Merge branch 'develop' of https://github.com/robcarver17/pysystemtrade into develop

Author: rob

syscore/fileutils.py

@@ -287,9 +287,13 @@ def get_relative_pathname_from_list(path_as_list: List[str]) -> str:
     paths_or_files = path_as_list[1:]
 
     if len(paths_or_files) == 0:
-        directory_name_of_package = os.path.dirname(
-            import_module(package_name).__file__
-        )
+        base_dir = os.getenv("PYSYS_CODE")
+        if base_dir is not None:
+            directory_name_of_package = os.path.join(base_dir, package_name)
+        else:
+            directory_name_of_package = os.path.dirname(
+                import_module(package_name).__file__
+            )
         return directory_name_of_package
 
     last_item_in_list = path_as_list.pop()

sysproduction/reporting/data/duplicate_remove_markets.py

@@ -2,7 +2,8 @@
 import pandas as pd
 from dataclasses import dataclass
 
-from syscore.constants import named_object, missing_data
+from syscore.constants import named_object
+from syscore.exceptions import missingData
 from sysdata.config.instruments import generate_matching_duplicate_dict
 from sysdata.config.production_config import get_production_config
 from sysproduction.reporting.data.constants import (
@@ -401,10 +402,11 @@ def get_data_for_markets(data):
 def get_existing_bad_markets(data):
     production_config = data.config
 
-    excluded_markets_config_element = production_config.get_element_or_missing_data(
-        "exclude_instrument_lists"
-    )
-    if excluded_markets_config_element is missing_data:
+    try:
+        excluded_markets_config_element = production_config.get_element(
+            "exclude_instrument_lists"
+        )
+    except missingData:
         print("NO BAD MARKETS IN CONFIG!")
         existing_bad_markets = []
     else:

sysproduction/reporting/data/pandl.py

@@ -222,11 +222,11 @@ def _get_pandl_for_instrument_across_contracts(
 
     def get_period_perc_pandl_for_strategy_in_date_range(self, strategy_name: str):
         print("Getting p&l for %s" % strategy_name)
-        pandl_df = self.get_df_of_perc_pandl_series_for_strategy_all_instruments(
-            strategy_name
-        )
-
-        if pandl_df is missing_data:
+        try:
+            pandl_df = self.get_df_of_perc_pandl_series_for_strategy_all_instruments(
+                strategy_name
+            )
+        except missingData:
             return 0.0
 
         pandl_df = pandl_df[self.start_date : self.end_date]
@@ -245,9 +245,6 @@ def get_df_of_perc_pandl_series_for_strategy_all_instruments(
             strategy_name
         )
 
-        if instrument_list is missing_data:
-            return missing_data
-
         pandl_df = pd.concat(pandl_list, axis=1)
         pandl_df.columns = instrument_list
 
@@ -260,7 +257,7 @@ def get_list_of_perc_pandl_series_for_strategy_all_instruments(
             self.data, strategy_name
         )
         if len(instrument_list) == 0:
-            return missing_data, missing_data
+            raise missingData
 
         pandl_list = [
             self.perc_pandl_series_for_strategy_instrument_vs_total_capital(