csv_futures_sim_data.py

"""
Get data from .csv files used for futures trading

"""

from syscore.constants import arg_not_supplied
from sysdata.csv.csv_multiple_prices import csvFuturesMultiplePricesData
from sysdata.csv.csv_adjusted_prices import csvFuturesAdjustedPricesData
from sysdata.csv.csv_spot_fx import csvFxPricesData
from sysdata.csv.csv_instrument_data import csvFuturesInstrumentData
from sysdata.csv.csv_roll_parameters import csvRollParametersData
from sysdata.csv.csv_spread_costs import csvSpreadCostData

from sysdata.data_blob import dataBlob
from sysdata.sim.futures_sim_data_with_data_blob import genericBlobUsingFuturesSimData

from syslogging.logger import *


class csvFuturesSimData(genericBlobUsingFuturesSimData):
    """
    Uses default paths for .csv files, pass in dict of csv_data_paths to modify
    """

    def __init__(
        self, csv_data_paths=arg_not_supplied, log=get_logger("csvFuturesSimData")
    ):
        data = dataBlob(
            log=log,
            csv_data_paths=csv_data_paths,
            class_list=[
                csvFuturesAdjustedPricesData,
                csvFuturesMultiplePricesData,
                csvFuturesInstrumentData,
                csvFxPricesData,
                csvRollParametersData,
                csvSpreadCostData,
            ],
        )

        super().__init__(data=data)

    def __repr__(self):
        return "csvFuturesSimData object with %d instruments" % len(
            self.get_instrument_list()
        )