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Copy pathsim_data.py
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33 lines (27 loc) · 1.01 KB
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from syscore.constants import arg_not_supplied
from sysdata.sim.db_futures_sim_data import dbFuturesSimData
from sysdata.data_blob import dataBlob
from sysproduction.data.production_data_objects import (
get_class_for_data_type,
FUTURES_ADJUSTED_PRICE_DATA,
FUTURES_MULTIPLE_PRICE_DATA,
FX_DATA,
STORED_SPREAD_DATA,
FUTURES_INSTRUMENT_DATA,
ROLL_PARAMETERS_DATA,
)
def get_sim_data_object_for_production(data=arg_not_supplied) -> dbFuturesSimData:
# Check data has the right elements to do this
if data is arg_not_supplied:
data = dataBlob()
data.add_class_list(
[
get_class_for_data_type(FUTURES_ADJUSTED_PRICE_DATA),
get_class_for_data_type(FUTURES_MULTIPLE_PRICE_DATA),
get_class_for_data_type(FX_DATA),
get_class_for_data_type(STORED_SPREAD_DATA),
get_class_for_data_type(FUTURES_INSTRUMENT_DATA),
get_class_for_data_type(ROLL_PARAMETERS_DATA),
]
)
return dbFuturesSimData(data)