Creating multiple prices from contract prices fails on USIRS5ERIS, how to remove instrument?

[j1404]

Hi guys,

Hi guys, I'm setting up a new system and have trouble in creating multiple prices. Can't get prices for USIRS5ERIS as it is removed but then creating multiple prices fails on this instruments. So how do I remove USIRS5ERIS or prevent multiple prices from using it?

I tried to exclude with private config but it doesn't make any difference when running multiple prices script. Also tried to remove USIRS5ERIS from instrument config but didn't help either.

stale_instruments: ['USIRS5ERIS']
exclude_instrument_lists:
ignore_instruments: # this will only affect future sim backtesting when building new strategies, it won't delete from an existing>
- ['USIRS5ERIS']

$ python ~/pysystemtrade/sysinit/futures/multipleprices_from_arcticprices_and_csv_calendars_to_arctic.py

USIRS5ERIS
/home/alpha/pysystemtrade/sysobjects/futures_per_contract_prices.py:35: UserWarning: Pandas doesn't allow columns to be created via a new attribute name - see https://pandas.pydata.org/pandas-docs/stable/indexing.html#attribute-access
self._as_df = price_data_as_df
Can't add extra row as data missing
Getting prices to adjust roll calendar
Couldn't find matching roll date for contracts 20201200, 20210300 (even after omitting carry contracts 20210300 and 20210600)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Warning! Couldn't find matching roll date with concurrent prices for carry contracts (Current: 20201200 Next: 20210300 Carry: 20210300 Next carry: 20210600)
Now trying to find suitable roll date without requiring carry contracts
Couldn't find matching roll date for contracts 20201200, 20210300 (even after omitting carry contracts 20210300 and 20210600)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Couldn't find matching roll date for contracts 20201200, 20210300 (even after omitting carry contracts 20210300 and 20210600)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Couldn't get good data for roll date 2020-12-08 23:00:00 but at start so truncating
Couldn't find matching roll date for contracts 20210300, 20210600 (even after omitting carry contracts 20210600 and 20210900)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Warning! Couldn't find matching roll date with concurrent prices for carry contracts (Current: 20210300 Next: 20210600 Carry: 20210600 Next carry: 20210900)
Now trying to find suitable roll date without requiring carry contracts
Couldn't find matching roll date for contracts 20210300, 20210600 (even after omitting carry contracts 20210600 and 20210900)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Couldn't find matching roll date for contracts 20210300, 20210600 (even after omitting carry contracts 20210600 and 20210900)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Couldn't get good data for roll date 2021-03-08 23:00:00 but at start so truncating
Couldn't find matching roll date for contracts 20210600, 20210900 (even after omitting carry contracts 20210900 and 20211200)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Warning! Couldn't find matching roll date with concurrent prices for carry contracts (Current: 20210600 Next: 20210900 Carry: 20210900 Next carry: 20211200)
Now trying to find suitable roll date without requiring carry contracts
Couldn't find matching roll date for contracts 20210600, 20210900 (even after omitting carry contracts 20210900 and 20211200)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Couldn't find matching roll date for contracts 20210600, 20210900 (even after omitting carry contracts 20210900 and 20211200)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Couldn't get good data for roll date 2021-05-25 23:00:00 but at start so truncating
Couldn't find matching roll date for contracts 20210900, 20211200 (even after omitting carry contracts 20211200 and 20231200)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Warning! Couldn't find matching roll date with concurrent prices for carry contracts (Current: 20210900 Next: 20211200 Carry: 20211200 Next carry: 20231200)
Now trying to find suitable roll date without requiring carry contracts
Couldn't find matching roll date for contracts 20210900, 20211200 (even after omitting carry contracts 20211200 and 20231200)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Couldn't find matching roll date for contracts 20210900, 20211200 (even after omitting carry contracts 20211200 and 20231200)
OK if happens at the end or beginning of a roll calendar, otherwise problematic
Couldn't get good data for roll date 2021-09-08 23:00:00 but at start so truncating
Traceback (most recent call last):
File "/home/alpha/pysystemtrade/sysinit/futures/multipleprices_from_arcticprices_and_csv_calendars_to_arctic.py", line 206, in
process_multiple_prices_all_instruments(
File "/home/alpha/pysystemtrade/sysinit/futures/multipleprices_from_arcticprices_and_csv_calendars_to_arctic.py", line 69, in process_multiple_prices_all_instruments
process_multiple_prices_single_instrument(
File "/home/alpha/pysystemtrade/sysinit/futures/multipleprices_from_arcticprices_and_csv_calendars_to_arctic.py", line 121, in process_multiple_prices_single_instrument
roll_calendar = adjust_roll_calendar(instrument_code, roll_calendar)
File "/home/alpha/pysystemtrade/sysinit/futures/multipleprices_from_arcticprices_and_csv_calendars_to_arctic.py", line 153, in adjust_roll_calendar
roll_calendar = adjust_to_price_series(
File "/home/alpha/pysystemtrade/sysinit/futures/build_roll_calendars.py", line 229, in adjust_to_price_series
raise Exception(
Exception: Error! Empty roll calendar after adjustment! Most likely corrupted roll calendar or maybe using old roll calendar .csv files with new price data?

[tgibson11]

Use interactive controls to delete the contract price data:

 sysproduction.interactive_controls.interactive_controls:
 None 
 Arguments: []
0: Trade limits
1: Position limits
2: Trade control (override)
3: Broker client IDS
4: Process control and monitoring
5: Update configuration
6: Deletion


Your choice? <RETURN for EXIT> 6
60: Delete instrument from price tables


Your choice? <RETURN for Back> 60
2023-11-10 05:29:44 DEBUG root Cache has expired data, fetching from slow path and reloading cache.
Instrument code?(Return to EXIT)

[rorymac]

Todd
I want to get rid of EDOLLAR as it no longer updates and I have SOFR - Would this work in that regard? Bearing in mind the next comment to make sure it is no longer in stale instruments. It appears in all my roll reports and I would like to clear it out.

[tgibson11]

That should work for getting it out of the roll report.

However, it may still appear in some places if you have historical position data - that doesn't delete position data.

[rorymac]

Todd Thanks - will respond here if it did may help someone else.

[rorymac]

Eventually got around to following the advice above and indeed it took the instruments out of the roll report.

[j1404]

Thanks, wasn't aware of this. Unfortunately it didn't solve the problem. Instrument seems to have no price data, therefore it is not recognized by the interactive_controls (can't delete) or interactive_diagnostics scripts (can't view prices). Tried look for hints in multipleprices_from_arcticprices_and_csv_calendars_to_arctic.py, apparently list of instruments is read from arctic (?). Any ideas how to remove instrument?

Your choice? 60
Instrument code?(Return to EXIT)USIRS5ERIS
USIRS5ERIS is not in list ['BITCOIN', 'BRE', 'DAX', 'EU-OIL', 'EU-TRAVEL', 'EU-UTILS', 'FTSECHINAA', 'GOLD_micro', 'IRON', 'KOSDAQ', 'MSCIWORLD', 'MUMMY', 'MXP', 'NASDAQ_micro', 'SP500_micro', 'TOPIX', 'US5', 'V2X'] derived from source: single

[frankcodespoorly]

It might not be showing up because it's in your stale instruments. Try deleting it from your stale instruments first, then use interactive controls

[j1404]

Thank you sir! That worked and multiple prices script ran successfully.