refactored last pull

Author: rob

sysbrokers/IB/ib_Fx_prices_data.py

@@ -18,10 +18,8 @@
 
 
 class ibFxPricesData(brokerFxPricesData):
-    def __init__(
-        self, ibconnection, data_blob: dataBlob, log=logtoscreen("ibFxPricesData")
-    ):
-        super().__init__(log=log)
+    def __init__(self, ibconnection, data: dataBlob, log=logtoscreen("ibFxPricesData")):
+        super().__init__(log=log, data=data)
         self._ibconnection = ibconnection
         self._dataBlob = data_blob
 

sysbrokers/IB/ib_capital_data.py

@@ -14,12 +14,11 @@ class ibCapitalData(brokerCapitalData):
     def __init__(
         self,
         ibconnection: connectionIB,
-        data_blob: dataBlob,
+        data: dataBlob,
         log: logger = logtoscreen("ibCapitalData"),
     ):
-        super().__init__(log=log)
+        super().__init__(log=log, data=data)
         self._ibconnection = ibconnection
-        self._dataBlob = data_blob
 
     @property
     def ibconnection(self) -> connectionIB:

sysbrokers/IB/ib_contract_position_data.py

@@ -17,16 +17,11 @@ class ibContractPositionData(brokerContractPositionData):
     def __init__(
         self,
         ibconnection: connectionIB,
-        data_blob: dataBlob,
+        data: dataBlob,
         log=logtoscreen("ibContractPositionData"),
     ):
-        super().__init__(log=log)
+        super().__init__(log=log, data=data)
         self._ibconnection = ibconnection
-        self._dataBlob = data_blob
-
-    @property
-    def data(self):
-        return self._dataBlob
 
     @property
     def ibconnection(self) -> connectionIB:

sysbrokers/IB/ib_futures_contract_price_data.py

@@ -76,20 +76,15 @@ class ibFuturesContractPriceData(brokerFuturesContractPriceData):
     def __init__(
         self,
         ibconnection: connectionIB,
-        data_blob: dataBlob,
+        data: dataBlob,
         log=logtoscreen("ibFuturesContractPriceData"),
     ):
-        super().__init__(log=log)
+        super().__init__(log=log, data=data)
         self._ibconnection = ibconnection
-        self._dataBlob = data_blob
 
     def __repr__(self):
         return "IB Futures per contract price data %s" % str(self.ib_client)
 
-    @property
-    def data(self):
-        return self._dataBlob
-
     @property
     def ibconnection(self) -> connectionIB:
         return self._ibconnection

sysbrokers/IB/ib_futures_contracts_data.py

@@ -28,20 +28,15 @@ class ibFuturesContractData(brokerFuturesContractData):
     def __init__(
         self,
         ibconnection: connectionIB,
-        data_blob: dataBlob,
+        data: dataBlob,
         log=logtoscreen("ibFuturesContractData"),
     ):
-        super().__init__(log=log)
+        super().__init__(log=log, data=data)
         self._ibconnection = ibconnection
-        self._dataBlob = data_blob
 
     def __repr__(self):
         return "IB Futures per contract data %s" % str(self.ib_client)
 
-    @property
-    def data(self):
-        return self._dataBlob
-
     @property
     def ibconnection(self) -> connectionIB:
         return self._ibconnection

sysbrokers/IB/ib_fx_handling.py

@@ -12,12 +12,12 @@ class ibFxHandlingData(brokerFxHandlingData):
     def __init__(
         self,
         ibconnection: connectionIB,
-        data_blob: dataBlob,
+        data: dataBlob,
         log=logtoscreen("ibFXHandlingData"),
     ):
-        super().__init__(log=log)
+        super().__init__(log=log, data=data)
         self._ibconnection = ibconnection
-        self._dataBlob = data_blob
+        self._data = data
 
     def __repr__(self):
         return "IB FX handling data %s" % str(self.ib_client)

sysbrokers/IB/ib_instruments_data.py

@@ -42,12 +42,11 @@ class ibFuturesInstrumentData(brokerFuturesInstrumentData):
     def __init__(
         self,
         ibconnection: connectionIB,
-        data_blob: dataBlob,
+        data: dataBlob,
         log=logtoscreen("ibFuturesContractData"),
     ):
-        super().__init__(log=log)
+        super().__init__(log=log, data=data)
         self._ibconnection = ibconnection
-        self._dataBlob = data_blob
 
     def __repr__(self):
         return "IB Futures per contract data %s" % str(self.ibconnection)

sysbrokers/IB/ib_orders.py

@@ -95,20 +95,15 @@ class ibExecutionStackData(brokerExecutionStackData):
     def __init__(
         self,
         ibconnection: connectionIB,
-        data_blob: dataBlob,
+        data: dataBlob,
         log=logtoscreen("ibExecutionStackData"),
     ):
-        super().__init__(log=log)
+        super().__init__(log=log, data=data)
         self._ibconnection = ibconnection
-        self._dataBlob = data_blob
 
     def __repr__(self):
         return "IB orders %s" % str(self.ib_client)
 
-    @property
-    def data(self):
-        return self._dataBlob
-
     @property
     def ibconnection(self) -> connectionIB:
         return self._ibconnection

sysbrokers/IB/ib_static_data.py

@@ -9,12 +9,11 @@ class ibStaticData(brokerStaticData):
     def __init__(
         self,
         ibconnection: connectionIB,
-        data_blob: dataBlob,
+        data: dataBlob,
         log=logtoscreen("ibStaticData"),
     ):
-        super().__init__(log=log)
+        super().__init__(log=log, data=data)
         self._ibconnection = ibconnection
-        self._dataBlob = data_blob
 
     def __repr__(self):
         return "IB static data %s" % str(self.ib_client)

sysbrokers/broker_capital_data.py

@@ -5,11 +5,14 @@
 from sysdata.production.new_capital import capitalData
 from syslogdiag.logger import logger
 from syslogdiag.log_to_screen import logtoscreen
+from sysdata.data_blob import dataBlob
 
 
 class brokerCapitalData(capitalData):
-    def __init__(self, log: logger = logtoscreen("brokerCapitalData")):
+    def __init__(self, data: dataBlob, log: logger = logtoscreen("brokerCapitalData")):
+
         super().__init__(log=log)
+        self._data = data
 
     def get_account_value_across_currency(
         self, account_id: str = arg_not_supplied
@@ -20,3 +23,7 @@ def get_excess_liquidity_value_across_currency(
         self, account_id: str = arg_not_supplied
     ) -> listOfCurrencyValues:
         raise NotImplementedError
+
+    @property
+    def data(self) -> dataBlob:
+        return self._data

sysbrokers/broker_contract_position_data.py

@@ -3,13 +3,16 @@
 from syscore.constants import arg_not_supplied
 
 from sysdata.production.historic_positions import contractPositionData
-
+from sysdata.data_blob import dataBlob
 from sysobjects.production.positions import listOfContractPositions
 
 
 class brokerContractPositionData(contractPositionData):
-    def __init__(self, log=logtoscreen("brokerFuturesContractPriceData")):
+    def __init__(
+        self, data: dataBlob, log=logtoscreen("brokerFuturesContractPriceData")
+    ):
         super().__init__(log=log)
+        self._data = data
 
     def get_all_current_positions_as_list_with_contract_objects(
         self, account_id=arg_not_supplied
@@ -39,3 +42,7 @@ def _get_list_of_args_dict(self) -> list:
 
     def get_list_of_instruments_with_any_position(self):
         raise Exception("Not implemented for broker")
+
+    @property
+    def data(self):
+        return self._data

sysbrokers/broker_execution_stack.py

@@ -1,5 +1,6 @@
 ### An inheritance of a general order stack that includes methods for actually talking to the broker
 from syscore.constants import arg_not_supplied
+from sysdata.data_blob import dataBlob
 
 from sysexecution.order_stacks.broker_order_stack import brokerOrderStackData
 from sysexecution.order_stacks.broker_order_stack import orderWithControls
@@ -11,8 +12,9 @@
 
 
 class brokerExecutionStackData(brokerOrderStackData):
-    def __init__(self, log=logtoscreen("brokerExecutionStackData")):
+    def __init__(self, data: dataBlob, log=logtoscreen("brokerExecutionStackData")):
         super().__init__(log=log)
+        self._data = data
 
     def get_list_of_broker_orders_with_account_id(
         self, account_id: str = arg_not_supplied
@@ -48,3 +50,7 @@ def modify_limit_price_given_control_object(
     ) -> orderWithControls:
         # throw orderCannotBeModified if can't be modified
         raise NotImplementedError
+
+    @property
+    def data(self):
+        return self._data

sysbrokers/broker_futures_contract_data.py

@@ -2,16 +2,17 @@
 from syscore.exceptions import missingContract
 from syscore.constants import market_closed
 from sysdata.futures.contracts import futuresContractData
-
+from sysdata.data_blob import dataBlob
 from sysobjects.contract_dates_and_expiries import expiryDate
 from sysobjects.contracts import futuresContract
 
 from syslogdiag.log_to_screen import logtoscreen
 
 
 class brokerFuturesContractData(futuresContractData):
-    def __init__(self, log=logtoscreen("brokerFuturesContractData")):
+    def __init__(self, data: dataBlob, log=logtoscreen("brokerFuturesContractData")):
         super().__init__(log=log)
+        self._data = data
 
     def get_actual_expiry_date_for_single_contract(
         self, futures_contract: futuresContract
@@ -79,3 +80,7 @@ def _add_contract_object_without_checking_for_existing_entry(
         self, contract_object: futuresContract
     ):
         raise NotImplementedError("Broker is read only")
+
+    @property
+    def data(self):
+        return self._data

sysbrokers/broker_futures_contract_price_data.py

@@ -3,7 +3,7 @@
 from sysdata.futures.futures_per_contract_prices import (
     futuresContractPriceData,
 )
-
+from sysdata.data_blob import dataBlob
 
 from sysexecution.tick_data import tickerObject, dataFrameOfRecentTicks
 from sysexecution.orders.contract_orders import contractOrder
@@ -24,8 +24,11 @@ class brokerFuturesContractPriceData(futuresContractPriceData):
 
     """
 
-    def __init__(self, log=logtoscreen("brokerFuturesContractPriceData")):
+    def __init__(
+        self, data: dataBlob, log=logtoscreen("brokerFuturesContractPriceData")
+    ):
         super().__init__(log=log)
+        self._data = data
 
     def get_prices_at_frequency_for_potentially_expired_contract_object(
         self, contract: futuresContract, freq: Frequency = DAILY_PRICE_FREQ
@@ -53,3 +56,7 @@ def _delete_merged_prices_for_contract_object_with_no_checks_be_careful(
         self, futures_contract_object: futuresContract
     ):
         raise NotImplementedError("Broker is a read only source of prices")
+
+    @property
+    def data(self):
+        return self._data

sysbrokers/broker_fx_handling.py

@@ -1,14 +1,16 @@
 from syscore.constants import arg_not_supplied
 from sysdata.base_data import baseData
+from sysdata.data_blob import dataBlob
 from sysbrokers.broker_trade import brokerTrade
 
 from syslogdiag.log_to_screen import logtoscreen
 
 
 ### generic base class for FX handling
 class brokerFxHandlingData(baseData):
-    def __init__(self, log=logtoscreen("brokerFXHandlingData")):
+    def __init__(self, data: dataBlob, log=logtoscreen("brokerFXHandlingData")):
         super().__init__(log=log)
+        self._data = data
 
     def broker_fx_balances(self, account_id: str = arg_not_supplied) -> dict:
         raise NotImplementedError
@@ -22,3 +24,7 @@ def broker_fx_market_order(
     ) -> brokerTrade:
 
         raise NotImplementedError
+
+    @property
+    def data(self) -> dataBlob:
+        return self._data

sysbrokers/broker_fx_prices_data.py

@@ -1,11 +1,13 @@
+from sysdata.data_blob import dataBlob
 from sysdata.fx.spotfx import fxPricesData
 from sysobjects.spot_fx_prices import fxPrices
 from syslogdiag.log_to_screen import logtoscreen
 
 
 class brokerFxPricesData(fxPricesData):
-    def __init__(self, log=logtoscreen("brokerFxPricesData")):
+    def __init__(self, data: dataBlob, log=logtoscreen("brokerFxPricesData")):
         super().__init__(log=log)
+        self._data = data
 
     def get_list_of_fxcodes(self) -> list:
         raise NotImplementedError
@@ -24,3 +26,7 @@ def _delete_fx_prices_without_any_warning_be_careful(self, *args, **kwargs):
 
     def _add_fx_prices_without_checking_for_existing_entry(self, *args, **kwargs):
         raise NotImplementedError("Broker is a read only source of prices")
+
+    @property
+    def data(self) -> dataBlob:
+        return self._data

sysbrokers/broker_instrument_data.py

@@ -1,3 +1,4 @@
+from sysdata.data_blob import dataBlob
 from sysdata.futures.instruments import futuresInstrumentData
 
 from syslogdiag.log_to_screen import logtoscreen
@@ -12,8 +13,9 @@ class brokerFuturesInstrumentData(futuresInstrumentData):
 
     """
 
-    def __init__(self, log=logtoscreen("brokerFuturesInstrumentData")):
+    def __init__(self, data: dataBlob, log=logtoscreen("brokerFuturesInstrumentData")):
         super().__init__(log=log)
+        self._data = data
 
     def get_brokers_instrument_code(self, instrument_code: str) -> str:
         raise NotImplementedError
@@ -23,3 +25,7 @@ def get_instrument_code_from_broker_code(self, broker_code: str) -> str:
 
     def get_list_of_instruments(self) -> list:
         raise NotImplementedError
+
+    @property
+    def data(self) -> dataBlob:
+        return self._data

sysbrokers/broker_static_data.py

@@ -1,10 +1,12 @@
 from sysdata.base_data import baseData
+from sysdata.data_blob import dataBlob
 from syslogdiag.log_to_screen import logtoscreen
 
 
 class brokerStaticData(baseData):
-    def __init__(self, log=logtoscreen("brokerStaticData")):
+    def __init__(self, data: dataBlob, log=logtoscreen("brokerStaticData")):
         super().__init__(log=log)
+        self._data = data
 
     def get_broker_clientid(self) -> int:
         raise NotImplementedError
@@ -14,3 +16,7 @@ def get_broker_account(self) -> str:
 
     def get_broker_name(self) -> str:
         raise NotImplementedError
+
+    @property
+    def data(self) -> dataBlob:
+        return self._data