def quandl_code(asset) -> str:
if isinstance(asset, Asset.Pair):
if not FxUtils.is_usd_cross(asset):
raise ValueError('Use of Quandl source for ccy pairs requires USD crosses only, got {}'.format(asset))
# Since this a USD cross, only expect 1 ccy when unpacking
non_usd_ccy, = FxUtils.non_usd_currencies(asset)
return quandl_db(asset) + '/' + non_usd_ccy.__str__()
def tickers(self):
pairs = FxUtils.split_to_usd_crosses(self.asset)
return [Ticker(Source.quandl_code(p), FxUtils.is_inverted(p)) for p in pairs]
