progress

lib/tools/data_loader.py

@@ -1,9 +1,10 @@
 from __future__ import annotations
 
 import sqlite3
-from typing import Dict, List, cast
+from typing import Any, Dict, List, Tuple, cast
 import pandas as pd
 
+from cvttpy_trading.trading.instrument import ExchangeInstrument
 
 def load_sqlite_to_dataframe(db_path:str, query:str) -> pd.DataFrame:
     df: pd.DataFrame = pd.DataFrame()
@@ -45,19 +46,17 @@ def convert_time_to_UTC(value: str, timezone: str, extra_minutes: int = 0) -> st
 
 def load_market_data(
     datafile: str,
-    instruments: List[Dict[str, str]],
+    instruments: List[ExchangeInstrument],
     db_table_name: str,
     trading_hours: Dict = {},
     extra_minutes: int = 0,
 ) -> pd.DataFrame:
 
-    insts = [
-        '"' + instrument["instrument_id_pfx"] + instrument["symbol"] + '"'
-        for instrument in instruments
-    ]
-    instrument_ids = list(set(insts))
+
+    inst_ids = ['"' + exch_inst.instrument_id() + '"' for exch_inst in instruments]
+    instrument_ids = list(set(inst_ids))
     exchange_ids = list(
-        set(['"' + instrument["exchange_id"] + '"' for instrument in instruments])
+        set(['"' + instrument.exchange_id() + '"' for instrument in instruments])
     )
 
     query = "select"