def _get_data_inputs(csv_roll_data_path, csv_multiple_data_path):
csv_roll_calendars = csvRollCalendarData(csv_roll_data_path)
arctic_individual_futures_prices = arcticFuturesContractPriceData()
arctic_multiple_prices = arcticFuturesMultiplePricesData()
csv_multiple_prices = csvFuturesMultiplePricesData(csv_multiple_data_path)
return csv_roll_calendars, arctic_individual_futures_prices, arctic_multiple_prices, csv_multiple_prices
def _get_all_prices_data_object(self):
pathname = self._resolve_path("multiple_price_data")
csv_multiple_prices_data = csvFuturesMultiplePricesData(datapath=pathname)
csv_multiple_prices_data.log = self.log
return csv_multiple_prices_data
def init_arctic_with_csv_futures_contract_prices():
csv_multiple_prices = csvFuturesMultiplePricesData()
csv_adj_prices = csvFuturesAdjustedPricesData()
input("WARNING THIS WILL ERASE ANY EXISTING ARCTIC PRICES WITH DATA FROM %s,%s ARE YOU SURE?!" % (csv_adj_prices.datapath, csv_multiple_prices.datapath))
instrument_codes = csv_multiple_prices.get_list_of_instruments()
for instrument_code in instrument_codes:
init_arctic_with_csv_prices_for_code(instrument_code)
def init_arctic_with_csv_prices_for_code(instrument_code:str):
print(instrument_code)
csv_mult = csvFuturesMultiplePricesData()
a_mult = arcticFuturesMultiplePricesData()
mult = csv_mult.get_multiple_prices(instrument_code)
a_mult.add_multiple_prices(instrument_code, mult, ignore_duplication=True)
csv_adj = csvFuturesAdjustedPricesData()
a_adj = arcticFuturesAdjustedPricesData()
adj = csv_adj.get_adjusted_prices(instrument_code)
a_adj.add_adjusted_prices(instrument_code, adj, ignore_duplication=True)
def init_arctic_with_csv_futures_contract_prices(
multiple_price_datapath=arg_not_supplied,
adj_price_datapath=arg_not_supplied):
csv_multiple_prices = csvFuturesMultiplePricesData(multiple_price_datapath)
csv_adj_prices = csvFuturesAdjustedPricesData(adj_price_datapath)
input(
"WARNING THIS WILL ERASE ANY EXISTING ARCTIC PRICES WITH DATA FROM %s,%s ARE YOU SURE?! CTRL-C TO ABORT"
% (csv_adj_prices.datapath, csv_multiple_prices.datapath))
instrument_codes = csv_multiple_prices.get_list_of_instruments()
for instrument_code in instrument_codes:
init_arctic_with_csv_prices_for_code(
instrument_code,
multiple_price_datapath=multiple_price_datapath,
adj_price_datapath=adj_price_datapath)
def init_arctic_with_csv_prices_for_code(
instrument_code: str,
multiple_price_datapath=arg_not_supplied,
adj_price_datapath=arg_not_supplied,
):
print(instrument_code)
csv_mult_data = csvFuturesMultiplePricesData(multiple_price_datapath)
arctic_mult_data = arcticFuturesMultiplePricesData()
mult_prices = csv_mult_data.get_multiple_prices(instrument_code)
arctic_mult_data.add_multiple_prices(instrument_code,
mult_prices,
ignore_duplication=True)
csv_adj_data = csvFuturesAdjustedPricesData(adj_price_datapath)
arctic_adj_data = arcticFuturesAdjustedPricesData()
adj_prices = csv_adj_data.get_adjusted_prices(instrument_code)
arctic_adj_data.add_adjusted_prices(instrument_code,
adj_prices,
ignore_duplication=True)
from sysdata.arctic.arctic_futures_per_contract_prices import arcticFuturesContractPriceData
from sysdata.csv.csv_roll_calendars import csvRollCalendarData
from sysdata.csv.csv_multiple_prices import csvFuturesMultiplePricesData
from sysdata.arctic.arctic_multiple_prices import arcticFuturesMultiplePricesData
from sysdata.futures.multiple_prices import futuresMultiplePrices
# could get these from stdin
ADD_TO_ARCTIC = True
ADD_TO_CSV = False
if __name__ == '__main__':
csv_roll_calendars = csvRollCalendarData()
arctic_individual_futures_prices = arcticFuturesContractPriceData()
arctic_multiple_prices = arcticFuturesMultiplePricesData()
csv_multiple_prices = csvFuturesMultiplePricesData()
instrument_list = arctic_individual_futures_prices.get_instruments_with_price_data(
)
instrument_list = ["LIVECOW"]
for instrument_code in instrument_list:
print(instrument_code)
roll_calendar = csv_roll_calendars.get_roll_calendar(instrument_code)
dict_of_futures_contract_prices = arctic_individual_futures_prices.get_all_prices_for_instrument(
instrument_code)
dict_of_futures_contract_closing_prices = dict_of_futures_contract_prices.final_prices(
)
multiple_prices = futuresMultiplePrices.create_from_raw_data(
roll_calendar, dict_of_futures_contract_closing_prices)
from sysdata.arctic.arctic_futures_per_contract_prices import arcticFuturesContractPriceData
from sysdata.csv.csv_roll_calendars import csvRollCalendarData
from sysdata.csv.csv_multiple_prices import csvFuturesMultiplePricesData
from sysdata.arctic.arctic_multiple_prices import arcticFuturesMultiplePricesData
from sysdata.futures.multiple_prices import futuresMultiplePrices
# could get these from stdin
ADD_TO_ARCTIC = True
ADD_TO_CSV = True
if __name__ == '__main__':
csv_roll_calendars = csvRollCalendarData()
artic_individual_futures_prices = arcticFuturesContractPriceData()
arctic_multiple_prices = arcticFuturesMultiplePricesData()
csv_multiple_prices = csvFuturesMultiplePricesData()
instrument_list = artic_individual_futures_prices.get_instruments_with_price_data()
for instrument_code in instrument_list:
print(instrument_code)
roll_calendar = csv_roll_calendars.get_roll_calendar(instrument_code)
dict_of_futures_contract_prices = artic_individual_futures_prices.get_all_prices_for_instrument(instrument_code)
dict_of_futures_contract_settlement_prices = dict_of_futures_contract_prices.settlement_prices()
multiple_prices = futuresMultiplePrices.create_from_raw_data(roll_calendar, dict_of_futures_contract_settlement_prices)
print(multiple_prices)
if ADD_TO_ARCTIC:
arctic_multiple_prices.add_multiple_prices(instrument_code, multiple_prices, ignore_duplication=True)
