Source code for RiskQuantLib.InstrumentList.instrumentList

#!/usr/bin/python
# coding = utf-8
import numpy as np
import pandas as pd
from RiskQuantLib.Instrument.instrument import instrument
from RiskQuantLib.Operation.operation import operation
from RiskQuantLib.Auto.InstrumentList.instrumentList import instrumentListAuto
#<import>
#</import>

[docs]class instrumentList(operation, instrumentListAuto): """ This is the basic list class. Any instrument list class should inherit from this. """ __elementClass__ = instrument #<init> def __init__(self): self.all = [] self.listType = 'Instrument List' #</init> #<addList>
[docs] def addInstrumentList(self, instrumentObjList): tmpList = self.all + instrumentObjList self.setAll(tmpList)
#</addList> #<add>
[docs] def addInstrument(self, instrumentCodeString, instrumentNameString, instrumentTypeString=''): tmpList = self.all + [instrument(instrumentCodeString, instrumentNameString, instrumentTypeString)] self.setAll(tmpList)
#</add> #<addSeries>
[docs] def addInstrumentSeries(self, instrumentCodeSeries, instrumentNameSeries, instrumentTypeString=''): instrumentSeries = [instrument(i, j, instrumentTypeString) for i, j in zip(instrumentCodeSeries, instrumentNameSeries)] tmpList = self.all + instrumentSeries self.setAll(tmpList)
#</addSeries> #<instrumentList> #</instrumentList>