def label_up_current_contracts(
current_contracts: setOfNamedContracts
) -> (listOfContractDateStr, list):
"""
Labels current contracts only
"""
price_contract_date = current_contracts.price
forward_contract_date = current_contracts.forward
carry_contract_date = current_contracts.carry
labelled_price_contract = "%s%s" % (price_contract_date, PRICE_SUFFIX)
labelled_forward_contract = "%s%s" % (forward_contract_date,
FORWARD_SUFFIX)
labelled_carry_contract = "%s%s" % (carry_contract_date, CARRY_SUFFIX)
contract_names = [
labelled_carry_contract, labelled_price_contract,
labelled_forward_contract
]
contract_date_list = [
carry_contract_date, price_contract_date, forward_contract_date
]
contract_date_list = listOfContractDateStr(contract_date_list)
return contract_date_list, contract_names
def sorted_contract_date_str(self):
"""
Time sorted contract ids
:return:
"""
all_contract_date_str = listOfContractDateStr(self.keys())
all_contract_date_str_sorted = all_contract_date_str.sorted_date_str()
return all_contract_date_str_sorted
def contract_dates_with_price_data_for_instrument_code(
self, instrument_code: str) -> listOfContractDateStr:
"""
:param instrument_code:
:return: list of str
"""
list_of_contracts_with_price_data = (
self.contracts_with_price_data_for_instrument_code(instrument_code)
)
contract_dates = [
str(contract.date_str)
for contract in list_of_contracts_with_price_data
]
list_of_contract_date_str = listOfContractDateStr(contract_dates)
return list_of_contract_date_str
def get_dates_to_choose_from(
data: dataBlob,
instrument_code: str,
only_priced_contracts: bool = False) -> listOfContractDateStr:
diag_contracts = dataContracts(data)
diag_prices = diagPrices(data)
if only_priced_contracts:
dates_to_choose_from = diag_prices.contract_dates_with_price_data_for_instrument_code(
instrument_code)
else:
contract_list = diag_contracts.get_all_contract_objects_for_instrument_code(
instrument_code)
dates_to_choose_from = contract_list.list_of_dates()
dates_to_choose_from = listOfContractDateStr(dates_to_choose_from)
dates_to_choose_from = dates_to_choose_from.sorted_date_str()
return dates_to_choose_from
def _get_and_set_sorted_contract_date_str(self):
all_contract_date_str = listOfContractDateStr(self.keys())
all_contract_date_str_sorted = all_contract_date_str.sorted_date_str()
self._all_contract_date_str_sorted = all_contract_date_str_sorted
return all_contract_date_str_sorted
def list_of_date_str(self) -> listOfContractDateStr:
list_of_date_str = self.values()
list_of_date_str = listOfContractDateStr(list_of_date_str)
return list_of_date_str