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Rob Carver committed Jan 10, 2024
1 parent 40dcded commit 1011459
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Showing 2 changed files with 7 additions and 5 deletions.
4 changes: 3 additions & 1 deletion systems/positionsizing.py
Original file line number Diff line number Diff line change
Expand Up @@ -535,7 +535,9 @@ def get_fx_rate(self, instrument_code: str) -> pd.Series:
"""

base_currency = self.get_base_currency()
fx_rate = self.rawdata_stage.get_fx_for_instrument(instrument_code, base_currency)
fx_rate = self.rawdata_stage.get_fx_for_instrument(
instrument_code, base_currency
)

return fx_rate

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8 changes: 4 additions & 4 deletions systems/rawdata.py
Original file line number Diff line number Diff line change
Expand Up @@ -48,10 +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)
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:
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