From 79bf044590bcf364a508abb19d2c0d9d61867aa2 Mon Sep 17 00:00:00 2001 From: todd <3578666+tgibson11@users.noreply.github.com> Date: Thu, 19 Oct 2023 12:43:20 -0700 Subject: [PATCH 1/3] Handle edge case when rounding (cherry picked from commit 316abf868fb50eadd874b481675143f0c563ca43) --- syscore/genutils.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/syscore/genutils.py b/syscore/genutils.py index 31adbc660d..2da06f07d1 100755 --- a/syscore/genutils.py +++ b/syscore/genutils.py @@ -86,6 +86,9 @@ def round_significant_figures(x: float, figures: int = 3) -> float: >>> round_significant_figures(0.0234, 2) 0.023 """ + if x == 0: + return 0.0 + return round(x, figures - int(math.floor(math.log10(abs(x)))) - 1) From 20c6e7219d8e06af7c32672d55eefaefdfc328a6 Mon Sep 17 00:00:00 2001 From: todd <3578666+tgibson11@users.noreply.github.com> Date: Fri, 20 Oct 2023 09:42:12 -0700 Subject: [PATCH 2/3] Update some spread costs --- data/futures/csvconfig/spreadcosts.csv | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/data/futures/csvconfig/spreadcosts.csv b/data/futures/csvconfig/spreadcosts.csv index 94acff1915..0902a6aae7 100644 --- a/data/futures/csvconfig/spreadcosts.csv +++ b/data/futures/csvconfig/spreadcosts.csv @@ -54,7 +54,7 @@ CAN-FINANCE,0 CAN-GOLD,0 CAN-TECH,0 CANNABIS_small,0 -CANOLA,2 +CANOLA,1.2 CH10,0.25 CHEESE,0.0059 CHF,5.8E-05 @@ -73,7 +73,7 @@ CNHEUR,0 COAL,0 COAL-GEORDIE,0 COAL-RICH-BAY,0 -COCOA,0.5 +COCOA,1.0 COCOA_LDN,0 COFFEE,0.1 COPPER,0.00043 @@ -86,7 +86,7 @@ CORN-JPN,0 CORN_mini,0.2 CORRA,0.008 COTTON,0.75 -COTTON2,0.078 +COTTON2,0.054 CRUDE_ICE,0 CRUDE_W,0.012 CRUDE_W_micro,0.017 From 3a9ee84ea02dc2e35fff41b3c6ed1804ccce6b9c Mon Sep 17 00:00:00 2001 From: todd <3578666+tgibson11@users.noreply.github.com> Date: Fri, 20 Oct 2023 09:43:58 -0700 Subject: [PATCH 3/3] Revert "Update some spread costs" This reverts commit 20c6e7219d8e06af7c32672d55eefaefdfc328a6. --- data/futures/csvconfig/spreadcosts.csv | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/data/futures/csvconfig/spreadcosts.csv b/data/futures/csvconfig/spreadcosts.csv index 0902a6aae7..94acff1915 100644 --- a/data/futures/csvconfig/spreadcosts.csv +++ b/data/futures/csvconfig/spreadcosts.csv @@ -54,7 +54,7 @@ CAN-FINANCE,0 CAN-GOLD,0 CAN-TECH,0 CANNABIS_small,0 -CANOLA,1.2 +CANOLA,2 CH10,0.25 CHEESE,0.0059 CHF,5.8E-05 @@ -73,7 +73,7 @@ CNHEUR,0 COAL,0 COAL-GEORDIE,0 COAL-RICH-BAY,0 -COCOA,1.0 +COCOA,0.5 COCOA_LDN,0 COFFEE,0.1 COPPER,0.00043 @@ -86,7 +86,7 @@ CORN-JPN,0 CORN_mini,0.2 CORRA,0.008 COTTON,0.75 -COTTON2,0.054 +COTTON2,0.078 CRUDE_ICE,0 CRUDE_W,0.012 CRUDE_W_micro,0.017