pysystemtrade-fsb production

# Initialise the spot FX data in MongoDB from .csv files
python sysinit/futures/repocsv_spotfx_prices.py

# Update the FX price data
>>> from sysproduction.update_fx_prices import update_fx_prices
>>> update_fx_prices()

# Check that you have got spot FX data present (option 3, option 33)
$ ./sysproduction/linux/scripts/interactive_diagnostics

# import market info
$ python sysinit/futures_spreadbet/fsb_market_info.py

# import epics history
$ python sysinit/futures_spreadbet/fsb_epics_history.py

# view expected roll calendar 
$ python sysinit/futures_spreadbet/fsb_rollcalendars_to_csv.py expect

# create roll calendar 
$ python sysinit/futures_spreadbet/fsb_rollcalendars_to_csv.py build

# import futures contract price data
$ python sysinit/futures_spreadbet/fsb_contract_prices.py

# generate fsb contract price data - copies futures data, multiplying/inverting where required
$ python sysinit/futures_spreadbet/fsb_from_futures_contract_prices.py

# create multiple prices
$ python sysinit/futures_spreadbet/fsb_multipleprices.py

# create back adjusted prices
$ python sysinit/futures_spreadbet/adjustedprices_from_mongo_multiple_to_mongo.py

# import spread cost data
$ python sysinit/futures_spreadbet/repocsv_spread_costs.py

# import historic IG FSB prices
$ python sysinit/futures_spreadbet/ig_fsb_contract_prices.py

# update fsb market info
>>> from sysproduction.update_fsb_market_info import update_fsb_market_info
>>> update_fsb_market_info()
>>> update_fsb_market_info(["EURIBOR-ICE_fsb"])

# update fsb epics
>>> from sysproduction.update_epics import update_epics
>>> update_epics()
>>> update_epics(["EURIBOR-ICE_fsb"])

# update sampled contracts
>>> from sysproduction.update_sampled_contracts import update_sampled_contracts
>>> update_sampled_contracts()
>>> update_sampled_contracts(['EURIBOR-ICE_fsb'])

# update historic prices
>>> from sysproduction.update_historical_prices import update_historical_prices
>>> update_historical_prices()
>>> update_historical_prices(['NASDAQ'])
>>> update_historical_prices(['BOBL', 'BUND'])

# generate FSB updates from Futures prices
>>> from sysproduction.generate_fsb_updates import generate_fsb_updates
>>> generate_fsb_updates()

# update multiple adjusted prices
>>> from sysproduction.update_multiple_adjusted_prices import update_multiple_adjusted_prices
>>> update_multiple_adjusted_prices()
>>> update_multiple_adjusted_prices(['GOLD_fsb'])
>>> update_multiple_adjusted_prices(["VIX_fsb", "DOW_fsb"])

# update IG FSB prices
>>> from sysproduction.update_historical_fsb_prices import update_historical_fsb_prices, update_historical_fsb_prices_single
>>> update_historical_fsb_prices()
>>> update_historical_fsb_prices_single(['NASDAQ_fsb'])
>>> update_historical_fsb_prices_single(['BOBL_fsb', 'BUND_fsb'])

# clone fsb data
from sysinit.futures_spreadbet.clone_fsb_data_for_instrument import *
clone_data_for_instrument(instrument_from='EURIBOR', instrument_to= 'EURIBOR-ICE', ignore_duplication=True)

$ pst
Usage: pst [OPTIONS] COMMAND [ARGS]...

Options:
  --help  Show this message and exit.

Commands:
  c  Interactive controls
  d  Interactive diagnostics
  f  Interactive FSB commands
  h  Interactive update historical prices
  p  Interactive update capital
  r  Interactive update roll status
  s  Interactive order stack

$ pst d

 INTERACTIVE DIAGNOSTICS


0: backtest objects
1: View instrument configuration
2: logs, emails, and errors
3: View prices
4: View capital
5: View positions & orders
6: Reports

Your choice? <RETURN for EXIT>