def _get_adj_prices_data_object(self):
pathname =self._resolve_path("adjusted_prices")
adj_prices_data = csvFuturesAdjustedPricesData(pathname)
adj_prices_data.log = self.log
return adj_prices_data
def _get_adj_prices_data_object(self):
pathname = self._resolve_path("adjusted_prices")
adj_prices_data = csvFuturesAdjustedPricesData(pathname)
adj_prices_data.log = self.log
return adj_prices_data
def init_arctic_with_csv_futures_contract_prices():
csv_multiple_prices = csvFuturesMultiplePricesData()
csv_adj_prices = csvFuturesAdjustedPricesData()
input("WARNING THIS WILL ERASE ANY EXISTING ARCTIC PRICES WITH DATA FROM %s,%s ARE YOU SURE?!" % (csv_adj_prices.datapath, csv_multiple_prices.datapath))
instrument_codes = csv_multiple_prices.get_list_of_instruments()
for instrument_code in instrument_codes:
init_arctic_with_csv_prices_for_code(instrument_code)
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_futures_contract_prices(
multiple_price_datapath=arg_not_supplied,
adj_price_datapath=arg_not_supplied):
csv_multiple_prices = csvFuturesMultiplePricesData(multiple_price_datapath)
csv_adj_prices = csvFuturesAdjustedPricesData(adj_price_datapath)
input(
"WARNING THIS WILL ERASE ANY EXISTING ARCTIC PRICES WITH DATA FROM %s,%s ARE YOU SURE?! CTRL-C TO ABORT"
% (csv_adj_prices.datapath, csv_multiple_prices.datapath))
instrument_codes = csv_multiple_prices.get_list_of_instruments()
for instrument_code in instrument_codes:
init_arctic_with_csv_prices_for_code(
instrument_code,
multiple_price_datapath=multiple_price_datapath,
adj_price_datapath=adj_price_datapath)
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)
"""
Copy from csv repo files to arctic for adjusted prices
"""
from sysdata.arctic.arctic_adjusted_prices import arcticFuturesAdjustedPricesData
from sysdata.csv.csv_adjusted_prices import csvFuturesAdjustedPricesData
if __name__ == "__main__":
artic_adjusted_prices = arcticFuturesAdjustedPricesData()
csv_adjusted_prices = csvFuturesAdjustedPricesData()
instrument_list = csv_adjusted_prices.get_list_of_instruments()
for instrument_code in instrument_list:
print(instrument_code)
adjusted_prices = csv_adjusted_prices.get_adjusted_prices(
instrument_code)
print(adjusted_prices)
artic_adjusted_prices.add_adjusted_prices(
instrument_code, adjusted_prices, ignore_duplication=True
)
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
"""
Copy from csv repo files to arctic for adjusted prices
"""
from syscore.objects import arg_not_supplied
from sysdata.arctic.arctic_adjusted_prices import arcticFuturesAdjustedPricesData
from sysdata.csv.csv_adjusted_prices import csvFuturesAdjustedPricesData
if __name__ == "__main__":
input("Will overwrite existing prices are you sure?! CTL-C to abort")
artic_adjusted_prices = arcticFuturesAdjustedPricesData()
## MODIFY PATH TO USE SOMETHING OTHER THAN DEFAULT
csv_adj_datapath = arg_not_supplied
csv_adjusted_prices = csvFuturesAdjustedPricesData(csv_adj_datapath)
instrument_list = csv_adjusted_prices.get_list_of_instruments()
for instrument_code in instrument_list:
print(instrument_code)
adjusted_prices = csv_adjusted_prices.get_adjusted_prices(
instrument_code)
print(adjusted_prices)
artic_adjusted_prices.add_adjusted_prices(instrument_code,
adjusted_prices,
ignore_duplication=True)