def get_dict_of_prices_for_contract_list(self, instrument_code, contract_list): dict_of_prices = {} for contract_date in contract_list: if contract_date is missing_contract: continue # Could blow up here if don't have prices for a contract?? prices = self.get_prices_for_instrument_code_and_contract_date( instrument_code, contract_date) dict_of_prices[contract_date] = prices dict_of_prices = dictFuturesContractPrices(dict_of_prices) return dict_of_prices
def get_dict_of_prices_for_contract_list( self, instrument_code: str, list_of_contract_date_str: list) -> dictFuturesContractPrices: dict_of_prices = {} for contract_date_str in list_of_contract_date_str: if contract_date_str is missing_contract: continue # Could blow up here if don't have prices for a contract?? contract = futuresContract(instrument_code, contract_date_str) prices = self.get_prices_for_contract_object(contract) dict_of_prices[contract_date_str] = prices dict_of_prices = dictFuturesContractPrices(dict_of_prices) return dict_of_prices
def get_all_prices_for_instrument( self, instrument_code: str) -> dictFuturesContractPrices: """ Get all the prices for this code, returned as dict :param instrument_code: str :return: dictFuturesContractPrices """ list_of_contracts = self.contracts_with_price_data_for_instrument_code( instrument_code) dict_of_prices = dictFuturesContractPrices([( contract.date_str, self.get_prices_for_contract_object(contract), ) for contract in list_of_contracts]) return dict_of_prices