futures_sim_data_with_data_blob.py

from sysdata.sim.futures_sim_data import futuresSimData

from sysdata.futures.adjusted_prices import futuresAdjustedPricesData
from sysdata.fx.spotfx import fxPricesData
from sysdata.futures.instruments import futuresInstrumentData
from sysdata.futures.multiple_prices import futuresMultiplePricesData
from sysdata.data_blob import dataBlob


from sysobjects.instruments import assetClassesAndInstruments,  futuresInstrumentWithMetaData
from sysobjects.spot_fx_prices import fxPrices
from sysobjects.adjusted_prices import futuresAdjustedPrices
from sysobjects.multiple_prices import futuresMultiplePrices

class genericBlobUsingFuturesSimData(futuresSimData):
    """
    dataBlob must have the appropriate classes added or it won't work
    """
    def __init__(self, data: dataBlob):
        super().__init__(log=data.log)
        self._data = data

    @property
    def data(self):
        return self._data

    @property
    def db_fx_prices_data(self) -> fxPricesData:
        return self.data.db_fx_prices

    @property
    def db_futures_adjusted_prices_data(self) -> futuresAdjustedPricesData:
        return self.data.db_futures_adjusted_prices

    @property
    def db_futures_instrument_data(self) -> futuresInstrumentData:
        return self.data.db_futures_instrument

    @property
    def db_futures_multiple_prices_data(self) -> futuresMultiplePricesData:
        return self.data.db_futures_multiple_prices


    def get_instrument_list(self):
        return self.db_futures_adjusted_prices_data.get_list_of_instruments()

    def  _get_fx_data_from_start_date(self, currency1: str, currency2: str,
                                      start_date) -> fxPrices:
        fx_code = currency1+currency2
        data = self.db_fx_prices_data.get_fx_prices(fx_code)

        data_after_start =data[start_date:]

        return data_after_start

    def get_instrument_asset_classes(self) -> assetClassesAndInstruments:
        all_instrument_data = self.db_futures_instrument_data.get_all_instrument_data_as_df()
        asset_classes = all_instrument_data['AssetClass']
        asset_class_data = assetClassesAndInstruments.from_pd_series(asset_classes)

        return asset_class_data

    def get_backadjusted_futures_price(self, instrument_code: str) -> futuresAdjustedPrices:
        data = self.db_futures_adjusted_prices_data.get_adjusted_prices(instrument_code)

        return data

    def get_multiple_prices_from_start_date(self, instrument_code: str,
                                            start_date) -> futuresMultiplePrices:
        data = self.db_futures_multiple_prices_data.get_multiple_prices(instrument_code)

        return data[start_date:]

    def _get_instrument_object_with_cost_data(self, instrument_code: str) -> futuresInstrumentWithMetaData:
        ## cost and other meta data stored in the same place
        return self._get_instrument_object_with_meta_data(instrument_code)

    def _get_instrument_object_with_meta_data(self, instrument_code: str) -> futuresInstrumentWithMetaData:
        instrument = self.db_futures_instrument_data.get_instrument_data(instrument_code)

        return instrument