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Fixes 1000 scaling price issue
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@@ -102,7 +102,10 @@ class PoloniexBundle(BaseCryptoPricingBundle):
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)
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raw.set_index('date', inplace=True)
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scale = 1
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# BcolzDailyBarReader introduces a 1/1000 factor in the way pricing is stored
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# on disk, which we compensate here to get the right pricing amounts
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# ref: data/us_equity_pricing.py
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scale = 1000
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raw.loc[:, 'open'] /= scale
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raw.loc[:, 'high'] /= scale
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raw.loc[:, 'low'] /= scale
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