Merge pull request #889 from tgibson11/missing-data

Remove last usage of missing_contract

syscore/objects.py

@@ -13,7 +13,6 @@ def __repr__(self):
         return self._name
 
 
-missing_contract = named_object("missing contract")
 missing_instrument = named_object("missing instrument")
 
 missing_order = named_object("missing order")

sysproduction/reporting/data/pandl.py

@@ -4,7 +4,7 @@
 import pandas as pd
 
 from syscore.exceptions import missingContract
-from syscore.objects import arg_not_supplied, missing_data, missing_contract
+from syscore.objects import arg_not_supplied, missing_data
 from sysobjects.contracts import futuresContract
 from sysobjects.production.tradeable_object import instrumentStrategy
 
@@ -177,10 +177,11 @@ def get_period_perc_pandl_for_instrument_all_strategies_in_date_range(
     ) -> float:
         print("Getting p&l for %s" % instrument_code)
 
-        pandl_across_contracts = self.pandl_for_instrument_across_contracts(
-            instrument_code
-        )
-        if pandl_across_contracts is missing_contract:
+        try:
+            pandl_across_contracts = self.pandl_for_instrument_across_contracts(
+                instrument_code
+            )
+        except missingContract:
             return 0.0
 
         pandl_series = pandl_across_contracts.sum(axis=1)
@@ -211,12 +212,9 @@ def instrument_pandl_store(self):
     def _get_pandl_for_instrument_across_contracts(
         self, instrument_code: str
     ) -> pd.DataFrame:
-        try:
-            pandl_df_all_data = get_df_of_perc_pandl_series_for_instrument_all_strategies_across_contracts_in_date_range(
-                self.data, instrument_code, self.start_date, self.end_date
-            )
-        except missingContract:
-            return missing_contract
+        pandl_df_all_data = get_df_of_perc_pandl_series_for_instrument_all_strategies_across_contracts_in_date_range(
+            self.data, instrument_code, self.start_date, self.end_date
+        )
 
         pandl_df = pandl_df_all_data[self.start_date : self.end_date]