MacroEconomicFixGroup
MacroEconomicFixGroup#
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class sigtech.framework.instruments.fixes.MacroEconomicFixGroup
A class representing a macroeconomic fixing group.
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fixing_source: str
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description: Optional[str]
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metric: str
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item_product_type: str
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classmethod from_contract(fix_source: str, env: Optional[sigtech.framework.config.config.ConfiguredEnvironment] = None)
Create a MacroEconomicFixGroup from fixing source.
- Parameters
fix_source – Fixing source.
env – Configured environment (optional).
- Returns
Instance of
MacroEconomicFixGroup
.
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property available_data_points: Optional[list[sigtech.framework.infra.data_adapter.common.DataPoint]]
Available data points for this object.
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available_data_providers(entitled_only=True) Optional[List[str]]
Available data providers for this object. Bool to return entitled providers only
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property cache_name: str
Cache name of this object.
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property class_name
Class name of this object.
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property class_short_name
Short name of the object class.
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clear_cached_data()
Clear all the cached data of the object.
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clone_object(params=None)
Return a clone of the object with amended parameters.
- Parameters
params – Optional dictionary of parameters to override.
- Returns
New object.
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compute_dependencies(root_dependency: Optional[sigtech.framework.internal.infra.mu.graph.registry.factory.Dependency] = None)
Compute these dependencies - triggers MDS requests
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static convert_dtypes(clz)
Class decorator to convert classes’ BaseType into variable annotations (PEP-526), and to generate __aliases__ based on BaseType.db_name when required.
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data_dict()
Return the object attributes in a dict.
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property data_source: str
Field used when retrieving history.
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property default_data_point: sigtech.framework.infra.data_adapter.common.DataPoint
Return the default data point.
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dependencies(input_dependency: Optional[sigtech.framework.internal.infra.mu.graph.registry.factory.Dependency] = None, valuation_currency: Optional[str] = None, use_start: bool = True) list[sigtech.framework.internal.infra.mu.graph.registry.factory.Dependency]
Returns a list of Dependency
- Parameters
input_dependency – A Dependency object representing the root of the dependency tree to be returned.
valuation_currency – If supplied, include the dependencies required to output the data in this currency.
use_start – If False, return only dependencies required to calculate an earliest start date - self.start_date will be None in this case.
- Returns
List of Dependency objects representing the current level in the dependency tree.
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property dependency_type
Should return GraphNodeType. Return None to autodetect based on result of dependencies()
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property env: sigtech.framework.config.config.ConfiguredEnvironment
Return the configured environment.
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env_date_change(old_env_dt: datetime.datetime, new_env_dt: datetime.datetime, live_data_update=None)
Routine called after the environment date is changed.
- Parameters
old_env_dt – Old datetime (tz aware).
new_env_dt – New datetime (tz aware).
live_data_update – Live streaming data associated with the environment date change.
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finalize_for_comparison()
Method to call to ensure all data dict values are finalized prior to doing object comparisons.
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classmethod from_dictionary(dct: dict[str, Any], cache: bool = True, identifier: Optional[sigtech.framework.infra.data_adapter.identifier.Identifier] = None, env: Optional[sigtech.framework.config.config.ConfiguredEnvironment] = None, **kwargs)
Factory method to create object using data dictionary
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classmethod get_names(sort_by_group: Optional[bool] = False, include_db: Optional[bool] = True, include_local: Optional[bool] = True, include_children: Optional[bool] = False, ignore_unmapped: Optional[bool] = True) list[str]
Return an ordered list of object names associated with the class.
- Parameters
sort_by_group – If set, the list is first ordered by sector/group, if applies, e.g. commodity or index futures (default is False).
include_db – If set, include objects available from the database (default is True).
include_local – If set, include objects available in the local environment (default is True).
include_children – If set, include objects available from child classes (default is False).
ignore_unmapped – If set, ignore errors due to unmapped database objects (default is True).
- Returns
List of object names.
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property identifier: sigtech.framework.infra.data_adapter.identifier.Identifier
Return the object identifier.
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info() dict
Return a dictionary with useful object information.
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property input_parameters
Values of initial input parameters entered when creating the instance.
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property internal_id
Ticker - i.e. part of name determining content of the class. For types with saved reference data - ticker will be
self._ticker
. For software types - ticker should be calculated.
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property is_unmapped
Check if the object is not mapped.
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property live_supported: bool
Flag for live supported objects.
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property name
Primary name by which the
FrameworkObject
is identified. If reference information (or e.g. corresponding time series) are stored in the DB, then this name will be used.
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print_dependencies(root_dependency: Optional[sigtech.framework.internal.infra.mu.graph.registry.factory.Dependency] = None, resolve_future_dependencies: bool = True, fields: Optional[list] = None)
Pretty print dependency tree :param root_dependency: starting dependency of the tree. :param resolve_future_dependencies: resolve future dependencies before printing. If ‘false’ nothing get printed. :param fields: additional fields to extract from dependencies object. Default fields are
product_type
,currency
,frequency
anddata_source
. To get the list of available fields for an object you can use thedata_dict()
method.
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property product_type
Return the
product_type
property of this object.
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property publication_delay: str
Publication delay of data for this group.
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query_instrument_names() list[str]
Generic doc store query to retrieve names of objects meeting filter criteria. :return: List of object names meeting filter criteria.
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query_instruments() list[sigtech.framework.internal.infra.objects.core.framework_object.FrameworkObject]
Generic doc store query to retrieve objects meeting filter criteria. :return: List of objects meeting filter criteria
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property sector
Sector used on BBG, or the class ID for SIG instruments.
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session_data()
Returns the raw Copp-Clarke trading sessions data for this group
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static sort_key_static(name)
Convert a name to the sort key as of Portfolio Presentation Guidelines for performance reasons.
- Parameters
name – Input name.
- Returns
Tuple (sort key, length of sort key, input name).
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textual_representation()
Return a printable representation of this object.
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validate()
Validation routine adding checks that will be run on object creation.
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data_source_all: Optional[list[str]]
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instrument_id: Optional[int]