Fixes 1000 scaling price issue

This commit is contained in:
Victor Grau Serrat
2017-08-28 13:15:31 -06:00
parent 16f9ab3ba5
commit 01473e5146
+4 -1
View File
@@ -102,7 +102,10 @@ class PoloniexBundle(BaseCryptoPricingBundle):
)
raw.set_index('date', inplace=True)
scale = 1
# BcolzDailyBarReader introduces a 1/1000 factor in the way pricing is stored
# on disk, which we compensate here to get the right pricing amounts
# ref: data/us_equity_pricing.py
scale = 1000
raw.loc[:, 'open'] /= scale
raw.loc[:, 'high'] /= scale
raw.loc[:, 'low'] /= scale