_prices_for_contract_object(
futures_contract
)
if check_df_equals(arctic_data, csv_data):
# No update needed, move on
data.log.msg("No prices backup needed for %s" % str(futures_contract))
else:
# Write backup
try:
data.csv_futures_contract_price.write_prices_for_contract_object(
futures_contract,
arctic_data,
ignore_duplication=True,
)
data.log.msg("Written backup .csv of prices for %s" % str(futures_contract))
except BaseException:
data.log.warn("Problem writing .csv of prices for %s" % str(futures_contract))
def backup_multiple_to_csv(data):
instrument_list = data.arctic_futures_multiple_prices.get_list_of_instruments()
for instrument_code in instrument_list:
arctic_data = data.arctic_futures_multiple_prices.get_multiple_prices(instrument_code)
csv_data = data.csv_futures_multiple_prices.get_multiple_prices(instrument_code)
if check_df_equals(arctic_data, csv_data):
print("No update needed")
pass
else:
try:
data.csv_futures_multiple_prices.add_multiple_prices(instrument_code, arctic_data, ignore_duplication=True)
data.log.msg("Written .csv backup multiple prices for %s" % instrument_code)
except:
data.log.warn("Problem writing .csv backup multiple prices for %s" % instrument_code)
def backup_multiple_to_csv_for_instrument(data, instrument_code: str):
arctic_data = data.arctic_futures_multiple_prices.get_multiple_prices(
instrument_code
)
csv_data = data.csv_futures_multiple_prices.get_multiple_prices(instrument_code)
if check_df_equals(arctic_data, csv_data):
data.log.msg("No multiple prices backup needed for %s" % instrument_code)
pass
else:
try:
data.csv_futures_multiple_prices.add_multiple_prices(
instrument_code, arctic_data, ignore_duplication=True
)
data.log.msg("Written .csv backup multiple prices for %s" % instrument_code)
except BaseException:
data.log.warn(
"Problem writing .csv backup multiple prices for %s" % instrument_code
)
