pairs_trading/lib/tools/instruments.py
2025-07-30 04:08:02 +00:00

22 lines
653 B
Python

import argparse
from typing import Dict, List
def get_instruments(args: argparse.Namespace, config: Dict) -> List[Dict[str, str]]:
instruments = [
{
"symbol": inst.split(":")[0],
"instrument_type": inst.split(":")[1],
"exchange_id": inst.split(":")[2],
"instrument_id_pfx": config["market_data_loading"][inst.split(":")[1]][
"instrument_id_pfx"
],
"db_table_name": config["market_data_loading"][inst.split(":")[1]][
"db_table_name"
],
}
for inst in args.instruments.split(",")
]
return instruments