def _get_adj_prices_data_object(self): database_name = self._database_name host = self._host port = self._port adj_prices_data = arcticFuturesAdjustedPricesData( database_name=database_name, host=host, port=port) adj_prices_data.log = self.log return adj_prices_data
def init_arctic_with_csv_prices_for_code(instrument_code:str): print(instrument_code) csv_mult = csvFuturesMultiplePricesData() a_mult = arcticFuturesMultiplePricesData() mult = csv_mult.get_multiple_prices(instrument_code) a_mult.add_multiple_prices(instrument_code, mult, ignore_duplication=True) csv_adj = csvFuturesAdjustedPricesData() a_adj = arcticFuturesAdjustedPricesData() adj = csv_adj.get_adjusted_prices(instrument_code) a_adj.add_adjusted_prices(instrument_code, adj, ignore_duplication=True)
def init_arctic_with_csv_prices_for_code( instrument_code: str, multiple_price_datapath=arg_not_supplied, adj_price_datapath=arg_not_supplied, ): print(instrument_code) csv_mult_data = csvFuturesMultiplePricesData(multiple_price_datapath) arctic_mult_data = arcticFuturesMultiplePricesData() mult_prices = csv_mult_data.get_multiple_prices(instrument_code) arctic_mult_data.add_multiple_prices(instrument_code, mult_prices, ignore_duplication=True) csv_adj_data = csvFuturesAdjustedPricesData(adj_price_datapath) arctic_adj_data = arcticFuturesAdjustedPricesData() adj_prices = csv_adj_data.get_adjusted_prices(instrument_code) arctic_adj_data.add_adjusted_prices(instrument_code, adj_prices, ignore_duplication=True)
def _get_adj_prices_data_object(self): adj_prices_data = arcticFuturesAdjustedPricesData(self.mongo_db) adj_prices_data.log = self.log return adj_prices_data
def _get_adj_prices_data_object(self): adj_prices_data = arcticFuturesAdjustedPricesData(self._database_name) adj_prices_data.log = self.log return adj_prices_data
""" We create adjusted prices using multiple prices stored in arctic We then store those adjusted prices in arctic """ from sysdata.arctic.arctic_multiple_prices import arcticFuturesMultiplePricesData from sysdata.arctic.arctic_adjusted_prices import arcticFuturesAdjustedPricesData from sysdata.futures.adjusted_prices import futuresAdjustedPrices if __name__ == '__main__': arctic_multiple_prices = arcticFuturesMultiplePricesData() artic_adjusted_prices = arcticFuturesAdjustedPricesData() instrument_list = arctic_multiple_prices.get_list_of_instruments() for instrument_code in instrument_list: print(instrument_code) multiple_prices = arctic_multiple_prices.get_multiple_prices(instrument_code) adjusted_prices = futuresAdjustedPrices.stich_multiple_prices(multiple_prices) print(adjusted_prices) artic_adjusted_prices.add_adjusted_prices(instrument_code, adjusted_prices)
def _get_data_inputs(csv_adj_data_path): arctic_multiple_prices = arcticFuturesMultiplePricesData() arctic_adjusted_prices = arcticFuturesAdjustedPricesData() csv_adjusted_prices = csvFuturesAdjustedPricesData(csv_adj_data_path) return arctic_multiple_prices, arctic_adjusted_prices, csv_adjusted_prices