Merge branch 'futures_dev' of github.com:bug-or-feature/pysystemtrade…

… into futures_dev
bug-or-feature · Jan 27, 2025 · af79df3 · af79df3
2 parents da2985a + 7a85874
commit af79df3
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Showing 2 changed files with 10 additions and 6 deletions.
diff --git a/syscore/pandas/frequency.py b/syscore/pandas/frequency.py
@@ -113,10 +113,12 @@ def merge_data_with_different_freq(
     """
 
     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:
+    if len(filtered) == 0:
+        return pd.DataFrame()
+    elif len(filtered) == 1:
         list_as_concat_pd = filtered[0]
+    else:
+        list_as_concat_pd = pd.concat(filtered, axis=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
@@ -492,9 +492,11 @@ def write_merged_prices_for_contract(
 
     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 len(merged_prices) > 0:
+        price_updater.overwrite_merged_prices_for_contract(
+            contract_object=contract_object,
+            new_prices=futuresContractPrices(merged_prices),
+        )
 
 
 if __name__ == "__main__":