Пример #1
0
def strip_file_names(pathname):
    # These won't have .csv attached
    file_names = files_with_extension_in_pathname(pathname)
    for filename in file_names:
        identifier = filename.split("_")[0]
        yearcode = int(identifier[len(identifier)-2:])
        monthcode = identifier[len(identifier)-3]
        if yearcode>50:
            year = 1900+yearcode
        else:
            year = 2000+yearcode
        month = month_from_contract_letter(monthcode)
        marketcode = identifier[:len(identifier)-3]
        instrument = market_map[marketcode]

        datecode = str(year)+'{0:02d}'.format(month)

        new_file_name = "%s_%s00.csv" % (instrument, datecode)
        new_full_name = "%s%s" % (pathname, new_file_name)
        old_full_name = "%s%s.csv" % (pathname, filename)
        print("Rename %s to\n %s" % (old_full_name, new_full_name))

        os.rename(old_full_name, new_full_name)

    return None
Пример #2
0
def get_list_of_pickle_files_for_strategy(strategy_name):
    full_directory = get_backtest_directory_for_strategy(strategy_name)
    list_of_files = files_with_extension_in_pathname(full_directory,
                                                     PICKLE_EXT)

    return list_of_files
Пример #3
0
 def get_list_of_fxcodes(self):
     return files_with_extension_in_pathname(self._datapath, ".csv")
 def get_list_of_instruments(self):
     return files_with_extension_in_pathname(self._datapath, ".csv")
 def get_list_of_fxcodes(self):
     return files_with_extension_in_pathname(self._datapath, ".csv")
Пример #6
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 def get_list_of_instruments(self):
     return files_with_extension_in_pathname(self._datapath, ".csv")
 def _all_keynames_in_library(self) -> list:
     return files_with_extension_in_pathname(self._datapath, ".csv")
Пример #8
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    def get_list_of_instruments(self):

        return files_with_extension_in_pathname(CSV_ROLL_CALENDAR_DIRECTORY, ".csv")