fetch_historical_prices_by_epic_and_num_points exception during exception handling

[M1ntcraft3r]

response = ig_service.fetch_historical_prices_by_epic_and_num_points(epic, resolution, num_points)
  File "C:\Python35-32\lib\site-packages\trading_ig-0.0.6-py3.5.egg\trading_ig\rest.py", line 837, in fetch_historical_prices_by_epic_and_num_points
  File "C:\Python35-32\lib\site-packages\trading_ig-0.0.6-py3.5.egg\trading_ig\rest.py", line 754, in format_prices
  File "C:\Python35-32\lib\site-packages\pandas\core\frame.py", line 2917, in set_index
    level = frame[col]._values
  File "C:\Python35-32\lib\site-packages\pandas\core\frame.py", line 2059, in __getitem__
    return self._getitem_column(key)
  File "C:\Python35-32\lib\site-packages\pandas\core\frame.py", line 2066, in _getitem_column
    return self._get_item_cache(key)
  File "C:\Python35-32\lib\site-packages\pandas\core\generic.py", line 1386, in _get_item_cache
    values = self._data.get(item)
  File "C:\Python35-32\lib\site-packages\pandas\core\internals.py", line 3541, in get
    loc = self.items.get_loc(item)
  File "C:\Python35-32\lib\site-packages\pandas\indexes\base.py", line 2136, in get_loc
    return self._engine.get_loc(self._maybe_cast_indexer(key))
  File "pandas\index.pyx", line 139, in pandas.index.IndexEngine.get_loc (pandas\index.c:4443)
  File "pandas\index.pyx", line 161, in pandas.index.IndexEngine.get_loc (pandas\index.c:4289)
  File "pandas\src\hashtable_class_helper.pxi", line 732, in pandas.hashtable.PyObjectHashTable.get_item (pandas\hashtable.c:13733)
  File "pandas\src\hashtable_class_helper.pxi", line 740, in pandas.hashtable.PyObjectHashTable.get_item (pandas\hashtable.c:13687)
KeyError: 'snapshotTimeUTC'

[redbullpeter]

I get this error too when I run the test_ig_service function.

A cursory check shows that

IG returns a key called snapshotTime but not snapshotTimeUTC. Changing the expected key to snapshotTime (rest.py:line757) seems to solve the basic issue but then datetime doesn't seem to recognise the date format at (rest.py: line 758).

So it seems IG changed something since this piece of code was written...

I'll dig a little deeper later and see if I can fix it. It seems relatively simple.... (watch me eat my words!)

[redbullpeter]

OK here's a fix:

line 757: df = df.set_index('snapshotTime')
line 758: df.index = pd.to_datetime(df.index, format="%Y:%m:%d-%H:%M:%S")

Be aware that the time index will be local time (timezone of the account) and not UTC. As part of the config we could require a timezone to use. But I'll leave that for another iteration.

[redbullpeter]

@femtotrader Can you give me rights to open a pull request.

[femtotrader]

You don't need any rights to open a PR.

You just need to first fork this repository.

Clone your fork.

$ git clone https://github.com/YOU/REPOS

Define this repository as upstream.

$ git remote add upstream https://github.com/ORIGINAL_USER/REPOS

Create a branch

$ git checkout -b fix_issue_33

Modify code to fix issue (or add enhancement)

Commit your changes

$ git commit

Push to your repository

$ git push

Open a Pull request (from your repository)
https://help.github.com/articles/creating-a-pull-request/
https://help.github.com/articles/about-pull-requests/

[femtotrader]

Thanks @M1ntcraft3r and @redbullpeter