def interactive_roll_info(instrument_code: str = "ALL"):
"""
Print information about whether futures contracts should be rolled
:param instrument_code: The instrument code, for example 'AUD', 'CRUDE_W'. Specify ALL for everything
:return: None, but print results
"""
config = roll_report_config.new_config_with_modified_output("console")
config.modify_kwargs(instrument_code=instrument_code)
run_report(roll_report_config)
def interactive_update_roll_status():
"""
Update the roll state for a particular instrument
This includes the option, where possible, to switch the adjusted price series on to a new contract
:param instrument_code: str
:return: None
"""
with dataBlob(log_name="Interactive_Update-Roll-Status") as data:
instrument_code = get_valid_instrument_code_from_user(data=data)
# First get the roll info
# This will also update to console
config = roll_report_config.new_config_with_modified_output("console")
config.modify_kwargs(instrument_code=instrument_code)
report_results = run_report_with_data_blob(config, data)
if report_results is failure:
print("Can't run roll report, so can't change status")
return failure
current_roll_status, roll_state_required = get_required_roll_state(
data, instrument_code)
if roll_state_required is no_state_available:
return failure
update_positions = updatePositions(data)
update_positions.set_roll_state(instrument_code, roll_state_required)
if roll_state_required is roll_adj_state:
# Going to roll adjusted prices
roll_result = _roll_adjusted_and_multiple_prices(
data, instrument_code)
if roll_result is success:
# Return the state back to default (no roll) state
data.log.msg(
"Successful roll! Returning roll state of %s to %s" %
(instrument_code, default_state))
update_positions.set_roll_state(instrument_code, default_state)
else:
data.log.msg(
"Something has gone wrong with rolling adjusted of %s! Returning roll state to previous state of %s"
% (instrument_code, current_roll_status))
update_positions.set_roll_state(instrument_code,
current_roll_status)
return success
def run_roll_report(data: dataBlob, instrument_code: str):
config = roll_report_config.new_config_with_modified_output("console")
config.modify_kwargs(instrument_code=instrument_code)
report_results = run_report_with_data_blob(config, data)
if report_results is failure:
raise Exception("Can't run roll report, so can't change status")
