This commit is contained in:
Oleg Sheynin
2026-01-11 13:33:58 +00:00
parent 6dd0f97d74
commit b196863a34
26 changed files with 5365 additions and 5566 deletions
+7 -3
View File
@@ -1,17 +1,21 @@
import os
import glob
from typing import Dict, List, Tuple
# ---
from cvttpy_tools.config import CvttAppConfig
# ---
from cvttpy_trading.trading.instrument import ExchangeInstrument
DayT = str
DataFileNameT = str
def resolve_datafiles(
config: Dict, date_pattern: str, instruments: List[Dict[str, str]]
config: Dict, date_pattern: str, instruments: List[ExchangeInstrument]
) -> List[Tuple[DayT, DataFileNameT]]:
resolved_files: List[Tuple[DayT, DataFileNameT]] = []
for inst in instruments:
for exch_inst in instruments:
pattern = date_pattern
inst_type = inst["instrument_type"]
inst_type = exch_inst.user_data_.get("instrument_type", "?instrument_type?")
data_dir = config["market_data_loading"][inst_type]["data_directory"]
if "*" in pattern or "?" in pattern:
# Handle wildcards