def get_dict_of_prices_for_contract_list(self, instrument_code,
contract_list):
dict_of_prices = {}
for contract_date in contract_list:
if contract_date is missing_contract:
continue
# Could blow up here if don't have prices for a contract??
prices = self.get_prices_for_instrument_code_and_contract_date(
instrument_code, contract_date)
dict_of_prices[contract_date] = prices
dict_of_prices = dictFuturesContractPrices(dict_of_prices)
return dict_of_prices
def get_dict_of_prices_for_contract_list(
self, instrument_code: str, list_of_contract_date_str: list) -> dictFuturesContractPrices:
dict_of_prices = {}
for contract_date_str in list_of_contract_date_str:
if contract_date_str is missing_contract:
continue
# Could blow up here if don't have prices for a contract??
contract = futuresContract(instrument_code, contract_date_str)
prices = self.get_prices_for_contract_object(contract)
dict_of_prices[contract_date_str] = prices
dict_of_prices = dictFuturesContractPrices(dict_of_prices)
return dict_of_prices
def get_all_prices_for_instrument(
self, instrument_code: str) -> dictFuturesContractPrices:
"""
Get all the prices for this code, returned as dict
:param instrument_code: str
:return: dictFuturesContractPrices
"""
list_of_contracts = self.contracts_with_price_data_for_instrument_code(
instrument_code)
dict_of_prices = dictFuturesContractPrices([(
contract.date_str,
self.get_prices_for_contract_object(contract),
) for contract in list_of_contracts])
return dict_of_prices
