more pandas fixes

Blurr28 · Nov 22, 2023 · 23a1be0 · 23a1be0
1 parent dd5e61c
commit 23a1be0
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Showing 2 changed files with 2 additions and 2 deletions.
diff --git a/sysproduction/data/risk.py b/sysproduction/data/risk.py
@@ -160,7 +160,7 @@ def get_current_ann_stdev_of_prices(data, instrument_code):
     try:
         current_stdev_ann_price_units = get_ann_ts_stdev_of_prices(
             data=data, instrument_code=instrument_code
-        )[-1]
+        ).iloc[-1]
     except:
         ## can happen for brand new instruments not properly loaded
         return np.nan

diff --git a/sysproduction/reporting/data/pricechanges.py b/sysproduction/reporting/data/pricechanges.py
@@ -220,4 +220,4 @@ def get_stdev_at_start_date_for_instrument(
     daily_returns = daily_price_series.diff()
     vol_series = daily_returns.ewm(30).std()
 
-    return vol_series[-1]
+    return vol_series.iloc[-1]