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Commit 64ff853

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Merge branch 'develop' into futures_dev
# Conflicts: # systems/portfolio.py
2 parents 32b1ff0 + 1e30053 commit 64ff853

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2 files changed

+13
-12
lines changed

2 files changed

+13
-12
lines changed

sysdata/production/capital.py

Lines changed: 7 additions & 7 deletions
Original file line numberDiff line numberDiff line change
@@ -164,18 +164,18 @@ def update_capital_value_for_strategy(
164164
if date is arg_not_supplied:
165165
date = datetime.datetime.now()
166166

167+
new_capital_item = pd.Series([new_capital_value], [date])
168+
167169
try:
168170
capital_df = self.get_capital_pd_df_for_strategy(strategy_name)
169171
except missingData:
170-
capital_series = pd.Series(dtype=float)
172+
capital_series = new_capital_item
171173
else:
172-
capital_series = df_to_series(capital_df)
173-
174-
new_capital_item = pd.Series([new_capital_value], [date])
175-
updated_capital_series = pd.concat([capital_series, new_capital_item], axis=0)
176-
updated_capital_df = updated_capital_series.to_frame()
174+
capital_series = pd.concat(
175+
[df_to_series(capital_df), new_capital_item], axis=0
176+
)
177177

178-
self.update_capital_pd_df_for_strategy(strategy_name, updated_capital_df)
178+
self.update_capital_pd_df_for_strategy(strategy_name, capital_series.to_frame())
179179

180180
def delete_recent_capital_for_strategy(
181181
self, strategy_name: str, last_date: datetime.datetime

sysdata/production/margin.py

Lines changed: 6 additions & 5 deletions
Original file line numberDiff line numberDiff line change
@@ -12,9 +12,6 @@ def final_value(self) -> float:
1212
raise missingData
1313
return self.values[-1]
1414

15-
def add_value(self, value: float, dateref=datetime.datetime.now()):
16-
return seriesOfMargin(self._append(pd.Series([value], index=[dateref])))
17-
1815

1916
class marginData(object):
2017
def get_series_of_total_margin(self) -> seriesOfMargin:
@@ -48,10 +45,14 @@ def get_current_strategy_margin(self, strategy_name: str) -> float:
4845
return series_of_margin.final_value()
4946

5047
def add_strategy_margin_entry(self, margin_entry: float, strategy_name: str):
48+
new_val = pd.Series([margin_entry], index=[datetime.datetime.now()])
5149
existing_series = self.get_series_of_strategy_margin(strategy_name)
52-
new_series = existing_series.add_value(margin_entry)
50+
if existing_series.empty:
51+
new_series = new_val
52+
else:
53+
new_series = pd.concat([existing_series, new_val])
5354
self._write_series_of_strategy_margin(
54-
strategy_name, series_of_margin=new_series
55+
strategy_name, series_of_margin=seriesOfMargin(new_series)
5556
)
5657

5758
def get_series_of_strategy_margin(self, strategy_name: str) -> seriesOfMargin:

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