with open(options_data_dir + '/comex_options.pkl', 'wb') as handle: pickle.dump(comex_options_output, handle) with open(options_data_dir + '/nymex_futures.pkl', 'wb') as handle: pickle.dump(nymex_futures_output, handle) with open(options_data_dir + '/nymex_options.pkl', 'wb') as handle: pickle.dump(nymex_options_output, handle) con = msu.get_my_sql_connection() try: log.info('update_futures_price_database') fpl.update_futures_price_database_from_cme_file(con=con, settle_date=folder_date) pp.generate_and_update_futures_data_files(ticker_head_list='cme_futures') except Exception: log.error('update_futures_price_database failed', exc_info=True) try: log.info('update_options_price_database') opl.update_options_price_database_from_cme_files(con=con, settle_date=folder_date) except Exception: log.error('update_options_price_database failed', exc_info=True) try: log.info('update_options_greeks') ogl.update_options_greeks_4date(con=con, settle_date=folder_date) except Exception: log.error('update_options_greeks failed', exc_info=True)
pickle.dump(comex_futures_output, handle) with open(options_data_dir + '/comex_options.pkl', 'wb') as handle: pickle.dump(comex_options_output, handle) with open(options_data_dir + '/nymex_futures.pkl', 'wb') as handle: pickle.dump(nymex_futures_output, handle) with open(options_data_dir + '/nymex_options.pkl', 'wb') as handle: pickle.dump(nymex_options_output, handle) con = msu.get_my_sql_connection() try: fpl.update_futures_price_database_from_cme_file(con=con, settle_date=folder_date) pp.generate_and_update_futures_data_files(ticker_head_list='cme_futures') except Exception: pass try: opl.update_options_price_database_from_cme_files(con=con, settle_date=folder_date) except Exception: pass try: ogl.update_options_greeks_4date(con=con, settle_date=folder_date) except Exception: pass try: osl.load_ticker_signals_4settle_date(con=con, settle_date=folder_date)
import save_ib_data.program as sib import math as m con = msu.get_my_sql_connection() report_date = exp.doubledate_shift_bus_days() try: log.info('update_futures_price_database...') fpl.update_futures_price_database(con=con) except Exception: log.error('update_futures_price_database failed', exc_info=True) quit() try: log.info('generate_and_update_futures_data_files...') pp.generate_and_update_futures_data_files(ticker_head_list='butterfly') except Exception: log.error('generate_and_update_futures_data_files failed', exc_info=True) quit() try: log.info('generate_portfolio_pnl_report...') rpf.generate_portfolio_pnl_report(as_of_date=report_date, broker='ib', con=con) prep.move_from_dated_folder_2daily_folder(ext='ta', file_name='pnl', folder_date=report_date) except Exception: log.error('generate_portfolio_pnl_report', exc_info=True) quit()
import formats.futures_strategy_formats as fsf import formats.strategy_followup_formats as sff import formats.risk_pnl_formats as rpf import my_sql_routines.futures_price_loader as fpl import my_sql_routines.my_sql_utilities as msu import get_price.presave_price as pp import opportunity_constructs.futures_butterfly as fb import contract_utilities.expiration as exp import ta.prepare_daily as prep import ta.email_reports as er con = msu.get_my_sql_connection() fpl.update_futures_price_database(con=con) pp.generate_and_update_futures_data_files(ticker_head_list='butterfly') report_date = exp.doubledate_shift_bus_days() fb.generate_futures_butterfly_sheet_4date(date_to=report_date, con=con) fsf.generate_futures_butterfly_formatted_output() prep.prepare_strategy_daily(strategy_class='futures_butterfly') try: fsf.generate_curve_pca_formatted_output() prep.prepare_strategy_daily(strategy_class='curve_pca') except Exception: pass try: