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Merge branch 'fixingestcsv' of https://github.com/inevity/catalyst into inevity-fixingestcsv

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Frederic Fortier
2018-01-01 21:49:42 -05:00
parent d01d8d5bbc 0408899998
commit 5aef794f97
1 changed files with 3 additions and 1 deletions
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catalyst/exchange/exchange_bundle.py
+3 -1
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@@ -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)