38 lines
1.5 KiB
Python
38 lines
1.5 KiB
Python
import os
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import glob
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from typing import Dict, List, Tuple
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# ---
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from cvttpy_tools.config import CvttAppConfig
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# ---
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from cvttpy_trading.trading.instrument import ExchangeInstrument
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DayT = str
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DataFileNameT = str
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def resolve_datafiles(
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config: Dict, date_pattern: str, instruments: List[ExchangeInstrument]
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) -> List[Tuple[DayT, DataFileNameT]]:
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resolved_files: List[Tuple[DayT, DataFileNameT]] = []
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for exch_inst in instruments:
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pattern = date_pattern
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inst_type = exch_inst.user_data_.get("instrument_type", "?instrument_type?")
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data_dir = config["market_data_loading"][inst_type]["data_directory"]
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if "*" in pattern or "?" in pattern:
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# Handle wildcards
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if not os.path.isabs(pattern):
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pattern = os.path.join(data_dir, f"{pattern}.mktdata.ohlcv.db")
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matched_files = glob.glob(pattern)
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for matched_file in matched_files:
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import re
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match = re.search(r"(\d{8})\.mktdata\.ohlcv\.db$", matched_file)
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assert match is not None
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day = match.group(1)
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resolved_files.append((day, matched_file))
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else:
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# Handle explicit file path
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if not os.path.isabs(pattern):
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pattern = os.path.join(data_dir, f"{pattern}.mktdata.ohlcv.db")
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resolved_files.append((date_pattern, pattern))
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return sorted(list(set(resolved_files))) # Remove duplicates and sort
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