def update_roll_state(instrument_code: str):
"""
Update the roll state for a particular instrument
This includes the option, where possible, to switch the adjusted price series on to a new contract
:param instrument_code: str
:return: None
"""
"""
mongo_db = mongoDb()
log=logger("Update-Sampled_Contracts", mongo_db=mongo_db)
"""
with mongoDb() as mongo_db,\
logger("Update-Roll-Adjusted-Prices", mongo_db=mongo_db, instrument_code=instrument_code) as log:
data = dataBlob("mongoRollStateData", mongo_db=mongo_db, log=log)
## First get the roll info
# This will also update to console
report_results = run_report_with_data_blob(
roll_report_config, data, instrument_code=instrument_code)
if report_results is failure:
print("Can't run roll report, so can't change status")
return failure
current_roll_status, roll_state_required = get_required_roll_state(
data, instrument_code)
if roll_state_required is no_state_available:
return failure
data.mongo_roll_state.set_roll_state(instrument_code,
roll_state_required)
if roll_state_required is roll_adj_state:
## Going to roll adjusted prices
roll_result = _roll_adjusted_and_multiple_prices(
data, instrument_code)
if roll_result is success:
## Return the state back to default (no roll) state
data.log.msg(
"Successful roll! Returning roll state of %s to %s" %
(instrument_code, default_state))
data.mongo_roll_state.set_roll_state(instrument_code,
default_state)
else:
data.log.msg(
"Something has gone wrong with rolling adjusted of %s! Returning roll state to previous state of %s"
% (instrument_code, current_roll_status))
data.mongo_roll_state.set_roll_state(instrument_code,
current_roll_status)
return success
def interactive_update_roll_status():
"""
Update the roll state for a particular instrument
This includes the option, where possible, to switch the adjusted price series on to a new contract
:param instrument_code: str
:return: None
"""
with dataBlob(log_name="Interactive_Update-Roll-Status") as data:
instrument_code = get_valid_instrument_code_from_user(data=data)
# First get the roll info
# This will also update to console
config = roll_report_config.new_config_with_modified_output("console")
config.modify_kwargs(instrument_code=instrument_code)
report_results = run_report_with_data_blob(config, data)
if report_results is failure:
print("Can't run roll report, so can't change status")
return failure
current_roll_status, roll_state_required = get_required_roll_state(
data, instrument_code)
if roll_state_required is no_state_available:
return failure
update_positions = updatePositions(data)
update_positions.set_roll_state(instrument_code, roll_state_required)
if roll_state_required is roll_adj_state:
# Going to roll adjusted prices
roll_result = _roll_adjusted_and_multiple_prices(
data, instrument_code)
if roll_result is success:
# Return the state back to default (no roll) state
data.log.msg(
"Successful roll! Returning roll state of %s to %s" %
(instrument_code, default_state))
update_positions.set_roll_state(instrument_code, default_state)
else:
data.log.msg(
"Something has gone wrong with rolling adjusted of %s! Returning roll state to previous state of %s"
% (instrument_code, current_roll_status))
update_positions.set_roll_state(instrument_code,
current_roll_status)
return success
def run_roll_report(data: dataBlob, instrument_code: str):
config = roll_report_config.new_config_with_modified_output("console")
config.modify_kwargs(instrument_code=instrument_code)
report_results = run_report_with_data_blob(config, data)
if report_results is failure:
raise Exception("Can't run roll report, so can't change status")
