diff --git a/sysproduction/reporting/data/duplicate_remove_markets.py b/sysproduction/reporting/data/duplicate_remove_markets.py index 2ad7c72465..bcf7a8ad29 100644 --- a/sysproduction/reporting/data/duplicate_remove_markets.py +++ b/sysproduction/reporting/data/duplicate_remove_markets.py @@ -50,6 +50,7 @@ class RemoveMarketData: auto_parameters: parametersForAutoPopulation existing_bad_markets: list + exclude_markets: list @property def str_existing_markets_to_remove(self) -> str: @@ -118,12 +119,14 @@ def recommended_list_of_bad_markets(self): def removed_markets_addback(self) -> list: existing_bad_markets = self.existing_bad_markets + exclude_markets = self.exclude_markets ## To be allowed to trade an existing bad market must be well above the threshold for not being a bad market bad_markets = self.bad_markets(apply_higher_threshold=True) + # Markets to be added back = (existing bad markets - new bad markets) - (ignored and stale instruments) removed_bad_markets = list( - set(existing_bad_markets).difference(set(bad_markets)) + set(existing_bad_markets).difference(set(bad_markets)).difference(set(exclude_markets)) ) return removed_bad_markets @@ -327,6 +330,7 @@ def get_remove_market_data(data) -> RemoveMarketData: min_volume_contracts=min_volume_contracts, existing_bad_markets=existing_bad_markets, auto_parameters=auto_parameters, + exclude_markets=exclude_instruments ) @@ -426,13 +430,6 @@ def get_stale_instruments(data) -> list: return stale_instruments -def get_ignored_instruments(data) -> list: - production_config = data.config - ignored_instruments = get_list_of_ignored_instruments_in_config(production_config) - - return ignored_instruments - - def get_list_of_bad_markets(data): production_config = data.config bad_markets = get_list_of_bad_instruments_in_config(production_config)