Python generate_and_update_futures_data_files примеры использования

Пример #1

with open(options_data_dir + '/comex_options.pkl', 'wb') as handle:
    pickle.dump(comex_options_output, handle)

with open(options_data_dir + '/nymex_futures.pkl', 'wb') as handle:
    pickle.dump(nymex_futures_output, handle)

with open(options_data_dir + '/nymex_options.pkl', 'wb') as handle:
    pickle.dump(nymex_options_output, handle)

con = msu.get_my_sql_connection()

try:
    log.info('update_futures_price_database')
    fpl.update_futures_price_database_from_cme_file(con=con,
                                                    settle_date=folder_date)
    pp.generate_and_update_futures_data_files(ticker_head_list='cme_futures')
except Exception:
    log.error('update_futures_price_database failed', exc_info=True)

try:
    log.info('update_options_price_database')
    opl.update_options_price_database_from_cme_files(con=con,
                                                     settle_date=folder_date)
except Exception:
    log.error('update_options_price_database failed', exc_info=True)

try:
    log.info('update_options_greeks')
    ogl.update_options_greeks_4date(con=con, settle_date=folder_date)
except Exception:
    log.error('update_options_greeks failed', exc_info=True)

Пример #2

Файл: options_data_load_job.py Проект: chitown2016/repo_barbarossa

        pickle.dump(comex_futures_output, handle)

with open(options_data_dir + '/comex_options.pkl', 'wb') as handle:
        pickle.dump(comex_options_output, handle)

with open(options_data_dir + '/nymex_futures.pkl', 'wb') as handle:
        pickle.dump(nymex_futures_output, handle)

with open(options_data_dir + '/nymex_options.pkl', 'wb') as handle:
        pickle.dump(nymex_options_output, handle)

con = msu.get_my_sql_connection()

try:
    fpl.update_futures_price_database_from_cme_file(con=con, settle_date=folder_date)
    pp.generate_and_update_futures_data_files(ticker_head_list='cme_futures')
except Exception:
    pass

try:
    opl.update_options_price_database_from_cme_files(con=con, settle_date=folder_date)
except Exception:
    pass

try:
    ogl.update_options_greeks_4date(con=con, settle_date=folder_date)
except Exception:
    pass

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

Пример #3

Файл: morning_job_2.py Проект: d0p34m1n3/repo_barbarossa

import save_ib_data.program as sib
import math as m

con = msu.get_my_sql_connection()
report_date = exp.doubledate_shift_bus_days()

try:
    log.info('update_futures_price_database...')
    fpl.update_futures_price_database(con=con)
except Exception:
    log.error('update_futures_price_database failed', exc_info=True)
    quit()

try:
    log.info('generate_and_update_futures_data_files...')
    pp.generate_and_update_futures_data_files(ticker_head_list='butterfly')
except Exception:
    log.error('generate_and_update_futures_data_files failed', exc_info=True)
    quit()

try:
    log.info('generate_portfolio_pnl_report...')
    rpf.generate_portfolio_pnl_report(as_of_date=report_date,
                                      broker='ib',
                                      con=con)
    prep.move_from_dated_folder_2daily_folder(ext='ta',
                                              file_name='pnl',
                                              folder_date=report_date)
except Exception:
    log.error('generate_portfolio_pnl_report', exc_info=True)
    quit()

Пример #4

Файл: futures_strategies_job.py Проект: chitown2016/repo_barbarossa

import formats.futures_strategy_formats as fsf
import formats.strategy_followup_formats as sff
import formats.risk_pnl_formats as rpf
import my_sql_routines.futures_price_loader as fpl
import my_sql_routines.my_sql_utilities as msu
import get_price.presave_price as pp
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: