def get_directory_store_backtests():
# eg '/home/rob/data/backtests/'
key_name = "backtest_store_directory"
production_config = get_production_config()
store_directory = getattr(production_config, key_name)
return store_directory
def ib_defaults(**kwargs):
"""
Returns ib configuration with following precedence
1- if passed in arguments: ipaddress, port, idoffset - use that
2- if defined in private_config file, use that. ib_ipaddress, ib_port, ib_idoffset
3 - if defined in system defaults file, use that
:return: mongo db, hostname, port
"""
# this will include defaults.yaml if not defined in private
passed_param_names = list(kwargs.keys())
output_dict = {}
config = get_production_config()
for param_name in LIST_OF_IB_PARAMS:
if param_name in passed_param_names:
param_value = kwargs[param_name]
else:
param_value = arg_not_supplied
if param_value is arg_not_supplied:
param_value = getattr(config, param_name)
output_dict[param_name] = param_value
# Get from dictionary
ipaddress = output_dict["ib_ipaddress"]
port = output_dict["ib_port"]
idoffset = output_dict["ib_idoffset"]
return ipaddress, port, idoffset
def mongo_defaults(**kwargs):
"""
Returns mongo configuration with following precedence
1- if passed in arguments: mongo_db, mongo_host, mongo_port - use that
2- if defined in private_config file, use that. mongo_db, mongo_host, mongo_port
3- if defined in system defaults file, use that: mongo_db, mongo_host
:return: mongo db, hostname, port
"""
# this will include defaults.yaml if not defined in private
passed_param_names = list(kwargs.keys())
production_config = get_production_config()
output_dict = {}
for param_name in LIST_OF_MONGO_PARAMS:
if param_name in passed_param_names:
param_value = kwargs[param_name]
else:
param_value = arg_not_supplied
if param_value is arg_not_supplied:
param_value = getattr(production_config, param_name)
output_dict[param_name] = param_value
# Get from dictionary
mongo_db = output_dict["mongo_db"]
hostname = output_dict["mongo_host"]
port = output_dict["mongo_port"]
return mongo_db, hostname, port
def get_directory_store_backtests():
# eg '/home/rob/data/backtests/'
production_config = get_production_config()
store_directory = production_config.get_element_or_missing_data("backtest_store_directory")
if store_directory is missing_data:
raise Exception("Need to specify backtest_store_directory in config file")
return store_directory
def dump_mongo_data(data):
host = get_production_config().get_element_or_arg_not_supplied("mongo_host")
path = get_mongo_dump_directory()
data.log.msg("Dumping mongo data to %s NOT TESTED IN WINDOWS" % path)
if host.startswith("mongodb://"):
os.system("mongodump --uri='%s' -o=%s" % (host, path))
else:
os.system("mongodump --host='%s' -o=%s" % (host, path))
data.log.msg("Dumped")
def get_trading_server_login_data():
production_config = get_production_config()
trading_server_ip = production_config.get_element_or_missing_data(
"trading_server_ip")
if trading_server_ip is missing_data:
return missing_data
trading_server_username = production_config.trading_server_username
trading_server_ssh_port = production_config.trading_server_ssh_port
return trading_server_username, trading_server_ip, trading_server_ssh_port
def get_existing_bad_markets():
production_config = get_production_config()
excluded_markets_config_element = production_config.get_element_or_missing_data(
"exclude_instrument_lists")
if excluded_markets_config_element is missing_data:
print("NO BAD MARKETS IN CONFIG!")
existing_bad_markets = []
else:
existing_bad_markets = \
excluded_markets_config_element.get('bad_markets', [])
return existing_bad_markets
def get_email_details():
# FIXME DON'T LIKE RETURNING ALL THESE VALUES - return CONFIG or subset?
try:
production_config = get_production_config()
email_address = production_config.email_address
email_pwd = production_config.email_pwd
email_server = production_config.email_server
email_to = production_config.email_to
email_port = production_config.email_port
except:
raise Exception(
"Need to have all of these for email to work in private config: email_address, email_pwd, email_server, email_to",
"email_port")
return email_server, email_address, email_pwd, email_to, email_port
def display_bad_market_info(bad_markets: list):
print("Add the following to yaml .config under bad_markets heading:\n")
print("bad_markets:")
__ = [print(" - %s" % instrument) for instrument in bad_markets]
production_config = get_production_config()
## this should be a function
existing_bad_markets = production_config.get_element_or_missing_data(
"bad_markets")
if existing_bad_markets is missing_data:
existing_bad_markets = []
existing_bad_markets.sort()
new_bad_markets = list(
set(bad_markets).difference(set(existing_bad_markets)))
removed_bad_markets = list(
set(existing_bad_markets).difference(set(bad_markets)))
print("New bad markets %s" % new_bad_markets)
print("Removed bad markets %s" % removed_bad_markets)
def _get_change_in_avg_units_to_check(change_in_avg_units: pd.Series,
first_date_in_new_data=None):
if first_date_in_new_data is None:
# No merged data so we check it all
change_in_avg_units_to_check = change_in_avg_units
else:
# just check more recent data
change_in_avg_units_to_check = change_in_avg_units[
first_date_in_new_data:]
return change_in_avg_units_to_check
production_config = get_production_config()
max_spike = production_config.max_price_spike
def _check_for_spikes_in_change_in_avg_units(
change_in_avg_units_to_check: pd.Series):
if any(change_in_avg_units_to_check > max_spike):
first_spike = change_in_avg_units_to_check.index[
change_in_avg_units_to_check > max_spike][0]
else:
first_spike = no_spike
return first_spike
def get_broker_account() -> str:
production_config = get_production_config()
account_id = production_config.get_element_or_missing_data(
"broker_account")
return account_id
def config(self) -> Config:
config = getattr(self, "_config", None)
if config is None:
config = self._config = get_production_config()
return config
