From 327d22207c73ca6b9436bce885147761853fdd88 Mon Sep 17 00:00:00 2001
From: Conner Fromknecht <conner@mit.edu>
Date: Wed, 26 Jul 2017 03:11:37 -0700
Subject: [PATCH] bundles/data_portal: fixes spot price scaling

---
 catalyst/algorithm.py              | 4 ----
 catalyst/data/data_portal.py       | 7 +------
 catalyst/data/us_equity_pricing.py | 2 +-
 3 files changed, 2 insertions(+), 11 deletions(-)

diff --git a/catalyst/algorithm.py b/catalyst/algorithm.py
index bfb65983..0089632f 100644
--- a/catalyst/algorithm.py
+++ b/catalyst/algorithm.py
@@ -431,7 +431,6 @@ class TradingAlgorithm(object):
 
         If get_loader is None, constructs an ExplodingPipelineEngine
         """
-        print 'using all_dates for {}'.format(data_frequency)
         if get_loader is not None:
             if data_frequency == 'daily':
                 all_dates = self.trading_calendar.all_sessions
@@ -445,9 +444,6 @@ class TradingAlgorithm(object):
                     'data frequency: {}'.format(data_frequency)
                 )
 
-            print 'first_dates:', all_dates[:10]
-            print 'last_dates:', all_dates[:-10]
-
             self.engine = SimplePipelineEngine(
                 get_loader,
                 all_dates,
diff --git a/catalyst/data/data_portal.py b/catalyst/data/data_portal.py
index 79dc1f7c..a293b1ac 100644
--- a/catalyst/data/data_portal.py
+++ b/catalyst/data/data_portal.py
@@ -289,7 +289,7 @@ class DataPortal(object):
 
         self._daily_aggregator = DailyHistoryAggregator(
             self.trading_calendar.schedule.market_open,
-            _dispatch_minute_reader,
+            _dispatch_session_reader,
             self.trading_calendar
         )
         self._history_loader = DailyHistoryLoader(
@@ -689,11 +689,9 @@ class DataPortal(object):
 
             if pd.isnull(query_dt):
                 # no last traded dt, bail
-                print 'ffill, no dt {} for, {}'.format(query_dt, column)
                 if column == 'volume':
                     return 0
                 else:
-                    print 'ffill, no dt, field == nan'
                     return np.nan
         else:
             # If not forward filling, we just want dt.
@@ -702,17 +700,14 @@ class DataPortal(object):
         try:
             result = reader.get_value(asset.sid, query_dt, column)
         except NoDataOnDate:
-            print 'no data for {} on date {}'.format(column, query_dt)
             if column == 'volume':
                 return 0
             else:
                 return np.nan
 
         if not ffill or (dt == query_dt) or (dt.date() == query_dt.date()):
-            #print 'already have data'
             return result
 
-        #print 'adjusting..'
         # the value we found came from a different day, so we have to adjust
         # the data if there are any adjustments on that day barrier
         return self.get_adjusted_value(
diff --git a/catalyst/data/us_equity_pricing.py b/catalyst/data/us_equity_pricing.py
index 03d01a4e..5f08bca4 100644
--- a/catalyst/data/us_equity_pricing.py
+++ b/catalyst/data/us_equity_pricing.py
@@ -763,7 +763,7 @@ class BcolzDailyBarReader(SessionBarReader):
             if price == 0:
                 return nan
             else:
-                return price * 0.001
+                return price * 0.000001
         else:
             return price