def process_adjusted_prices_single_instrument(instrument_code,
csv_adj_data_path=None,
ADD_TO_ARCTIC=True,
ADD_TO_CSV=False):
(
arctic_multiple_prices,
arctic_adjusted_prices,
csv_adjusted_prices,
) = _get_data_inputs(csv_adj_data_path)
multiple_prices = arctic_multiple_prices.get_multiple_prices(
instrument_code)
adjusted_prices = futuresAdjustedPrices.stich_multiple_prices(
multiple_prices, forward_fill=True)
print(adjusted_prices)
if ADD_TO_ARCTIC:
arctic_adjusted_prices.add_adjusted_prices(instrument_code,
adjusted_prices,
ignore_duplication=True)
if ADD_TO_CSV:
csv_adjusted_prices.add_adjusted_prices(instrument_code,
adjusted_prices,
ignore_duplication=True)
return adjusted_prices
def new_adjusted_prices(self):
new_adjusted_prices = getattr(self, "_new_adjusted_prices", None)
if new_adjusted_prices is None:
new_adjusted_prices = self._new_adjusted_prices = futuresAdjustedPrices.stich_multiple_prices(
self.updated_multiple_prices)
return new_adjusted_prices
def _roll_adjusted_and_multiple_prices(data: dataBlob, instrument_code: str):
"""
Roll multiple and adjusted prices
THE POSITION MUST BE ZERO IN THE PRICED CONTRACT! WE DON'T CHECK THIS HERE
:param data: dataBlob
:param instrument_code: str
:return:
"""
print(landing_strip(80))
print("")
print("Rolling adjusted prices!")
print("")
diag_prices = diagPrices(data)
current_multiple_prices = diag_prices.get_multiple_prices(instrument_code)
# Only required for potential rollback
current_adjusted_prices = diag_prices.get_adjusted_prices(instrument_code)
updated_multiple_prices = update_multiple_prices_on_roll(
data, current_multiple_prices, instrument_code)
new_adj_prices = futuresAdjustedPrices.stich_multiple_prices(
updated_multiple_prices)
# We want user input before we do anything
compare_old_and_new_prices(
[
current_multiple_prices,
updated_multiple_prices,
current_adjusted_prices,
new_adj_prices,
],
[
"Current multiple prices",
"New multiple prices",
"Current adjusted prices",
"New adjusted prices",
],
)
print("")
confirm_roll = input(
"Confirm roll adjusted prices for %s are you sure y/n:" %
instrument_code)
if confirm_roll != "y":
print(
"\nUSER DID NOT WANT TO ROLL: Setting roll status back to previous state"
)
return failure
try:
# Apparently good let's try and write rolled data
price_updater = updatePrices(data)
price_updater.add_adjusted_prices(instrument_code,
new_adj_prices,
ignore_duplication=True)
price_updater.add_multiple_prices(instrument_code,
updated_multiple_prices,
ignore_duplication=True)
except Exception as e:
data.log.warn(
"%s went wrong when rolling: Going to roll-back to original multiple/adjusted prices"
% e)
rollback_adjustment(data, instrument_code, current_adjusted_prices,
current_multiple_prices)
return failure
return success