Merge branch 'master' into black_config

# Conflicts:
#	CONTRIBUTING.md

Author: bug-or-feature

CHANGELOG.md

@@ -1,5 +1,27 @@
 # Release notes
 
+## Version 1.50
+
+- Added optional code to run price collection throughout the day, see [announcement](https://github.com/robcarver17/pysystemtrade/discussions/961)
+- Added ability to pass arguments to methods through control_config.yaml
+- Added regions to instrument.csv configuration; use interactive_controls, option 5, option 52 to apply
+
+## Version 1.48
+
+- Added new run_ processes, breaking out FX, update sampled contracts, and update multiple/adjusted prices from daily price updates. You will need to update your crontab and control_config.yaml, see **discussion here**
+- Refactoring syscore
+- Changed handling of expensive instruments, [see this discussion](https://github.com/robcarver17/pysystemtrade/discussions/938)
+- Added requirement for BLACK [see this discussion](https://github.com/robcarver17/pysystemtrade/discussions/921)
+- Roll report clean up format [discussed here](https://github.com/robcarver17/pysystemtrade/discussions/864)
+- Gradual removal of missing_data, missing_contract type objects and replace with exceptions
+- Algos won't be allocated just before day end [discussed here](https://github.com/robcarver17/pysystemtrade/discussions/853)
+- Timezones can now be manually configured [discussed here](https://github.com/robcarver17/pysystemtrade/discussions/845)
+- Auto copying of instrument config data between db and csv
+- Utility to cross check IB configuration multipliers
+- Utility to delete instrument data
+- Custom private directory 
+- Utility to modify roll config 
+
 ## Version 1.47
 
 - fix for #729. Added hourly and daily per contract prices IMPORTANT YOU MUST RUN /sysinit/futures/create_hourly_and_daily.py from the command line to create hourly and daily data.
@@ -189,7 +211,7 @@ Note that the large contract prices will continue to be updated (best to keep do
 
 ## Version 0.51.0
 
-- Essentially 'finished' production.md (in as much as anything can be finished...)
+- Essentially 'close' production.md (in as much as anything can be close...)
 - Changed data Blobs so now take lists of objects rather than str, easier to see dependencies
 
 ## Version 0.50.0
@@ -260,7 +282,7 @@ Note that the large contract prices will continue to be updated (best to keep do
 
 ## Version 0.23.0
 
-- 'get_filename_for_package' can now take absolute as well as relative paths, and can cope with separate file names
+- 'resolve_path_and_filename_for_package' can now take absolute as well as relative paths, and can cope with separate file names
 - Updated legacy .csv files
 - Fixed a few bugs
 - Can now get unexpired contracts for a given instrument using 'contractDateWithRollParameters.get_unexpired_contracts_from_now_to_contract_date()'
@@ -481,7 +503,7 @@ Moved most examples except core to separate git [here](https://github.com/robcar
 
 * Added methods to accountCurveGroup.get_stats(): .mean(), .std(), .tstat(), .pvalue()
 * Added method to accountCurveGroup stack; stack object can also produce bootstrap
-* Added account_test(ac1, ac2) to produce a t-test statistic for any two account curve like objects.
+* Added account_t_test(ac1, ac2) to produce a t-test statistic for any two account curve like objects.
 
 ## Version 0.6.0
 

CONTRIBUTING.md

@@ -1,7 +1,7 @@
-# pysystemtrade contributing guide
+# Pysystemtrade contributing guide
 
 
-## unit tests
+## Unit tests
 This project has a few unit tests. They get run automatically when any PR is 
 submitted. You'll see the result of the run in the PR page. To run the tests
 yourself locally, before submitting, you'll need `pytest` installed. Then run:
@@ -27,7 +27,7 @@ pytest --runslow
 ```
 
 
-## lint
+## Lint / Black
 
 This project keeps its code pretty with 
 [Black](https://black.readthedocs.io/en/stable/). Black gets automatically run 
@@ -50,4 +50,42 @@ as you commit. Configuration instructions
 
 ### Black version
 
-Black needs to be consistent between the version running in the CI build and your local environment. To check the currently used version, see the [GitHub action config](https://github.com/robcarver17/pysystemtrade/blob/master/.github/workflows/lint.yml)
+Black needs to be consistent between the version running in the CI build and your local environment. To check the currently used version, see the `[tool.black]` section of the project TOML file  (https://github.com/robcarver17/pysystemtrade/blob/master/pyproject.toml)
+
+## General code guidelines (INCOMPLETE)
+
+These guidelines are aspirations, and do not describe the system as it stands. The project has been written over a period of several years, and it is only quite recently I've decided to set out some guidelines. 
+
+In general, we try and follow the original texts: [PEP 8](https://peps.python.org/pep-0008/) and [clean code](https://gist.github.com/wojteklu/73c6914cc446146b8b533c0988cf8d29).
+
+### General
+
+- Unless there is a single parameter, passed parameters should be explicit.
+- It is almost always better to use `arg_not_supplied` (`from syscore.objects import arg_not_supplied`) as a default argument then resolve it to the appropriate value in the function. 
+- Type hints should be used, with Unions if required `from typing import Union` and Lists / Dicts ...`from typing import List, Dict`
+- Verbose doc strings specifying all the parameters are no longer required (superseded by type hints)
+
+### Naming conventions
+
+- For classes, I prefer mixedCase to CamelCase, but single word names should always be Camels.
+- Common methods are `get`, `calculate`, `read`, `write`.
+- There is a specific procedure for naming objects which form part of the data heirarchy, see [here](https://github.com/robcarver17/pysystemtrade/blob/master/docs/data.md#part-2-overview-of-futures-data-in-pysystemtrade). If this is not followed, then the [automated abstraction of data inside Data 'blob' instances](https://github.com/robcarver17/pysystemtrade/blob/master/docs/data.md#data-blobs) won't work.
+- Although arguably redundant, I am a fan of describing eg objects that inherit from dicts with a dict_ prefix. This gives hints as to how they behave without having to look at their code.
+
+
+### Error handling
+
+- Production code should not throw an error unless things are completely unrecoverable; if it does throw an error it must also log.critical which will email the user
+
+
+### Caching
+
+FIXME This is a bit of a mess - Update when a unified cache system setup
+
+
+### Testing
+
+Doc tests should be removed from class methods, since they often require a lot of setup, and make the code harder to read. Unit tests are preferable.
+Doc tests make more sense for seperate, standalone, functions. This is especially the case when they can be used to quickly demonstrate how a function works.
+
+Test coverage is extremely sparse. 

README.md

@@ -1,16 +1,16 @@
 # pysystemtrade
 
-Systematic Trading in python
+Systematic futures trading in python
 
 Rob Carver
 
 [https://qoppac.blogspot.com/p/pysystemtrade.html](https://qoppac.blogspot.com/p/pysystemtrade.html)
 
 
-Version 1.47
+Version 1.50
 
 
-2022-08-31
+2023-01-27
 
 
 
@@ -26,7 +26,7 @@ See [DONE_TO_DO](CHANGELOG.md) for release notes, and future plans.
 For a longer explanation of the motivation and point of this project see my [blog post.](https://qoppac.blogspot.com/2015/12/pysystemtrade.html)
 
 Pysystemtrade is a....:
-- Backtesting environment that will work "out of the box" for chapter 15 of my book ["Systematic Trading"](https://www.systematicmoney.org/systematic-trading)
+- Backtesting environment I used to test all the strategies in my various ["books"](https://www.systematicmoney.org)
 - Which implements all the optimisation and system design principles in the book and on my website and in my books
 - A fully automated system for futures trading (for interactive brokers)