def get_actual_expiry_date_for_contract(self, contract_object):
"""
Get the actual expiry date of a contract from IB
:param contract_object: type futuresContract
:return: YYYYMMDD or None
"""
new_log = self.log.setup(
instrument_code=contract_object.instrument_code,
contract_date=contract_object.date_str,
)
contract_object_with_ib_data = self.get_contract_object_with_IB_metadata(
contract_object)
if contract_object_with_ib_data is missing_contract:
new_log.msg("Can't resolve contract so can't find expiry date")
return missing_contract
expiry_date = self.ibconnection.broker_get_contract_expiry_date(
contract_object_with_ib_data)
if expiry_date is missing_contract:
new_log.msg("No IB expiry date found")
return missing_contract
else:
expiry_date = expiryDate.from_str(expiry_date)
return expiry_date
def _get_actual_expiry_date_given_contract_with_ib_metadata(
self, contract_object_with_ib_data: futuresContract) -> expiryDate:
expiry_date = self.ibconnection.broker_get_contract_expiry_date(
contract_object_with_ib_data)
if expiry_date is missing_contract:
log = contract_object_with_ib_data.log(self.log)
log.msg("No IB expiry date found")
return missing_contract
else:
expiry_date = expiryDate.from_str(expiry_date)
return expiry_date
def _get_actual_expiry_date_given_single_contract_with_ib_metadata(
self,
futures_contract_with_ib_data: futuresContract) -> expiryDate:
log = futures_contract_with_ib_data.specific_log(self.log)
if futures_contract_with_ib_data.is_spread_contract():
log.warn("Can't find expiry for multiple leg contract here")
return missing_contract
expiry_date = self.ib_client.broker_get_single_contract_expiry_date(
futures_contract_with_ib_data)
if expiry_date is missing_contract:
return missing_contract
else:
expiry_date = expiryDate.from_str(expiry_date)
return expiry_date