Fix wrong return type

tradingstrategy-ai · Oct 31, 2024 · 529afbb · 529afbb
1 parent 8b68e26
commit 529afbb
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Showing 2 changed files with 5 additions and 9 deletions.
diff --git a/tradingstrategy/utils/groupeduniverse.py b/tradingstrategy/utils/groupeduniverse.py
@@ -189,14 +189,10 @@ def __init__(
                     remove_candles_with_zero_volume=remove_candles_with_zero_volume,
                     forward_fill=forward_fill,
                 )
-                if len(groups) > 1:
-                    assert isinstance(self.pairs, DataFrameGroupBy)
-                    # self.pairs = self.df.groupby(by=self.primary_key_column)
-                    self.df = self.pairs.obj
-                    self.pairs = fix_result
-                else:
-                    self.df = fix_result
-                    self.pairs = fix_result.groupby("pair_id")
+
+                assert isinstance(fix_result, DataFrameGroupBy)
+                self.df = fix_result.obj
+                self.pairs = fix_result
 
         #: Grouped DataFrame cache for faster lookup
         self.candles_cache: dict[PrimaryKey, pd.DataFrame] = {}

diff --git a/tradingstrategy/utils/wrangle.py b/tradingstrategy/utils/wrangle.py
@@ -450,7 +450,7 @@ def fix_dex_price_data(
             df = _forward_fill(ff_df, freq, forward_fill_until=forward_fill_until, columns=("open", "high", "low", "close"))
         return df
     else:
-        return raw_df
+        return ff_df
 
 
 def examine_price_between_time_anomalies(