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removed mistake in pull 77
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6 files changed

+40
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DONE_TO_DO.md

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# Release notes
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## Version 0.16.5
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Updated .csv data and moved to seperate section
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Updated .csv data and moved to seperate section - now stored under Github LFS
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## Version 0.16.4
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Added quandl data (but only for individual futures contracts right now so useless)

MANIFEST.in

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include README.md
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include LICENSE
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graft examples
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graft sysdata
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graft sysdata

sysdata/futuresdata.py

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@@ -49,6 +49,43 @@ def __init__(self, instrument_code, contract_month):
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assert type(instrument_code) is str
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contract_month = contractDate(contract_month)
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self.instrument_code = instrument_code
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self.contract_month = contract_month
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def __repr__(self):
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return self.instrument_code + " "+ self.contract_month
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class listOfFuturesContracts(list):
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"""
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An ordered list of contracts
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"""
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pass
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class rollCycle(object):
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"""
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A
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"""
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pass
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class rollDateList(list):
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"""
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"""
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pass
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class contractDate(object):
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"""
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A single contract date; eithier in the form YYYYMM or YYYYMMDD
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"""
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def __init__(self, contract_month):
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try:
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assert type(contract_month) is str
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assert len(contract_month)==6
@@ -57,11 +94,9 @@ def __init__(self, instrument_code, contract_month):
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except:
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raise Exception("contract_month needs to be defined as a str, yyyymm")
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self.instrument_code = instrument_code
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self.contract_month = contract_month
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def __repr__(self):
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return self.instrument_code + " "+ self.contract_month
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pass
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if __name__ == '__main__':
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import doctest

sysdata/quandl/.~lock.QuandlFuturesConfig.csv#

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This file was deleted.

systems/__init__.pyc

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systems/forecast_combine.py

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@@ -936,7 +936,6 @@ class ForecastCombineMaybeThreshold(ForecastCombine):
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def get_combined_forecast(self, instrument_code):
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print(self.parent.config.instruments_with_threshold)
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if instrument_code in self.parent.config.instruments_with_threshold:
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post_process_func = self._threshold_forecast
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self.log.msg('threshold: {}'.format(instrument_code))

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