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AI4Finance-Foundation / FinRL-Meta

FinRL­-Meta: Dynamic datasets and market environments for FinRL.
https://ai4finance.org
MIT License
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Update yahoofinance.py #213

Closed mhdmyz closed 1 year ago

mhdmyz commented 1 year ago

To fix the following issue the suggested change has to be made:

Traceback (most recent call last):

Input In [1] in <cell line: 44> dp.clean_data()

File ~/FinRL-Meta/finrl_meta/data_processor.py:72 in clean_data self.processor.clean_data()

File ~/FinRL-Meta/finrl_meta/data_processors/yahoofinance.py:82 in clean_data trading_days = self.get_trading_days(start=self.start_date, end=self.end_date)

File ~/FinRL-Meta/finrl_meta/data_processors/yahoofinance.py:281 in get_trading_days df = nyse.sessions_in_range(pd.Timestamp(start, tz=pytz.UTC),

File /opt/homebrew/Caskroom/miniforge/base/envs/py39/lib/python3.9/site-packages/exchange_calendars/exchange_calendar.py:2168 in sessions_in_range slc = self._get_sessions_slice(start, end, _parse)

File /opt/homebrew/Caskroom/miniforge/base/envs/py39/lib/python3.9/site-packages/exchange_calendars/exchange_calendar.py:2145 in _get_sessions_slice start, end = self._parse_start_end_dates(start, end, _parse)

File /opt/homebrew/Caskroom/miniforge/base/envs/py39/lib/python3.9/site-packages/exchange_calendars/exchange_calendar.py:2141 in _parse_start_end_dates return parse_date(start, "start", self), parse_date(end, "end", self)

File /opt/homebrew/Caskroom/miniforge/base/envs/py39/lib/python3.9/site-packages/exchange_calendars/calendar_helpers.py:378 in parse_date raise ValueError(

ValueError: Parameter start received with timezone defined as 'UTC' although a Date must be timezone naive.

zhumingpassional commented 1 year ago

Impressive codes. Thanks.

Another developer submitted a PR in finrl, which also revises alpaca processor. Have you compared your version with it? He used pd.Timestamp(date, tz=NY) to update the date. https://github.com/AI4Finance-Foundation/FinRL/pull/691/files

mhdmyz commented 1 year ago

Since date must be timezone naive, you'll get the same error if you define a timezone.