csv_adjusted_prices.py

import pandas as pd

from sysdata.futures.adjusted_prices import futuresAdjustedPricesData
from sysobjects.adjusted_prices import futuresAdjustedPrices
from syscore.fileutils import (
    resolve_path_and_filename_for_package,
    files_with_extension_in_pathname,
)
from syscore.pandas.pdutils import pd_readcsv
from syscore.constants import arg_not_supplied
from syslogdiag.log_to_screen import logtoscreen

ADJUSTED_PRICES_DIRECTORY = "data.futures.adjusted_prices_csv"
DATE_INDEX_NAME = "DATETIME"


class csvFuturesAdjustedPricesData(futuresAdjustedPricesData):
    """

    Class for adjusted prices write / to from csv
    """

    def __init__(
        self, datapath=arg_not_supplied, log=logtoscreen("csvFuturesContractPriceData")
    ):

        super().__init__(log=log)

        if datapath is arg_not_supplied:
            datapath = ADJUSTED_PRICES_DIRECTORY

        self._datapath = datapath

    def __repr__(self):
        return "csvFuturesAdjustedPricesData accessing %s" % self._datapath

    @property
    def datapath(self):
        return self._datapath

    def get_list_of_instruments(self) -> list:
        return files_with_extension_in_pathname(self.datapath, ".csv")

    def _get_adjusted_prices_without_checking(
        self, instrument_code: str
    ) -> futuresAdjustedPrices:
        filename = self._filename_given_instrument_code(instrument_code)

        try:
            instrpricedata = pd_readcsv(filename)
        except OSError:
            self.log.warn("Can't find adjusted price file %s" % filename)
            return futuresAdjustedPrices.create_empty()

        instrpricedata.columns = ["price"]
        instrpricedata = instrpricedata.groupby(level=0).last()
        instrpricedata = pd.Series(instrpricedata.iloc[:, 0])

        instrpricedata = futuresAdjustedPrices(instrpricedata)

        return instrpricedata

    def _delete_adjusted_prices_without_any_warning_be_careful(
        self, instrument_code: str
    ):
        raise NotImplementedError(
            "You can't delete adjusted prices stored as a csv - Add to overwrite existing or delete file manually"
        )

    def _add_adjusted_prices_without_checking_for_existing_entry(
        self, instrument_code: str, adjusted_price_data: futuresAdjustedPrices
    ):

        # Ensures the file will be written with a column header
        adjusted_price_data_as_dataframe = pd.DataFrame(adjusted_price_data)
        adjusted_price_data_as_dataframe.columns = ["price"]

        filename = self._filename_given_instrument_code(instrument_code)
        adjusted_price_data_as_dataframe.to_csv(filename, index_label=DATE_INDEX_NAME)

    def _filename_given_instrument_code(self, instrument_code: str):
        return resolve_path_and_filename_for_package(
            self.datapath, "%s.csv" % (instrument_code)
        )