Merge branch 'develop' of https://github.com/robcarver17/pysystemtrade …

…into develop
robcarver17 · Jul 17, 2023 · 514add4 · 514add4
2 parents 4fab072 + 387220d
commit 514add4
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Showing 3 changed files with 18 additions and 15 deletions.
diff --git a/syscore/pandas/merge_data_keeping_past_data.py b/syscore/pandas/merge_data_keeping_past_data.py
@@ -57,6 +57,10 @@ class mergeStatus(Enum):
 NO_MERGE_DATE = named_object("No data")
 
 
+class mergeError(Exception):
+    pass
+
+
 class mergingDataWithStatus(object):
     def __init__(
         self,

diff --git a/sysdata/futures/futures_per_contract_prices.py b/sysdata/futures/futures_per_contract_prices.py
@@ -1,7 +1,6 @@
 from syscore.exceptions import missingData
-from syscore.constants import failure
 from syscore.dateutils import Frequency, MIXED_FREQ
-from syscore.pandas.merge_data_keeping_past_data import SPIKE_IN_DATA
+from syscore.pandas.merge_data_keeping_past_data import SPIKE_IN_DATA, mergeError
 
 from sysdata.base_data import baseData
 
@@ -383,7 +382,7 @@ def update_prices_at_frequency_for_contract(
 
         if rows_added < 0:
             new_log.critical("Can't remove prices something gone wrong!")
-            return failure
+            raise mergeError("Merged prices have fewer rows than old prices!")
 
         elif rows_added == 0:
             if len(old_prices) == 0:

diff --git a/sysproduction/update_historical_prices.py b/sysproduction/update_historical_prices.py
@@ -10,7 +10,7 @@
 
 from syscore.constants import arg_not_supplied, success, failure
 from syscore.exceptions import missingData
-from syscore.pandas.merge_data_keeping_past_data import SPIKE_IN_DATA
+from syscore.pandas.merge_data_keeping_past_data import SPIKE_IN_DATA, mergeError
 from syscore.dateutils import DAILY_PRICE_FREQ, Frequency
 from syscore.pandas.frequency import merge_data_with_different_freq
 
@@ -432,22 +432,22 @@ def price_updating_or_errors(
 
     price_updater = updatePrices(data)
 
-    error_or_rows_added = price_updater.update_prices_at_frequency_for_contract(
-        contract_object=contract_object,
-        new_prices=new_prices_checked,
-        frequency=frequency,
-        check_for_spike=check_for_spike,
-        max_price_spike=cleaning_config.max_price_spike,
-    )
+    try:
+        error_or_rows_added = price_updater.update_prices_at_frequency_for_contract(
+            contract_object=contract_object,
+            new_prices=new_prices_checked,
+            frequency=frequency,
+            check_for_spike=check_for_spike,
+            max_price_spike=cleaning_config.max_price_spike,
+        )
+    except mergeError:
+        data.log.warning("Something went wrong when adding rows")
+        return failure
 
     if error_or_rows_added is SPIKE_IN_DATA:
         report_price_spike(data, contract_object)
         return failure
 
-    if error_or_rows_added is failure:
-        data.log.warning("Something went wrong when adding rows")
-        return failure
-
     return error_or_rows_added