seed_price_data_from_IB.py

from sysdata.data_blob import dataBlob
from sysbrokers.IB.ib_futures_contract_price_data import (
    ibFuturesContractPriceData,
    futuresContract,
)
from sysbrokers.IB.ib_futures_contracts_data import ibFuturesContractData
from sysdata.arctic.arctic_futures_per_contract_prices import (
    arcticFuturesContractPriceData,
)


def seed_price_data_from_IB(instrument_code):
    data = dataBlob()
    data.add_class_list(
        [
            ibFuturesContractPriceData,
            arcticFuturesContractPriceData,
            ibFuturesContractData,
        ]
    )
    list_of_contracts = data.broker_futures_contract_price.contracts_with_price_data_for_instrument_code(
        instrument_code, allow_expired=True
    )

    for contract in list_of_contracts:
        seed_price_data_for_contract(data, contract)


def seed_price_data_for_contract(data: dataBlob, contract: futuresContract):
    ## We do this slightly tortorous thing because there are energy contracts
    ## which don't expire in the month they are labelled with
    ## So for example, CRUDE_W 202106 actually expires on 20210528

    date_str = contract.contract_date.date_str[:6]
    new_contract = futuresContract(contract.instrument, date_str)
    prices = data.broker_futures_contract_price.get_prices_at_frequency_for_potentially_expired_contract_object(
        new_contract
    )
    if len(prices) == 0:
        print("No data!")
    else:
        ## If you want to modify this script so it updates existing prices
        ## eg from barchart, then uncomment the following line and comment the next
        # data.db_futures_contract_price.update_prices_for_contract(contract, prices)
        data.db_futures_contract_price.write_prices_for_contract_object(
            new_contract, prices, ignore_duplication=True
        )


if __name__ == "__main__":
    print("Get initial price data from IB")
    instrument_code = input("Instrument code? <return to abort> ")
    if instrument_code == "":
        exit()

    seed_price_data_from_IB(instrument_code)