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switched optimal positions to parquet
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Rob Carver committed Nov 20, 2023
1 parent 68154c7 commit 2939dd4
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Showing 2 changed files with 9 additions and 3 deletions.
2 changes: 2 additions & 0 deletions sysdata/sim/db_futures_sim_data.py
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from sysdata.parquet.parquet_multiple_prices import parquetFuturesMultiplePricesData
from sysdata.parquet.parquet_spotfx_prices import parquetFxPricesData

"""
from sysdata.arctic.arctic_adjusted_prices import arcticFuturesAdjustedPricesData
from sysdata.arctic.arctic_multiple_prices import arcticFuturesMultiplePricesData
from sysdata.arctic.arctic_spotfx_prices import arcticFxPricesData
"""

from sysdata.csv.csv_instrument_data import csvFuturesInstrumentData
from sysdata.csv.csv_roll_parameters import csvRollParametersData
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10 changes: 7 additions & 3 deletions sysproduction/data/production_data_objects.py
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from sysdata.parquet.parquet_multiple_prices import parquetFuturesMultiplePricesData
from sysdata.parquet.parquet_spotfx_prices import parquetFxPricesData
from sysdata.parquet.parquet_spreads import parquetSpreadsForInstrumentData
from sysdata.parquet.parquet_optimal_positions import parquetOptimalPositionData

"""
from sysdata.arctic.arctic_adjusted_prices import arcticFuturesAdjustedPricesData
from sysdata.arctic.arctic_capital import arcticCapitalData
from sysdata.arctic.arctic_futures_per_contract_prices import arcticFuturesContractPriceData
from sysdata.arctic.arctic_multiple_prices import arcticFuturesMultiplePricesData
from sysdata.arctic.arctic_spotfx_prices import arcticFxPricesData
from sysdata.arctic.arctic_historic_contract_positions import arcticContractPositionData
from sysdata.arctic.arctic_historic_strategy_positions import arcticStrategyPositionData
from sysdata.arctic.arctic_optimal_positions import arcticOptimalPositionData
from sysdata.arctic.arctic_spreads import arcticSpreadsForInstrumentData
"""
from sysdata.arctic.arctic_historic_contract_positions import arcticContractPositionData
from sysdata.arctic.arctic_historic_strategy_positions import arcticStrategyPositionData


from sysdata.mongodb.mongo_futures_contracts import mongoFuturesContractData
from sysdata.mongodb.mongo_process_control import mongoControlProcessData
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CONTRACT_POSITION_DATA: arcticContractPositionData,
STRATEGY_POSITION_DATA: arcticStrategyPositionData,
OPTIMAL_POSITION_DATA: arcticOptimalPositionData,
OPTIMAL_POSITION_DATA: parquetOptimalPositionData,
HISTORIC_SPREAD_DATA: parquetSpreadsForInstrumentData,

STRATEGY_HISTORIC_ORDERS_DATA: mongoStrategyHistoricOrdersData,
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