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 )