fix robcarver17#950

Author: rob

sysbrokers/IB/client/ib_orders_client.py

@@ -6,7 +6,8 @@
 )
 
 from syscore.exceptions import missingContract
-from syscore.objects import arg_not_supplied, missing_order
+from syscore.objects import arg_not_supplied
+from sysexecution.orders.named_order_objects import missing_order
 from sysbrokers.IB.client.ib_contracts_client import ibContractsClient
 from sysbrokers.IB.ib_translate_broker_order_objects import (
     tradeWithContract,

sysbrokers/IB/ib_orders.py

@@ -18,7 +18,8 @@
 from sysbrokers.IB.client.ib_orders_client import ibOrdersClient
 from sysbrokers.broker_execution_stack import brokerExecutionStackData
 
-from syscore.objects import missing_order, failure, success, arg_not_supplied
+from syscore.objects import failure, success, arg_not_supplied
+from sysexecution.orders.named_order_objects import missing_order
 
 from sysexecution.order_stacks.broker_order_stack import orderWithControls
 from sysexecution.orders.list_of_orders import listOfOrders

sysbrokers/IB/ib_translate_broker_order_objects.py

@@ -8,7 +8,8 @@
 from sysbrokers.IB.ib_contracts import ibcontractWithLegs
 from sysbrokers.broker_trade import brokerTrade
 from syscore.exceptions import missingData
-from syscore.objects import missing_order, arg_not_supplied
+from syscore.objects import arg_not_supplied
+from sysexecution.orders.named_order_objects import missing_order
 from sysexecution.orders.base_orders import resolve_multi_leg_price_to_single_price
 
 from sysobjects.spot_fx_prices import currencyValue

syscore/fileutils.py

@@ -92,7 +92,9 @@ def rename_files_with_extension_in_pathname_as_archive_files(
     """
 
     resolved_pathname = get_resolved_pathname(pathname)
-    list_of_files = files_with_extension_in_resolved_pathname(resolved_pathname)
+    list_of_files = files_with_extension_in_resolved_pathname(
+        resolved_pathname, extension=extension
+    )
 
     for filename in list_of_files:
         full_filename = os.path.join(resolved_pathname, filename)

syscore/objects.py

@@ -1,7 +1,6 @@
 """
 Do fun things with objects and classes
 """
-from collections import namedtuple
 import importlib
 
 none_type = type(None)
@@ -16,31 +15,13 @@ def __repr__(self):
 
 
 missing_instrument = named_object("missing instrument")
-
-missing_order = named_object("missing order")
-locked_order = named_object("locked order")
-duplicate_order = named_object("duplicate order")
-zero_order = named_object("zero order")
-
+missing_file = named_object("missing file")
+missing_data = named_object("missing data")
 market_closed = named_object("market closed")
-
 fill_exceeds_trade = named_object("fill too big for trade")
 
-order_is_in_status_finished = named_object("order status is modification close")
-order_is_in_status_modified = named_object("order status is being modified")
-order_is_in_status_not_modified = named_object("order status is not currently modified")
-order_is_in_status_reject_modification = named_object(
-    "order status is modification rejected"
-)
-
-no_order_id = named_object("no order ID")
-no_children = named_object("no_children")
-no_parent = named_object("no parent")
-
-rolling_cant_trade = named_object("rolling can't trade")
-ROLL_PSEUDO_STRATEGY = "_ROLL_PSEUDO_STRATEGY"
-
-not_updated = named_object("not updated")
+arg_not_supplied = named_object("arg not supplied")
+user_exit = named_object("exit")
 
 
 class status(named_object):
@@ -50,13 +31,7 @@ class status(named_object):
 success = status("success")
 failure = status("failure")
 
-arg_not_supplied = named_object("arg not supplied")
-user_exit = named_object("exit")
-
-table = namedtuple("table", "Heading Body")
-header = namedtuple("header", "Heading")
-body_text = namedtuple("bodytext", "Text")
-figure = namedtuple("figure", "pdf_filename")
+## FIXME HERE
 
 
 def get_methods(a_stage_object) -> list:
@@ -67,7 +42,7 @@ def get_methods(a_stage_object) -> list:
     dir_list = [method_name for method_name in dir_list if method_name[0] != "_"]
 
     # remove special
-    special_list = ["log", "name", "parent", "description"]
+    special_list = ["log", "name", "parent", "description", "data"]
     dir_list = [
         method_name for method_name in dir_list if method_name not in special_list
     ]
@@ -219,8 +194,3 @@ def hasallattr(some_object, attrlist=[]):
 
 def get_class_name(class_object):
     return class_object.__name__
-
-
-missing_file = named_object("missing file")
-missing_data = named_object("missing data")
-ALL_ROLL_INSTRUMENTS = "ALL"

sysdata/mongodb/mongo_historic_orders.py

@@ -1,7 +1,8 @@
 import datetime
 
 from syscore.exceptions import missingData
-from syscore.objects import success, missing_order, arg_not_supplied
+from syscore.objects import success, arg_not_supplied
+from sysexecution.orders.named_order_objects import missing_order
 from sysdata.mongodb.mongo_generic import mongoDataWithSingleKey
 
 from sysexecution.orders.base_orders import Order

sysdata/mongodb/mongo_order_stack.py

@@ -2,7 +2,8 @@
 from sysdata.mongodb.mongo_generic import mongoDataWithSingleKey
 from syslogdiag.log_to_screen import logtoscreen
 
-from sysexecution.order_stacks.order_stack import orderStackData, missing_order
+from sysexecution.order_stacks.order_stack import orderStackData
+from sysexecution.orders.named_order_objects import missing_order
 from sysexecution.orders.base_orders import Order
 from sysexecution.orders.instrument_orders import instrumentOrder
 from sysexecution.order_stacks.instrument_order_stack import instrumentOrderStackData

sysdata/production/historic_orders.py

@@ -15,7 +15,8 @@
 """
 import datetime
 
-from syscore.objects import arg_not_supplied, missing_order
+from syscore.objects import arg_not_supplied
+from sysexecution.orders.named_order_objects import missing_order
 
 from sysdata.base_data import baseData
 from sysobjects.fills import listOfFills, fill_from_order

sysexecution/algos/algo.py

@@ -4,9 +4,9 @@
 from syscore.exceptions import missingContract
 from syscore.objects import (
     arg_not_supplied,
-    missing_order,
     missing_data,
 )
+from sysexecution.orders.named_order_objects import missing_order
 
 from sysdata.data_blob import dataBlob
 

sysexecution/algos/algo_limit_orders.py

@@ -2,7 +2,7 @@
 Simplest possible execution method, one market order
 """
 from copy import copy
-from syscore.objects import missing_order
+from sysexecution.orders.named_order_objects import missing_order
 from sysproduction.data.broker import dataBroker
 
 from sysexecution.algos.algo import Algo, limit_price_from_input, limit_order_type

sysexecution/algos/algo_market.py

@@ -2,7 +2,7 @@
 Simplest possible execution method, one market order
 """
 from copy import copy
-from syscore.objects import missing_order
+from sysexecution.orders.named_order_objects import missing_order
 from sysproduction.data.broker import dataBroker
 
 from sysexecution.algos.algo import Algo

sysexecution/algos/algo_original_best.py

@@ -3,7 +3,8 @@
 """
 from typing import Union
 
-from syscore.objects import missing_order, market_closed, missing_data
+from syscore.objects import market_closed, missing_data
+from sysexecution.orders.named_order_objects import missing_order
 
 from sysdata.data_blob import dataBlob
 from sysexecution.algos.algo import Algo, limit_price_from_offside_price

sysexecution/algos/allocate_algo_to_order.py

@@ -6,7 +6,8 @@
 """
 from sysproduction.data.orders import dataOrders
 from sysproduction.data.broker import dataBroker
-from syscore.objects import missing_order, arg_not_supplied
+from syscore.objects import arg_not_supplied
+from sysexecution.orders.named_order_objects import missing_order
 from sysdata.data_blob import dataBlob
 from sysexecution.orders.instrument_orders import (
     instrumentOrder,

sysexecution/order_stacks/broker_order_stack.py

@@ -1,6 +1,7 @@
 import datetime
 
-from syscore.objects import missing_order, fill_exceeds_trade
+from syscore.objects import fill_exceeds_trade
+from sysexecution.orders.named_order_objects import missing_order
 from sysexecution.order_stacks.order_stack import orderStackData
 from sysexecution.orders.broker_orders import brokerOrder
 

sysexecution/order_stacks/contract_order_stack.py

@@ -1,7 +1,7 @@
 import datetime
 from copy import copy
 
-from syscore.objects import missing_order
+from sysexecution.orders.named_order_objects import missing_order
 from sysexecution.order_stacks.order_stack import orderStackData, missingOrder
 from sysexecution.trade_qty import tradeQuantity
 

sysexecution/order_stacks/instrument_order_stack.py

@@ -1,4 +1,4 @@
-from syscore.objects import missing_order, zero_order
+from sysexecution.orders.named_order_objects import missing_order, zero_order
 from sysexecution.order_stacks.order_stack import orderStackData
 from sysexecution.orders.instrument_orders import instrumentOrder
 from sysexecution.orders.list_of_orders import listOfOrders

sysexecution/order_stacks/order_stack.py

@@ -1,9 +1,11 @@
 import datetime
 from copy import copy
 from syscore.objects import (
-    missing_order,
     success,
     failure,
+)
+from sysexecution.orders.named_order_objects import (
+    missing_order,
     no_order_id,
     no_children,
 )

sysexecution/orders/base_orders.py

@@ -7,7 +7,7 @@
     if_object_matches_return_empty_string,
     list_of_ints_with_highest_common_factor_positive_first,
 )
-from syscore.objects import no_order_id, no_children, no_parent
+from sysexecution.orders.named_order_objects import no_order_id, no_children, no_parent
 
 from sysexecution.trade_qty import tradeQuantity
 

sysexecution/orders/broker_orders.py

@@ -1,11 +1,13 @@
 import datetime
 
-from syscore.objects import missing_order
-
-from sysexecution.orders.base_orders import (
+from sysexecution.orders.named_order_objects import (
+    missing_order,
     no_order_id,
     no_children,
     no_parent,
+)
+
+from sysexecution.orders.base_orders import (
     orderType,
 )
 from sysexecution.orders.base_orders import Order

sysexecution/orders/contract_orders.py

@@ -3,12 +3,10 @@
 
 from sysexecution.orders.base_orders import (
     Order,
-    no_order_id,
-    no_children,
-    no_parent,
     resolve_inputs_to_order,
     orderType,
 )
+from sysexecution.orders.named_order_objects import no_order_id, no_children, no_parent
 
 from sysexecution.trade_qty import tradeQuantity
 

sysexecution/orders/instrument_orders.py

@@ -8,12 +8,10 @@
 
 from sysexecution.orders.base_orders import (
     Order,
-    no_order_id,
-    no_children,
-    no_parent,
     tradeQuantity,
     orderType,
 )
+from sysexecution.orders.named_order_objects import no_order_id, no_children, no_parent
 
 from sysobjects.production.tradeable_object import instrumentStrategy
 

sysexecution/orders/named_order_objects.py

@@ -0,0 +1,15 @@
+from syscore.objects import named_object
+
+missing_order = named_object("missing order")
+locked_order = named_object("locked order")
+duplicate_order = named_object("duplicate order")
+zero_order = named_object("zero order")
+order_is_in_status_finished = named_object("order status is modification close")
+order_is_in_status_modified = named_object("order status is being modified")
+order_is_in_status_not_modified = named_object("order status is not currently modified")
+order_is_in_status_reject_modification = named_object(
+    "order status is modification rejected"
+)
+no_order_id = named_object("no order ID")
+no_children = named_object("no_children")
+no_parent = named_object("no parent")

sysexecution/stack_handler/balance_trades.py

@@ -1,4 +1,5 @@
-from syscore.objects import failure, success, missing_order
+from syscore.objects import failure, success
+from sysexecution.orders.named_order_objects import missing_order
 from sysexecution.stack_handler.fills import stackHandlerForFills
 from sysexecution.orders.instrument_orders import instrumentOrder
 from sysexecution.orders.contract_orders import contractOrder

sysexecution/stack_handler/cancel_and_modify.py

@@ -1,8 +1,6 @@
 from copy import copy
 
-from syscore.objects import (
-    missing_order,
-)
+from sysexecution.orders.named_order_objects import missing_order
 from syscore.genutils import quickTimer
 from sysexecution.stack_handler.stackHandlerCore import stackHandlerCore
 from sysexecution.orders.list_of_orders import listOfOrders

sysexecution/stack_handler/checks.py

@@ -1,22 +1,5 @@
 from syscore.objects import (
-    missing_order,
-    success,
-    failure,
-    locked_order,
-    duplicate_order,
-    no_order_id,
-    no_children,
-    no_parent,
-    rolling_cant_trade,
-    ROLL_PSEUDO_STRATEGY,
-    missing_order,
-    order_is_in_status_reject_modification,
-    order_is_in_status_finished,
-    locked_order,
-    order_is_in_status_modified,
-    resolve_function,
     arg_not_supplied,
-    missing_data,
 )
 
 from sysexecution.stack_handler.stackHandlerCore import stackHandlerCore

sysexecution/stack_handler/completed_orders.py

@@ -1,7 +1,4 @@
-from syscore.objects import (
-    no_children,
-    missing_order,
-)
+from sysexecution.orders.named_order_objects import missing_order, no_children
 
 from sysexecution.stack_handler.stackHandlerCore import stackHandlerCore, orderFamily
 from sysproduction.data.orders import dataOrders

sysexecution/stack_handler/create_broker_orders_from_contract_orders.py

@@ -1,8 +1,8 @@
 from copy import copy
 from syscore.objects import (
-    missing_order,
     resolve_function,
 )
+from sysexecution.orders.named_order_objects import missing_order
 from sysproduction.data.controls import dataTradeLimits
 
 from sysexecution.algos.allocate_algo_to_order import (

sysexecution/stack_handler/fills.py

@@ -2,11 +2,8 @@
 import numpy as np
 from syscore.objects import (
     fill_exceeds_trade,
-    no_children,
-    no_parent,
-    missing_order,
-    no_order_id,
 )
+from sysexecution.orders.named_order_objects import missing_order, no_order_id, no_children, no_parent
 
 from sysexecution.stack_handler.completed_orders import stackHandlerForCompletions
 

sysexecution/stack_handler/roll_orders.py

@@ -1,6 +1,6 @@
 import datetime
 from dataclasses import dataclass
-from syscore.objects import missing_order, ROLL_PSEUDO_STRATEGY
+from sysexecution.orders.named_order_objects import missing_order
 
 from sysdata.data_blob import dataBlob
 
@@ -28,6 +28,8 @@
 
 CONTRACT_ORDER_TYPE_FOR_ROLL_ORDERS = best_order_type
 
+ROLL_PSEUDO_STRATEGY = "_ROLL_PSEUDO_STRATEGY"
+
 
 class stackHandlerForRolls(stackHandlerCore):
     def generate_force_roll_orders(self):