From 0408899998837f76fa6a3b7dd1b40c86c3caab4d Mon Sep 17 00:00:00 2001 From: Baul Date: Sat, 23 Dec 2017 16:20:25 +0800 Subject: [PATCH] BUG: fix the ingest_csv --- catalyst/exchange/exchange_bundle.py | 4 +++- 1 file changed, 3 insertions(+), 1 deletion(-) diff --git a/catalyst/exchange/exchange_bundle.py b/catalyst/exchange/exchange_bundle.py index fae2a066..4c7e2590 100644 --- a/catalyst/exchange/exchange_bundle.py +++ b/catalyst/exchange/exchange_bundle.py @@ -681,6 +681,7 @@ class ExchangeBundle: last_traded=np.object_, open=np.float64, high=np.float64, + low=np.float64, close=np.float64, volume=np.float64 ), @@ -755,9 +756,10 @@ class ExchangeBundle: ) for symbol in assets: + # here the symbol is the market['id'] asset = assets[symbol] ohlcv_df = df.loc[ - (df.index.get_level_values(0) == symbol) + (df.index.get_level_values(0) == asset.symbol) ] # type: pd.DataFrame ohlcv_df.index = ohlcv_df.index.droplevel(0)