def _roll_adjusted_and_multiple_prices(data, instrument_code):
"""
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)
try:
updated_multiple_prices = update_multiple_prices_on_roll(data, current_multiple_prices, instrument_code)
new_adj_prices = futuresAdjustedPrices.stich_multiple_prices(updated_multiple_prices)
except Exception as e:
data.log.warn("%s : went wrong when rolling: No roll has happened" % e)
return failure
# 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
def display_roll_query_banner(current_roll_status, position_priced_contract, allowable_roll_states):
print(landing_strip(80))
print("Current State: %s" % current_roll_status)
print("Current position in priced contract %d (if zero can Roll Adjusted prices)" % position_priced_contract)
print("")
print("These are your options:")
print("")
for state_number, state in enumerate(allowable_roll_states):
print("%d) %s: %s" % (state_number, state, explain_roll_state(state)))
print("")
return success
def display_roll_query_banner(self):
print(landing_strip(80))
print("Current State: %s" % self.original_roll_status)
print(
"Current position in priced contract %d (if zero can Roll Adjusted prices)"
% self.position_priced_contract)
print("")
print("These are your options:")
print("")
for state_number, state in enumerate(
self.allowable_roll_states_as_list_of_str):
print("%s: %s" % (state, explain_roll_state_str(state)))
print("")
def _roll_adjusted_and_multiple_prices(data: dataBlob,
instrument_code: str) -> status:
"""
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("")
rolling_adj_and_mult_object = _rollingAdjustedAndMultiplePrices(
data, instrument_code)
# this will also do the roll calculations
rolling_adj_and_mult_object.compare_old_and_new_prices()
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:
rolling_adj_and_mult_object.write_new_rolled_data()
except Exception as e:
data.log.warn(
"%s went wrong when rolling: Going to roll-back to original multiple/adjusted prices"
% e)
return failure
return success
