def backup_fx_to_csv(data):
fx_codes = data.arctic_fx_prices.get_list_of_fxcodes()
for fx_code in fx_codes:
arctic_data = data.arctic_fx_prices.get_fx_prices(fx_code)
csv_data = data.csv_fx_prices.get_fx_prices(fx_code)
if check_ts_equals(arctic_data, csv_data):
print("No updated needed")
else:
## Write backup
try:
data.csv_fx_prices.add_fx_prices(fx_code, arctic_data, ignore_duplication=True)
data.log.msg("Written .csv backup for %s" % fx_code)
except:
data.log.warn("Problem writing .csv backup for %s" % fx_code)
def backup_adj_to_csv(data):
instrument_list = data.arctic_futures_adjusted_prices.get_list_of_instruments()
for instrument_code in instrument_list:
arctic_data = data.arctic_futures_adjusted_prices.get_adjusted_prices(instrument_code)
csv_data = data.csv_futures_adjusted_prices.get_adjusted_prices(instrument_code)
if check_ts_equals(arctic_data, csv_data):
print("No update needed")
pass
else:
try:
data.csv_futures_adjusted_prices.add_adjusted_prices(instrument_code, arctic_data, ignore_duplication=True)
data.log.msg("Written .csv backup for adjusted prices %s" % instrument_code)
except:
data.log.warn("Problem writing .csv backup for adjusted prices %s" % instrument_code)
def backup_spreads_to_csv_for_instrument(data: dataBlob, instrument_code: str):
arctic_data = data.arctic_spreads_for_instrument.get_spreads(instrument_code)
csv_data = data.csv_spreads_for_instrument.get_spreads(instrument_code)
if check_ts_equals(arctic_data, csv_data):
data.log.msg("No spreads backup needed for %s" % instrument_code)
pass
else:
try:
data.csv_spreads_for_instrument.add_spreads(
instrument_code, arctic_data, ignore_duplication=True
)
data.log.msg("Written .csv backup for spreads %s" % instrument_code)
except BaseException:
data.log.warn(
"Problem writing .csv backup for spreads %s" % instrument_code
)
def backup_adj_to_csv_for_instrument(data: dataBlob, instrument_code: str):
arctic_data = data.arctic_futures_adjusted_prices.get_adjusted_prices(
instrument_code
)
csv_data = data.csv_futures_adjusted_prices.get_adjusted_prices(instrument_code)
if check_ts_equals(arctic_data, csv_data):
data.log.msg("No adjusted prices backup needed for %s" % instrument_code)
pass
else:
try:
data.csv_futures_adjusted_prices.add_adjusted_prices(
instrument_code, arctic_data, ignore_duplication=True
)
data.log.msg("Written .csv backup for adjusted prices %s" % instrument_code)
except BaseException:
data.log.warn(
"Problem writing .csv backup for adjusted prices %s" % instrument_code
)
