Add FX intraday spot to chart

cuemacro · Jan 22, 2021 · da729e3 · da729e3
1 parent a31a745
commit da729e3
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/finmarketpy_examples/fx_spot_indices_examples.py b/finmarketpy_examples/fx_spot_indices_examples.py
@@ -132,11 +132,11 @@
 
  df_intraday_tot = FXSpotCurve().construct_total_return_index('GBPUSD', df_intraday_market, depo_tenor='ON')
 
- # df_intraday_spot.columns = [x + '-intraday-spot' for x in df_intraday_spot.columns]
+ df_intraday_spot.columns = [x + '-intraday-spot' for x in df_intraday_spot.columns]
  df_intraday_tot.columns = [x + '-intraday-tot' for x in df_intraday_spot.columns]
 
  # Combine into a single data frame and plot
- df = calculations.pandas_outer_join([df_bbg_tot, df_tot, df_intraday_tot]).fillna(method='ffill')
+ df = calculations.pandas_outer_join([df_bbg_tot, df_tot, df_intraday_tot, df_intraday_spot]).fillna(method='ffill')
  df = calculations.create_mult_index_from_prices(df)
 
  chart.plot(df)