def _get_adjusted_prices_without_checking(self, instrument_code):
item = self._arctic.library.read(instrument_code)
## Returns a data frame which should have the right format
data = item.data
instrpricedata = futuresAdjustedPrices(data)
return instrpricedata
def _get_adjusted_prices_without_checking(self, instrument_code):
item = self._arctic.library.read(instrument_code)
## Returns a data frame which should have the right format
data = item.data
instrpricedata = futuresAdjustedPrices(data)
return instrpricedata
def _get_adjusted_prices_without_checking(self, instrument_code):
filename = self._filename_given_instrument_code(instrument_code)
instrpricedata = pd_readcsv(filename)
instrpricedata.columns = ["price"]
instrpricedata = instrpricedata.groupby(level=0).last()
instrpricedata = pd.Series(instrpricedata.iloc[:, 0])
instrpricedata = futuresAdjustedPrices(instrpricedata)
return instrpricedata
def _get_adjusted_prices_without_checking(self, instrument_code):
filename = self._filename_given_instrument_code(instrument_code)
try:
instrpricedata = pd_readcsv(filename)
except OSError:
self.log.warning("Can't find adjusted price file %s" % filename)
return futuresAdjustedPrices.create_empty()
instrpricedata.columns = ["price"]
instrpricedata = instrpricedata.groupby(level=0).last()
instrpricedata = pd.Series(instrpricedata.iloc[:, 0])
instrpricedata = futuresAdjustedPrices(instrpricedata)
return instrpricedata
def _get_adjusted_prices_without_checking(self, instrument_code):
filename = self._filename_given_instrument_code(instrument_code)
try:
instrpricedata = pd_readcsv(filename)
except OSError:
self.log.warning("Can't find adjusted price file %s" % filename)
return futuresAdjustedPrices.create_empty()
instrpricedata.columns = ["price"]
instrpricedata = instrpricedata.groupby(level=0).last()
instrpricedata = pd.Series(instrpricedata.iloc[:, 0])
instrpricedata = futuresAdjustedPrices(instrpricedata)
return instrpricedata