Python prepare_strategy_dailyの例

コード例 #1

try:
    log.info('load_ticker_signals')
    osl.load_ticker_signals_4settle_date(con=con, settle_date=folder_date)
except Exception:
    log.error('load_ticker_signals failed', exc_info=True)

try:
    log.info('generate_vcs_sheet')
    vcs.generate_vcs_sheet_4date(con=con, date_to=folder_date)
except Exception:
    log.error('generate_vcs_sheet failed', exc_info=True)

try:
    osf.generate_vcs_formatted_output(report_date=folder_date)
    prep.prepare_strategy_daily(strategy_class='vcs', report_date=folder_date)
except Exception:
    pass

try:
    log.info('generate_scv_sheet')
    osf.generate_scv_formatted_output(report_date=folder_date)
    prep.prepare_strategy_daily(strategy_class='scv', report_date=folder_date)
except Exception:
    log.error('generate_scv_sheet failed', exc_info=True)

try:
    log.info('update options pnls')
    opnl.update_options_pnls_4date(con=con, settle_date=folder_date)
except Exception:
    log.error('update options pnls failed', exc_info=True)

コード例 #2

ファイル: futures_strategies_job.py プロジェクト: d0p34m1n3/repo_barbarossa

fpl.update_futures_price_database(con=con)
pp.generate_and_update_futures_data_files(ticker_head_list='butterfly')

report_date = exp.doubledate_shift_bus_days()
fb.generate_futures_butterfly_sheet_4date(date_to=report_date, con=con)

try:
    ocs.generate_overnight_spreads_sheet_4date(date_to=report_date, con=con)
    fsf.generate_ocs_formatted_output(report_date=report_date)
except Exception:
    pass

fsf.generate_futures_butterfly_formatted_output()

prep.prepare_strategy_daily(strategy_class='futures_butterfly')

try:
    fsf.generate_spread_carry_formatted_output(report_date=report_date)
except Exception:
    pass

try:
    fsf.generate_curve_pca_formatted_output()
    prep.prepare_strategy_daily(strategy_class='curve_pca')
except Exception:
    pass

try:
    rpf.generate_historic_risk_report(as_of_date=report_date, con=con)
    prep.move_from_dated_folder_2daily_folder(ext='ta',

コード例 #3

ファイル: options_data_load_job.py プロジェクト: chitown2016/repo_barbarossa

except Exception:
    pass

try:
    osl.load_ticker_signals_4settle_date(con=con, settle_date=folder_date)
except Exception:
    pass

try:
    vcs.generate_vcs_sheet_4date(con=con,date_to=folder_date)
except Exception:
    pass

try:
    osf.generate_vcs_formatted_output(report_date=folder_date)
    prep.prepare_strategy_daily(strategy_class='vcs', report_date=folder_date)
except Exception:
    pass

try:
    osf.generate_scv_formatted_output(report_date=folder_date)
    prep.prepare_strategy_daily(strategy_class='scv', report_date=folder_date)
except Exception:
    pass

try:
    ifsf.generate_ibo_formatted_output(report_date=folder_date)
except Exception:
    pass

con.close()

コード例 #4

ファイル: futures_strategies_job.py プロジェクト: chitown2016/repo_barbarossa

import opportunity_constructs.futures_butterfly as fb
import contract_utilities.expiration as exp
import ta.prepare_daily as prep
import ta.email_reports as er

con = msu.get_my_sql_connection()

fpl.update_futures_price_database(con=con)
pp.generate_and_update_futures_data_files(ticker_head_list='butterfly')

report_date = exp.doubledate_shift_bus_days()
fb.generate_futures_butterfly_sheet_4date(date_to=report_date, con=con)

fsf.generate_futures_butterfly_formatted_output()

prep.prepare_strategy_daily(strategy_class='futures_butterfly')

try:
    fsf.generate_curve_pca_formatted_output()
    prep.prepare_strategy_daily(strategy_class='curve_pca')
except Exception:
    pass

try:
    rpf.generate_historic_risk_report(as_of_date=report_date, con=con)
    prep.move_from_dated_folder_2daily_folder(ext='ta', file_name='risk', folder_date=report_date)
except Exception:
    pass

try:
    rpf.generate_portfolio_pnl_report(as_of_date=report_date, con=con)