changed data blob inputs v0.51.0

DONE_TO_DO.md

@@ -1,5 +1,10 @@
 # Release notes
 
+## Version 0.51.0
+
+Essentially 'finished' production.md (in as much as anything can be finished...)
+Changed data Blobs so now take lists of objects rather than str, easier to see dependencies
+
 ## Version 0.50.0
 
 (Done loads of work but forgotten to update the version number or this file. So let's reward ourselves with a 0.20 version bump. The following list is almost certainly incomplete...)

README.md

@@ -7,10 +7,10 @@ Rob Carver
 [https://qoppac.blogspot.com/p/pysystemtrade.html](https://qoppac.blogspot.com/p/pysystemtrade.html)
 
 
-Version 0.50.0
+Version 0.51.0
 
 
-20201023
+20201028
 
 
 ## Release notes

sysproduction/backup_arctic_to_csv.py

@@ -7,6 +7,20 @@
 from sysproduction.data.strategies import get_list_of_strategies
 import os
 
+from sysdata.csv.csv_futures_contracts import csvFuturesContractData
+from sysdata.csv.csv_adjusted_prices import csvFuturesAdjustedPricesData
+from sysdata.csv.csv_futures_contract_prices import csvFuturesContractPriceData
+from sysdata.csv.csv_multiple_prices import csvFuturesMultiplePricesData
+from sysdata.csv.csv_spot_fx import csvFxPricesData
+from sysdata.csv.csv_contract_position_data import csvContractPositionData
+from sysdata.csv.csv_strategy_position_data import csvStrategyPositionData
+from sysdata.csv.csv_historic_orders import csvStrategyHistoricOrdersData, csvContractHistoricOrdersData, csvBrokerHistoricOrdersData
+from sysdata.csv.csv_capital_data import csvCapitalData
+from sysdata.csv.csv_optimal_position import csvOptimalPositionData
+from sysdata.csv.csv_instrument_config import csvFuturesInstrumentData
+from sysdata.csv.csv_roll_state_storage import csvRollStateData
+
+
 
 def backup_arctic_to_csv():
     data = dataBlob(log_name="backup_arctic_to_csv")
@@ -72,23 +86,15 @@ def get_data_and_create_csv_directories(logname):
         csv_data_paths=class_paths, keep_original_prefix=True, log_name=logname
     )
 
-    data.add_class_list(
-        "csvFuturesContractPriceData csvFuturesAdjustedPricesData \
-                        csvFuturesMultiplePricesData csvFxPricesData \
-                        csvContractPositionData csvStrategyPositionData \
-                        csvBrokerHistoricOrdersData csvContractHistoricOrdersData csvStrategyHistoricOrdersData \
-                        csvCapitalData csvOptimalPositionData csvFuturesInstrumentData \
-                        csvRollStateData csvFuturesContractData"
+    data.add_class_list([
+        csvFuturesContractPriceData, csvFuturesAdjustedPricesData,
+                        csvFuturesMultiplePricesData, csvFxPricesData,
+                        csvContractPositionData, csvStrategyPositionData,
+                        csvBrokerHistoricOrdersData, csvContractHistoricOrdersData, csvStrategyHistoricOrdersData,
+                        csvCapitalData, csvOptimalPositionData, csvFuturesInstrumentData,
+                        csvRollStateData, csvFuturesContractData]
     )
 
-    data.add_class_list(
-        "arcticFuturesContractPriceData arcticFuturesMultiplePricesData \
-                        arcticFuturesAdjustedPricesData arcticFxPricesData \
-                        mongoContractPositionData mongoStrategyPositionData \
-                        mongoBrokerHistoricOrdersData mongoContractHistoricOrdersData mongoStrategyHistoricOrdersData \
-                        mongoCapitalData mongoFuturesContractData mongoFuturesInstrumentData \
-                        mongoOptimalPositionData mongoRollParametersData mongoRollStateData"
-    )
 
     return data
 

sysproduction/data/broker.py

@@ -4,7 +4,15 @@
 
 from collections import namedtuple
 
+"ibFxPricesData, ibFuturesContractPriceData, ibFuturesContractData,\
+ibContractPositionData, ibOrdersData, ibMiscData]"
+
 from sysbrokers.IB.ibSpotFXData import ibFxPricesData
+from sysbrokers.IB.ibFuturesContractPriceData import ibFuturesContractPriceData
+from sysbrokers.IB.ibFuturesContracts import ibFuturesContractData
+from sysbrokers.IB.ibPositionData import ibContractPositionData
+from sysbrokers.IB.ibOrders import ibOrdersData
+from sysbrokers.IB.ibMiscData import ibMiscData
 
 from syscore.objects import missing_data, arg_not_supplied, missing_order, missing_contract
 
@@ -33,9 +41,9 @@ def __init__(self, data=arg_not_supplied):
 
         data.add_ib_class("ibFxPricesData", ibFxPricesData)
 
-        data.add_class_list(
-            "ibFxPricesData ibFuturesContractPriceData ibFuturesContractData\
-        ibContractPositionData ibOrdersData ibMiscData"
+        data.add_class_list([
+            ibFxPricesData, ibFuturesContractPriceData, ibFuturesContractData,
+        ibContractPositionData, ibOrdersData, ibMiscData]
         )
         self.data = data
 

sysproduction/data/capital.py

@@ -1,6 +1,7 @@
 from syscore.objects import missing_data, arg_not_supplied
 
 from sysdata.production.capital import totalCapitalCalculationData
+from sysdata.mongodb.mongo_capital import mongoCapitalData
 from sysdata.private_config import get_private_then_default_key_value
 
 from sysproduction.data.get_data import dataBlob
@@ -13,7 +14,7 @@ def __init__(self, data=arg_not_supplied):
         if data is arg_not_supplied:
             data = dataBlob()
 
-        data.add_class_list("mongoCapitalData")
+        data.add_class_object(mongoCapitalData)
         self.data = data
 
     @property

sysproduction/data/contracts.py

@@ -2,13 +2,16 @@
 
 from syscore.objects import missing_contract, arg_not_supplied
 
+from sysdata.arctic.arctic_futures_per_contract_prices import arcticFuturesContractPriceData
+from sysdata.arctic.arctic_multiple_prices import arcticFuturesMultiplePricesData
+from sysdata.mongodb.mongo_roll_data import mongoRollParametersData
+from sysdata.mongodb.mongo_futures_contracts import mongoFuturesContractData
 from sysdata.futures.rolls import contractDateWithRollParameters
 from sysdata.futures.contracts import futuresContract
 
 from sysproduction.data.prices import get_valid_instrument_code_from_user, diagPrices
 from sysproduction.data.get_data import dataBlob
 
-
 missing_expiry = datetime.datetime(1900, 1, 1)
 
 
@@ -18,9 +21,9 @@ def __init__(self, data=arg_not_supplied):
         if data is arg_not_supplied:
             data = dataBlob()
 
-        data.add_class_list(
-            "arcticFuturesContractPriceData mongoRollParametersData \
-                            arcticFuturesMultiplePricesData mongoFuturesContractData"
+        data.add_class_list([
+            arcticFuturesContractPriceData, mongoRollParametersData,
+                            arcticFuturesMultiplePricesData, mongoFuturesContractData]
         )
         self.data = data
 
@@ -280,7 +283,7 @@ def __init__(self, data=arg_not_supplied):
         if data is arg_not_supplied:
             data = dataBlob()
 
-        data.add_class_list("mongoFuturesContractData")
+        data.add_class_object(mongoFuturesContractData)
         self.data = data
 
     def add_contract_data(self, contract, ignore_duplication=False):

sysproduction/data/controls.py

@@ -8,6 +8,11 @@
 
 from sysdata.private_config import get_private_then_default_key_value
 from sysdata.production.position_limits import positionLimitAndPosition, positionLimitForInstrument, positionLimitForStrategyInstrument
+from sysdata.mongodb.mongo_process_control import mongoControlProcessData
+from sysdata.mongodb.mongo_lock_data import mongoLockData
+from sysdata.mongodb.mongo_position_limits import mongoPositionLimitData
+from sysdata.mongodb.mongo_trade_limits import mongoTradeLimitData
+from sysdata.mongodb.mongo_override import mongoOverrideData
 
 from sysproduction.data.get_data import dataBlob
 from sysproduction.data.strategies import diagStrategiesConfig
@@ -20,7 +25,7 @@ def __init__(self, data=arg_not_supplied):
         if data is arg_not_supplied:
             data = dataBlob()
 
-        data.add_class_list("mongoLockData")
+        data.add_class_object(mongoLockData)
         self.data = data
 
     def is_instrument_locked(self, instrument_code):
@@ -42,7 +47,7 @@ def __init__(self, data=arg_not_supplied):
         if data is arg_not_supplied:
             data = dataBlob()
 
-        data.add_class_list("mongoTradeLimitData")
+        data.add_class_object(mongoTradeLimitData)
         self.data = data
 
     def what_trade_is_possible(
@@ -97,7 +102,7 @@ def __init__(self, data=arg_not_supplied):
         if data is arg_not_supplied:
             data = dataBlob()
 
-        data.add_class_list("mongoOverrideData")
+        data.add_class_object(mongoOverrideData)
         self.data = data
 
     def get_dict_of_all_overrides(self):
@@ -118,7 +123,7 @@ def __init__(self, data=arg_not_supplied):
         if data is arg_not_supplied:
             data = dataBlob()
 
-        data.add_class_list("mongoOverrideData")
+        data.add_class_object(mongoOverrideData)
         self.data = data
 
     def update_override_for_strategy(self, strategy_name, new_override):
@@ -152,7 +157,7 @@ def __init__(self, data=arg_not_supplied):
         if data is arg_not_supplied:
             data = dataBlob()
 
-        data.add_class_list("mongoControlProcessData")
+        data.add_class_object(mongoControlProcessData)
         self.data = data
 
     def get_dict_of_control_processes(self):
@@ -487,10 +492,9 @@ def __init__(self, data=arg_not_supplied):
         # Check data has the right elements to do this
         if data is arg_not_supplied:
             data = dataBlob()
-        data.add_class_list("mongoPositionLimitData")
+        data.add_class_object(mongoPositionLimitData)
         self.data = data
 
-
     def cut_down_proposed_instrument_trade_okay(
             self,
             instrument_trade):

sysproduction/data/currency_data.py

@@ -1,8 +1,11 @@
-from sysdata.private_config import get_private_then_default_key_value
-from sysproduction.data.get_data import dataBlob
 from syscore.objects import arg_not_supplied
 from syscore.genutils import print_menu_of_values_and_get_response
+
+from sysdata.arctic.arctic_spotfx_prices import arcticFxPricesData
 from sysdata.fx.spotfx import currencyValue
+from sysdata.private_config import get_private_then_default_key_value
+
+from sysproduction.data.get_data import dataBlob
 
 
 class currencyData(object):
@@ -15,7 +18,7 @@ def __init__(self, data=arg_not_supplied):
         if data is arg_not_supplied:
             data = dataBlob()
 
-        data.add_class_list("arcticFxPricesData")
+        data.add_class_object(arcticFxPricesData)
         self.data = data
 
     def update_fx_prices(self, fx_code, new_fx_prices, check_for_spike=True):