def mark_contracts_as_stopped_sampling(instrument_code,
contracts_not_sampling,
data,
log=logtoscreen("")):
"""
:param instrument_code: str
:param contracts_not_sampling: list of contractDate objects
:param data: dataBlobg
:return: None
"""
diag_contracts = diagContracts(data)
update_contracts = updateContracts(data)
for contract_date_object in contracts_not_sampling:
contract_date = contract_date_object.date
# Mark it as stop sampling in the database
contract = diag_contracts.get_contract_data(instrument_code,
contract_date)
if contract.currently_sampling:
contract.sampling_off()
update_contracts.add_contract_data(contract,
ignore_duplication=True)
log.msg(
"Contract %s has now stopped sampling" % str(contract),
contract_date=contract.date,
)
else:
# nothing to do
pass
return None
def add_missing_contracts_to_database(instrument_code,
missing_from_db,
data,
log=logtoscreen("")):
"""
:param instrument_code: str
:param missing_from_db: list of contract_date objects
:param data: dataBlob
:return: None
"""
diag_contracts = diagContracts(data)
update_contracts = updateContracts(data)
for contract_to_add in missing_from_db:
contract_date = contract_to_add.date
if diag_contracts.is_contract_in_data(instrument_code, contract_date):
contract_to_add = diag_contracts.get_contract_data(
instrument_code, contract_date)
# Mark it as sampling
contract_to_add.sampling_on()
# Add it to the database
# We are happy to overwrite
update_contracts.add_contract_data(contract_to_add,
ignore_duplication=True)
log.msg("Contract %s now added to database and sampling" %
str(contract_to_add))
return None
def add_missing_contract_to_database(data: dataBlob, contract_to_add: futuresContract):
diag_contracts = diagContracts(data)
update_contracts = updateContracts(data)
instrument_code = contract_to_add.instrument_code
contract_date_str = contract_to_add.date_str
if diag_contracts.is_contract_in_data(instrument_code, contract_date_str):
contract_to_add = diag_contracts.get_contract_object(
instrument_code, contract_date_str
)
# Mark it as sampling
contract_to_add.sampling_on()
# Add it to the database
# We are happy to overwrite
update_contracts.add_contract_data(
contract_to_add, ignore_duplication=True)
log = data.log.setup(instrument_code=instrument_code)
log.msg(
"Contract %s now added to database and sampling" %
str(contract_to_add))
def update_expiry_for_contract(contract_object, data):
"""
Get an expiry from IB, check if same as database, otherwise update the database
:param contract_object: contract object
:param data: dataBlob
:param log: log
:return: None
"""
log = data.log
diag_contracts = diagContracts(data)
data_broker = dataBroker(data)
update_contracts = updateContracts(data)
contract_date = contract_object.date
instrument_code = contract_object.instrument_code
log = log.setup(
instrument_code=instrument_code,
contract_date=contract_date)
db_contract = diag_contracts.get_contract_data(
instrument_code, contract_date)
# Both should be in format expiryDate(yyyy,mm,dd)
db_expiry_date = db_contract.date.expiry_date
try:
ib_expiry_date = (
data_broker.get_actual_expiry_date_for_instrument_code_and_contract_date(
instrument_code, contract_date))
if ib_expiry_date is missing_contract:
raise Exception()
except Exception as e:
# We can do nothing with that...
log.warn(
"%s so couldn't get expiry date for %s" %
(e, str(contract_object)))
return None
# Will they be same format?
if ib_expiry_date == db_expiry_date:
log.msg(
"No change to contract expiry %s to %s"
% (str(contract_object), str(ib_expiry_date))
)
return None
# Different!
contract_object.date.update_expiry_date(ib_expiry_date)
update_contracts.add_contract_data(
contract_object, ignore_duplication=True)
log.msg(
"Updated expiry of contract %s to %s"
% (str(contract_object), str(ib_expiry_date))
)
return None
def update_contract_object_with_new_expiry_date(
data: dataBlob, broker_expiry_date: expiryDate,
contract_object: futuresContract):
update_contracts = updateContracts(data)
contract_object.update_expiry_date(broker_expiry_date)
update_contracts.add_contract_data(contract_object,
ignore_duplication=True)
data.log.msg("Updated expiry of contract %s to %s" %
(str(contract_object), str(broker_expiry_date)))
def stop_expired_contracts_sampling(instrument_code: str, data: dataBlob):
## expiry dates will have been updated and are correct
current_contract_chain_in_db = get_current_contract_chain_in_db(data, instrument_code)
diag_contracts = diagContracts(data)
update_contracts = updateContracts(data)
log = data.log.setup(instrument_code=instrument_code)
for contract_date_object in current_contract_chain_in_db:
contract_date = contract_date_object.date_str
# Mark it as stop sampling in the database
contract = diag_contracts.get_contract_object(
instrument_code, contract_date)
if contract.expired() and contract.currently_sampling:
contract.sampling_off()
update_contracts.add_contract_data(
contract, ignore_duplication=True)
log.msg(
"Contract %s has now stopped sampling" % str(contract),
contract_date=contract.date_str,
)
