repointing data refs to rawdata refs to make it easier to override

robcarver17 · Jan 10, 2024 · 40dcded · 40dcded
1 parent 949a58c
commit 40dcded
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Showing 2 changed files with 6 additions and 2 deletions.
diff --git a/systems/positionsizing.py b/systems/positionsizing.py
@@ -318,7 +318,7 @@ def get_block_value(self, instrument_code: str) -> pd.Series:
         """
 
         underlying_price = self.get_underlying_price(instrument_code)
-        value_of_price_move = self.parent.data.get_value_of_block_price_move(
+        value_of_price_move = self.rawdata_stage.get_value_of_block_price_move(
             instrument_code
         )
 
@@ -535,7 +535,7 @@ def get_fx_rate(self, instrument_code: str) -> pd.Series:
         """
 
         base_currency = self.get_base_currency()
-        fx_rate = self.data.get_fx_for_instrument(instrument_code, base_currency)
+        fx_rate = self.rawdata_stage.get_fx_for_instrument(instrument_code, base_currency)
 
         return fx_rate
 

diff --git a/systems/rawdata.py b/systems/rawdata.py
@@ -48,6 +48,10 @@ def get_raw_cost_data(self, instrument_code: str):
     def get_value_of_block_price_move(self, instrument_code: str) -> float:
         return self.data_stage.get_value_of_block_price_move(instrument_code)
 
+    def get_fx_for_instrument(
+        self, instrument_code: str, base_currency: str
+    ):
+        return self.data_stage.get_fx_for_instrument(instrument_code=instrument_code, base_currency=base_currency)
 
     @input
     def get_daily_prices(self, instrument_code) -> pd.Series: