Merge branch 'feature_1463_pandas_future_warnings' into futures_dev

# Conflicts: # syscore/pandas/frequency.py # sysproduction/update_historical_prices.py
bug-or-feature · Jan 21, 2025 · 8bf5829 · 8bf5829
2 parents f17526a + 9685146
commit 8bf5829
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Showing 2 changed files with 13 additions and 13 deletions.
diff --git a/syscore/pandas/frequency.py b/syscore/pandas/frequency.py
@@ -112,10 +112,11 @@ def merge_data_with_different_freq(
     dtype: int64
     """
 
-    if len(list_of_data) > 1:
-        list_as_concat_pd = pd.concat(list_of_data, axis=0)
+    filtered = [item for item in list_of_data if len(item) > 0]
+    if len(filtered) > 1:
+        list_as_concat_pd = pd.concat(filtered, axis=0)
     else:
-        list_as_concat_pd = list_of_data[0]
+        list_as_concat_pd = filtered[0]
     sorted_pd = list_as_concat_pd.sort_index()
     unique_pd = uniquets(sorted_pd)
 

diff --git a/sysproduction/update_historical_prices.py b/sysproduction/update_historical_prices.py
@@ -482,20 +482,19 @@ def write_merged_prices_for_contract(
     diag_prices = diagPrices(data)
     price_updater = updatePrices(data)
 
-    list_of_data = []
-    for frequency in list_of_frequencies:
-        prices = diag_prices.get_prices_at_frequency_for_contract_object(
+    list_of_data = [
+        diag_prices.get_prices_at_frequency_for_contract_object(
             contract_object,
             frequency=frequency,
         )
-        if len(prices) > 0:
-            list_of_data.append(prices)
+        for frequency in list_of_frequencies
+    ]
 
-    if list_of_data:
-        merged_prices = merge_data_with_different_freq(list_of_data)
-        price_updater.overwrite_merged_prices_for_contract(
-            contract_object=contract_object, new_prices=merged_prices
-        )
+    merged_prices = merge_data_with_different_freq(list_of_data)
+
+    price_updater.overwrite_merged_prices_for_contract(
+        contract_object=contract_object, new_prices=futuresContractPrices(merged_prices)
+    )
 
 
 if __name__ == "__main__":