Merge branch 'robcarver17:master' into master

docs/installation.md

@@ -136,26 +136,13 @@ And now install the dependencies
 
 ### MacOS (ARM)
 
-If you're running MacOS on one of the new ARM chips, the process is more complex. You'll need Homebrew and the Apple XCode Commandline Development Tools, configured for ARM. Doing that is beyond the scope of this document, type `homebrew apple xcode command line tools` into your favourite search engine. Once installed and configured, install *cython*:
+If you're running MacOS on one of the new ARM chips, the process is more complex. You'll need Homebrew and the Apple XCode Commandline Development Tools, configured for ARM. Doing that is beyond the scope of this document, type `homebrew apple xcode command line tools` into your favourite search engine. Once installed and configured, run installation script:
 
 ```
-(3.8.16) $ OPENBLAS="$(brew --prefix openblas)" MACOSX_DEPLOYMENT_TARGET=12.6 python -m pip install cython --no-use-pep517
-```
-
-Then the key dependencies
-
-```
-(3.8.16) $ OPENBLAS="$(brew --prefix openblas)" MACOSX_DEPLOYMENT_TARGET=12.6 python -m pip install "numpy>=1.19.4,<1.24.0" --no-use-pep517
-(3.8.16) $ OPENBLAS="$(brew --prefix openblas)" MACOSX_DEPLOYMENT_TARGET=12.6 python -m pip install scipy --no-use-pep517
-(3.8.16) $ OPENBLAS="$(brew --prefix openblas)" MACOSX_DEPLOYMENT_TARGET=12.6 python -m pip install pandas==1.0.5 --no-use-pep517
-(3.8.16) $ OPENBLAS="$(brew --prefix openblas)" MACOSX_DEPLOYMENT_TARGET=12.6 python -m pip install statsmodels==0.12.2 --no-use-pep517
-```
-
-Then the remaining dependencies
-
-```
-(3.8.16) $ pip install -r requirements.txt
+chmod u+x install_dependencies_apple_silicon.sh
+./install_dependencies_apple_silicon.sh
 ```
+Note: this may (unfortunately) become out of date and require some tweaking.
 
 ### Check dependencies, all OSs
 

install_dependencies_apple_silicon.sh

@@ -0,0 +1,11 @@
+#!/bin/bash
+
+# Cython 3.0.0 is not supported by pandas 1.0.5
+python -m pip install "cython<3.0.0" wheel
+python -m pip install pyyaml==5.4.1 --no-build-isolation
+python -m pip install "numpy>=1.19.4,<1.24.0" --no-use-pep517
+python -m pip install scipy --no-use-pep517
+python -m pip install pandas==1.0.5 --no-use-pep517
+python -m pip install statsmodels==0.12.2 --no-use-pep517
+
+pip install -r requirements_apple_silicon.txt

requirements_apple_silicon.txt

@@ -0,0 +1,9 @@
+matplotlib>=3.0.0
+pymongo==3.11.3
+arctic==1.79.2
+ib-insync==0.9.86
+psutil==5.6.6
+pytest>6.2
+Flask>=2.0.1
+Werkzeug>=2.0.1
+PyPDF2>=2.5.0

setup.py

@@ -92,7 +92,7 @@ def dir_this_file():
     long_description=read("README.md"),
     install_requires=[
         "pandas==1.0.5",
-        "matplotlib>=3.0.0",
+        "matplotlib>=3.0.0,<3.8.0",
         "ib-insync==0.9.86",
         "PyYAML>=5.4",
         "numpy>=1.19.4,<1.24.0",

sysexecution/stack_handler/roll_orders.py

@@ -471,11 +471,17 @@ def get_strategy_name_with_largest_position_for_instrument(
         diag_positions.get_all_current_strategy_instrument_positions()
     )
 
-    return (
-        all_instrument_positions.strategy_name_with_largest_abs_position_for_instrument(
-            instrument_code
-        )
-    )
+    try:
+        strategy_name =         all_instrument_positions.strategy_name_with_largest_abs_position_for_instrument(
+                instrument_code
+            )
+    except:
+        ## corner case where nets out to 0
+        strategies = diag_positions.get_list_of_strategies_with_positions()
+        strategy_name = strategies[0]
+        data.log.debug("No strategies have net positions in %s, using arbitrary strategy %s" % (instrument_code, strategy_name))
+
+    return strategy_name
 
 
 def create_contract_roll_orders(