def get_multiple_prices(self, instrument_code: str) -> futuresMultiplePrices:
if self.is_code_in_data(instrument_code):
multiple_prices= self._get_multiple_prices_without_checking(instrument_code)
else:
multiple_prices= futuresMultiplePrices.create_empty()
return multiple_prices
def _read_instrument_prices(self, instrument_code: str) -> pd.DataFrame:
filename = self._filename_given_instrument_code(instrument_code)
try:
instr_all_price_data = pd_readcsv(filename,
date_index_name=DATE_INDEX_NAME)
except OSError:
self.log.warning(
"Can't find multiple price file %s or error reading" %
filename,
instrument_code=instrument_code)
return futuresMultiplePrices.create_empty()
return instr_all_price_data