def get_and_add_prices_for_frequency(data,
log,
contract_object,
frequency="D"):
broker_data_source = dataBroker(data)
db_futures_prices = updatePrices(data)
ib_prices = broker_data_source.get_prices_at_frequency_for_contract_object(
contract_object, frequency)
if len(ib_prices) == 0:
log.msg("No prices from broker for %s" % str(contract_object))
return failure
rows_added = db_futures_prices.update_prices_for_contract(
contract_object, ib_prices, check_for_spike=True)
if rows_added is data_error:
# SPIKE
# Need to email user about this as will need manually checking
msg = (
"Spike found in prices for %s: need to manually check by running interactive_manual_check_historical_prices"
% str(contract_object))
log.warn(msg)
try:
send_production_mail_msg(
data, msg, "Price Spike %s" % contract_object.instrument_code)
except BaseException:
log.warn("Couldn't send email about price spike for %s" %
str(contract_object))
return failure
log.msg("Added %d rows at frequency %s for %s" %
(rows_added, frequency, str(contract_object)))
return success
def report_fx_data_spike(data: dataBlob, fx_code: str):
msg = (
"Spike found in prices for %s: need to manually check by running interactive_manual_check_fx_prices"
% str(fx_code))
data.log.warn(msg)
try:
send_production_mail_msg(data, msg, "FX Price Spike %s" % str(fx_code))
except BaseException:
data.log.warn("Couldn't send email about price spike")
def report_price_spike(data: dataBlob, contract_object: futuresContract):
# SPIKE
# Need to email user about this as will need manually checking
msg = (
"Spike found in prices for %s: need to manually check by running interactive_manual_check_historical_prices"
% str(contract_object))
data.log.warn(msg)
try:
send_production_mail_msg(
data, msg, "Price Spike %s" % contract_object.instrument_code)
except BaseException:
data.log.warn("Couldn't send email about price spike for %s" %
str(contract_object))
def update_fx_prices_for_code(fx_code, data):
broker_fx_source = dataBroker(data)
db_fx_data = currencyData(data)
new_fx_prices = broker_fx_source.get_fx_prices(
fx_code) # returns fxPrices object
rows_added = db_fx_data.update_fx_prices(fx_code,
new_fx_prices,
check_for_spike=True)
if rows_added is data_error:
msg = "Spike found in prices for %s: need to manually check by running interactive_manual_check_fx_prices" % str(
fx_code)
data.log.warn(msg)
try:
send_production_mail_msg(data, msg,
"FX Price Spike %s" % str(fx_code))
except:
data.log.warn("Couldn't send email about price spike")
return success
def run_report_with_data_blob(report_config, data):
"""
:param report_config:
:return:
"""
data.log.msg("Running report %s" % str(report_config))
report_function = resolve_function(report_config.function)
report_kwargs = report_config.kwargs
try:
report_results = report_function(data, **report_kwargs)
report_result = success
except Exception as e:
report_results = [
header("Report %s failed to process with error %s" %
(report_config.title, e))
]
report_result = failure
try:
parsed_report = parse_report_results(report_results)
except Exception as e:
parsed_report = "Report failed to parse %s with error %s\n" % (
report_config.title,
str(e),
)
report_result = failure
# We either print or email
if report_config.output is "console":
print(parsed_report)
elif report_config.output is "email":
send_production_mail_msg(data,
parsed_report,
subject=report_config.title,
report=True)
return report_result
def email_user(self, log_entry):
data = self.data
try:
send_production_mail_msg(data, str(log_entry), "*CRITICAL ERROR*")
except BaseException:
self.error("Couldn't email user")