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Ran 04 Feb 2020 11:44PM UTC

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Committed 04 Feb 2020 11:24PM UTC coverage: 88.076% (+0.002%) from 88.074%

Job # OLD_PANDAS=1

Build Type

Pull #2644

travis-ci

Committed by

web-flow

Commit Message

MAINT: Forward-fill fx rates past file end.

If an FX rate query requests a date that's greater than the last date in the fx
rate file, forward-fill from the last value in the file rather than raising an
error.

We do this for a few reasons:

1. We'd like to gracefully handle the possibility of an FX rates file that's
   older than another input file.

2. Relative to other non-erroring behaviors, forward-filling is the simplest
   thing to implement. Specifically, it's what the implementation prior to this
   change would do naturally if there weren't an explicit check to prevent it.

3. For an FX rates file containing prices on a 24/5 calendar, some amount of
   forward-filling is required to handle any market with a non-weekday date.

Pull Request Pull Request #2644: MAINT: Forward-fill fx rates past file end.

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