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Rob Carver committed Nov 20, 2023
1 parent 6856479 commit 5cccbc2
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Showing 2 changed files with 8 additions and 5 deletions.
8 changes: 4 additions & 4 deletions sysdata/pointers.py
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Expand Up @@ -12,9 +12,9 @@
pass

## TO USE ARCTIC RATHER THAN PARQUET, REPLACE THE og_ with the relevant arctic class
parquet_futures_adjusted_price_data = parquetFuturesAdjustedPricesData(parquet_root) ## replace with arcticFuturesContractPriceData() if desired
#parquet_futures_adjusted_price_data = parquetFuturesAdjustedPricesData(parquet_root) ## replace with arcticFuturesContractPriceData() if desired

parquetCapitalData = og_parquetCapitalData
#parquetCapitalData = og_parquetCapitalData

parquetFuturesContractPriceData = og_parquetFuturesContractPriceData
parquet_futures_contract_price_data = parquetFuturesContractPriceData(parquet_root)
#parquetFuturesContractPriceData = og_parquetFuturesContractPriceData
#parquet_futures_contract_price_data = parquetFuturesContractPriceData(parquet_root)
5 changes: 4 additions & 1 deletion sysinit/futures/rollcalendars_from_arcticprices_to_csv.py
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@@ -1,13 +1,16 @@
from syscore.interactive.input import true_if_answer_is_yes
from syscore.constants import arg_not_supplied

from sysdata.pointers import parquet_futures_contract_price_data
from sysobjects.rolls import rollParameters
from sysobjects.roll_calendars import rollCalendar
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.production_data_objects import get_class_for_data_type, FUTURES_CONTRACT_PRICE_DATA


parquet_futures_contract_price_data = get_class_for_data_type(FUTURES_CONTRACT_PRICE_DATA)

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