Moved storage of contract positions, instrument strategy positions, optimal positions from mongo/timedStorage to Arctic

[robcarver17]

See issue #754

IMPORTANT: When you move to v1.60 (in develop branch, not yet in prod) you will need to run the following script

Note this doesn't delete your old data, so you can always revert if you want.

Note at some point I will delete the deprecated classes that allow you to access the old data, so you will need to run this code in the next few months.

Two reasons for this - firstly the 'timedStorage' code was extraordinarily evil. I don't know what I was thinking. A classic example of uneccessary flexibility with the ability to store the class of the data alongside the data. I got rid of the capital code using it some time ago. In the end it was only the optimal position code that required that degree of flexibility, and I came up with a cute solution whereby the code auto-identifies the class based on the fields provided.

Secondly, it will make it easier to replace arctic/mongodb (if that becomes necessary, see #466) if we can end up storing everything as a pandas dataframe.

[robcarver17]

Plan is to release to master on monday.

[bug-or-feature]

Do you mind if I make a couple of suggestion regarding the release to master process?

• merge develop into master in your local env. Don't push anything yet
• deal with any conflicts
• update CHANGELOG.md with new version number
• update setup.py line 81 with that new version number
• update pyproject.toml line 3 with that new version number
• commit to your local repo
• add a git TAG with that new version number to that commit
• push to github

[robcarver17]

That's eithier one suggestion or eight suggestions, but sure no problem.

[bug-or-feature]

Thanks. With the theory of comparative advantage in mind, I think it's a good process

[emretezel]

Is this in master yet, should we run the script?

[tgibson11]

Yes

[tgibson11]

https://github.com/robcarver17/pysystemtrade/blob/master/CHANGELOG.md#version-160