MAINT: Clarify edge case handling for FX Rate Readers. #2640
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- When reading before the start of data, return NaN. We do this because it's hard to reliably apply a lower bound to the queried dates in core-loader style pipeline loaders. - When reading an unknown base currency, return NaN. We might get data from third parties with unknown currencies. Doing so should not be an error. - When reading after the end of data, emit an error rather than forward-filling forever. We may want to revisit this in the future.
added 2 commits
January 30, 2020 10:59
This handles None more gracefully than coercing to numpy's string type, and it also ensures that we satisfy the documented input types for get_rates.
We should always return NaN on a request to load None as an FX rate.
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When reading before the start of data, return NaN. We do this because it's
hard to reliably apply a lower bound to the queried dates in core-loader
style pipeline loaders.
When reading an unknown base currency, return NaN. We might get data from
third parties with unknown currencies. Doing so should not be an error.
When reading after the end of data, emit an error rather than forward-filling
forever. We may want to revisit this in the future.