def _get_all_prices_data_object(self):
multiple_prices_data_object = arcticFuturesMultiplePricesData(
self.mongo_db)
multiple_prices_data_object.log = self.log
return multiple_prices_data_object
def _get_data_inputs(csv_roll_data_path, csv_multiple_data_path):
csv_roll_calendars = csvRollCalendarData(csv_roll_data_path)
arctic_individual_futures_prices = arcticFuturesContractPriceData()
arctic_multiple_prices = arcticFuturesMultiplePricesData()
csv_multiple_prices = csvFuturesMultiplePricesData(csv_multiple_data_path)
return csv_roll_calendars, arctic_individual_futures_prices, arctic_multiple_prices, csv_multiple_prices
def _get_all_prices_data_object(self):
multiple_prices_data_object = arcticFuturesMultiplePricesData(
self._database_name)
multiple_prices_data_object.log = self.log
return multiple_prices_data_object
def _get_all_prices_data_object(self):
database_name = self._database_name
host = self._host
port = self._port
multiple_prices_data_object = arcticFuturesMultiplePricesData(
database_name=database_name, host=host, port=port)
multiple_prices_data_object.log = self.log
return multiple_prices_data_object
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)
from sysdata.arctic.arctic_futures_per_contract_prices import arcticFuturesContractPriceData
from sysdata.csv.csv_roll_calendars import csvRollCalendarData
from sysdata.csv.csv_multiple_prices import csvFuturesMultiplePricesData
from sysdata.arctic.arctic_multiple_prices import arcticFuturesMultiplePricesData
from sysdata.futures.multiple_prices import futuresMultiplePrices
# could get these from stdin
ADD_TO_ARCTIC = True
ADD_TO_CSV = False
if __name__ == '__main__':
csv_roll_calendars = csvRollCalendarData()
arctic_individual_futures_prices = arcticFuturesContractPriceData()
arctic_multiple_prices = arcticFuturesMultiplePricesData()
csv_multiple_prices = csvFuturesMultiplePricesData()
instrument_list = arctic_individual_futures_prices.get_instruments_with_price_data(
)
instrument_list = ["LIVECOW"]
for instrument_code in instrument_list:
print(instrument_code)
roll_calendar = csv_roll_calendars.get_roll_calendar(instrument_code)
dict_of_futures_contract_prices = arctic_individual_futures_prices.get_all_prices_for_instrument(
instrument_code)
dict_of_futures_contract_closing_prices = dict_of_futures_contract_prices.final_prices(
)
multiple_prices = futuresMultiplePrices.create_from_raw_data(
roll_calendar, dict_of_futures_contract_closing_prices)
def _get_all_prices_data_object(self):
multiple_prices_data_object = arcticFuturesMultiplePricesData(self._database_name)
multiple_prices_data_object.log = self.log
return multiple_prices_data_object
"""
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
