Check when an FX rate first_date limits an Asset_List or Portfolio historical data range about okama HOT 5 CLOSED

Could you please elaborate a little bit please on this issue?
As I have taken a look INR-USD data is limited by 18 years by the API of Okama. However, I even struggled to find data for INR-USD on the internet!
Was able to find only this one https://fred.stlouisfed.org/series/DEXINUS

from okama.

In the example above first_date of AssetList is not correct. It can't be 1990 when period_length is 15 years.
Here the problem is more general and not depending on INRUSD only. There are rare situations when the period_length of AssetList or Portfolio is limited by one of the currencies. Usually assets limit it.
ListMaker._make_list should check FX first_date also when adjusting to the base currency.

from okama.

In the example above first_date of AssetList is not correct. It can't be 1990 when period_length is 15 years. Here the problem is more general and not depending on INRUSD only. There are rare situations when the period_length of AssetList or Portfolio is limited by one of the currencies. Usually assets limit it. ListMaker._make_list should check FX first_date also when adjusting to the base currency.

I still do not understand fully the idea behind this. What's the expected behavior?

from okama.

period_length is the difference between the first_date and last_date. If you check the example above period_length is 15 years and 11 months. However, the first_date is 1990-08 and the last_date is 2021-11. The parameter first_date is not correct here.

What is happening...
When Portfolio or AssetList is initiated, we download several historical data series:

• assets
• inflation
• base currency
• FX currency pairs to adjust the rate of return to the base currency

first_date of the AssetList is the latest first_date of the mentioned time series. last_date is the newest last_date. It should work this way, but for some reason I forgot to include FX currency rates used in _adjust_ror_to_currency in this comparison:

first_dates_sorted: list = sorted(first_dates.items(), key=lambda y: y[1])
last_dates_sorted: list = sorted(last_dates.items(), key=lambda y: y[1])

In the example above the first_date should consider the INRUSD.FX historical data depth.

from okama.

Resolved by d3c0174

from okama.