EXOContinuousFutures only

[spickering-git]

@alexveden in Version 1 I remember a long time ago we tried to just run the continuous futures on an instrument without running all the other alphas and spreads, but there were some problems when we ran it. By only including the instrument in the exo_continuous_futures.py https://github.com/trendmanagement/tmqrexo_alexveden/blob/new_mongo/exobuilder/algorithms/exo_continous_fut.py and not in settings_exo.py https://github.com/trendmanagement/tmqrexo_alexveden/blob/new_mongo/scripts/settings_exo.py

I want to do this with DC (milk) and XAF. Do you expect this to work?

[alexveden]

Yes, you are correct. If you need the continuous futures only you should add the instrument to: https://github.com/trendmanagement/tmqrexo_alexveden/blob/new_mongo/exobuilder/algorithms/exo_continous_fut.py

without adding it to settings_exo.py

[spickering-git]

@alexveden I added DC to the ASSET_LIST in exo_continous_fut.py https://github.com/trendmanagement/tmqrexo_alexveden/blob/new_mongo/exobuilder/algorithms/exo_continous_fut.py and ran exo_batch_update.py and install.py However, https://10.0.1.2:8888/notebooks/tools/EXO%20viewer.ipynb does not include the DC_ContFut EXO. and there is nothing in the V1 db in exo_data collection with 'DC' db.getCollection('exo_data').find({name:{'$regex':'DC'}})

please advise

[alexveden]

Here is the manual rebuild script with arguments: python3.5 ./exo_builder.py --logfile=./logs/exo/exo_batch_build_DC.log -B 2012-01-01 -E ContFut DC

[alexveden]