Caching changes to rawdata; catch empty rule list in report_system_cl…

…assic

sysproduction/strategy_code/report_system_classic.py

@@ -191,7 +191,7 @@ def get_forecast_matrix(
         for instrument_code in instrument_codes:
             stage = getattr(data_backtest.system, stage_name)
             method = getattr(stage, method_name)
-            value = method(instrument_code, rule_name).ffill()[:datetime_cutoff][-1]
+            value = method(instrument_code, rule_name).ffill()[:datetime_cutoff].iloc[-1]
             value_dict[rule_name].append(value)
 
     value_df = pd.DataFrame(value_dict, index=instrument_codes)
@@ -212,10 +212,16 @@ def get_forecast_matrix_over_code(
     for instrument_code in instrument_codes:
         stage = getattr(data_backtest.system, stage_name)
         method = getattr(stage, method_name)
-        value_row = method(instrument_code).ffill()[:datetime_cutoff].iloc[-1]
-        values_by_rule = [
-            value_row.get(rule_name, np.nan) for rule_name in trading_rule_names
-        ]
+        values = method(instrument_code).ffill()[:datetime_cutoff]
+
+        if not values.empty:
+            value_row = values.iloc[-1]
+            values_by_rule = [
+                value_row.get(rule_name, np.nan) for rule_name in trading_rule_names
+            ]
+        else:
+            values_by_rule = [np.nan] * len(trading_rule_names)
+
         value_dict[instrument_code] = values_by_rule
 
     value_df = pd.DataFrame(value_dict, index=trading_rule_names)

systems/rawdata.py

@@ -53,7 +53,7 @@ def get_fx_for_instrument(self, instrument_code: str, base_currency: str):
             instrument_code=instrument_code, base_currency=base_currency
         )
 
-    @input
+    @output()
     def get_daily_prices(self, instrument_code) -> pd.Series:
         """
         Gets daily prices