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Rob Carver committed Nov 20, 2023
1 parent 5cccbc2 commit 4ba26cd
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Showing 2 changed files with 11 additions and 3 deletions.
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import datetime
import pandas as pd
from sysdata.pointers import parquet_futures_contract_price_data

from sysproduction.data.prices import diagPrices
from sysobjects.rolls import rollParameters, contractDateWithRollParameters
from sysobjects.contract_dates_and_expiries import contractDate

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from sysinit.futures.build_roll_calendars import adjust_to_price_series
from sysobjects.multiple_prices import futuresMultiplePrices

from sysdata.data_blob import dataBlob

diag_prices = diagPrices()
parquet_futures_contract_price_data = diag_prices.db_futures_contract_price_data

def _get_data_inputs(csv_roll_data_path, csv_multiple_data_path):
csv_roll_calendars = csvRollCalendarData(csv_roll_data_path)
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7 changes: 5 additions & 2 deletions sysinit/futures/rollcalendars_from_arcticprices_to_csv.py
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from sysdata.csv.csv_roll_calendars import csvRollCalendarData
from sysdata.csv.csv_roll_parameters import csvRollParametersData
from sysdata.futures.rolls_parameters import rollParametersData
from sysproduction.data.prices import get_valid_instrument_code_from_user
from sysproduction.data.prices import get_valid_instrument_code_from_user, diagPrices
from sysproduction.data.production_data_objects import get_class_for_data_type, FUTURES_CONTRACT_PRICE_DATA

from sysdata.data_blob import dataBlob

parquet_futures_contract_price_data = get_class_for_data_type(FUTURES_CONTRACT_PRICE_DATA)
diag_prices = diagPrices()

parquet_futures_contract_price_data = diag_prices.db_futures_contract_price_data

"""
Generate a 'best guess' roll calendar based on some price data for individual contracts
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