Clean up of instrument configurations

[robcarver17]

I'm looking again at my list of markets, and thinking about adding new ones.

One thing that makes this a hassle is that there is a inconsistency between:

• instruments in IB config.csv
• instruments in instrumentconfig.csv
• instruments in roll config
• things I actually trade / have data for

Now some of this is to be expected, since I have included things in the IB config which I hope to get on to adding. But there are also things in both IB and instrument config that I may never include.And I've also found a few duplicate speculative instruments.

What I'm proposing:

• Create a 'super set' of all instruments that I could concievably trade now and in the future, plus what I'm currently trading / getting data for
• Make sure instrument config and IB config are aligned
• Strip back roll config to only include what I'm currently getting data for

Just to be aware that I might remove some instruments from IB config, roll config, and instrument config. If this is something you trade, then please let me know and I will add it back in.

I may also change some instrument descriptions. These aren't currently used by the code, but again if this will cause any problems let me know here.

[robcarver17]

I've checked in new instrument_config and IB_config files. These now match perfectly. There are a total of 407 instruments that pretty much reflects IB's entire offering, apart from stock specific futures, regardless of whether I can get data for it or not.

I'm leaving roll config for the moment.

Next job is to double check the IB configuration by attempting to download a data snapshot. At the same time, I'll build up a new priority list of the 246 instruments that I don't currently get data for, based on available volume. This doesn't affect you guys, but just as an FYI.