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roll calendar krwusd_mini
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rob committed Oct 7, 2022
1 parent b52c8f0 commit 9004acd
Showing 1 changed file with 4 additions and 7 deletions.
11 changes: 4 additions & 7 deletions sysinit/futures/clone_data_for_instrument.py
Original file line number Diff line number Diff line change
Expand Up @@ -71,8 +71,7 @@ def clone_single_contract(instrument_from: str, instrument_to: str,
if inverse:
data_in = data_in.inverse()

if multiplier!=1:
data_in = data_in.multiply_prices(multiplier)
data_in = data_in.multiply_prices(multiplier)

db_data_individual_prices.write_merged_prices_for_contract_object(
futures_contract_to, futures_price_data=data_in,
Expand All @@ -86,8 +85,7 @@ def clone_single_contract(instrument_from: str, instrument_to: str,
if inverse:
hourly_data_in = hourly_data_in.inverse()

if multiplier != 1:
hourly_data_in = hourly_data_in.multiply_prices(multiplier)
hourly_data_in = hourly_data_in.multiply_prices(multiplier)

db_data_individual_prices.write_prices_at_frequency_for_contract_object(
futures_contract_to,
Expand All @@ -98,12 +96,11 @@ def clone_single_contract(instrument_from: str, instrument_to: str,
daily_data_in = db_data_individual_prices.get_prices_at_frequency_for_contract_object(
futures_contract_from, frequency=DAILY_PRICE_FREQ
)
if len(hourly_data_in)>0:
if len(daily_data_in)>0:
if inverse:
daily_data_in = daily_data_in.inverse()

if multiplier != 1:
daily_data_in = daily_data_in.multiply_prices(multiplier)
daily_data_in = daily_data_in.multiply_prices(multiplier)

db_data_individual_prices.write_prices_at_frequency_for_contract_object(
futures_contract_to,
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