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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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fix inconsistent number of data points per ticker #62

Closed ma7555 closed 2 years ago

ma7555 commented 2 years ago

fixes

Traceback (most recent call last):
  File "c:/Users/ma7mo/Documents/GitHub/FinRL-Meta/finrl_meta/data_processor.py", line 171, in <module>
    price_array, tech_array, turbulence_array = DP.run(ticker_list, start_date, end_date,
  File "c:/Users/ma7mo/Documents/GitHub/FinRL-Meta/finrl_meta/data_processor.py", line 130, in run
    price_array, tech_array, turbulence_array = self.df_to_array(data, if_vix)
  File "c:/Users/ma7mo/Documents/GitHub/FinRL-Meta/finrl_meta/data_processor.py", line 95, in df_to_array
    price_array, tech_array, turbulence_array = self.processor.df_to_array(df,
  File "C:\Users\ma7mo\Documents\GitHub\FinRL-Meta\finrl_meta\data_processors\processor_binance.py", line 79, in df_to_array
    price_array = np.column_stack([df[df.tic==tic].close for tic in unique_ticker])
  File "<__array_function__ internals>", line 180, in column_stack
  File "C:\ProgramData\Anaconda3\envs\finrl\lib\site-packages\numpy\lib\shape_base.py", line 656, in column_stack
    return _nx.concatenate(arrays, 1)
  File "<__array_function__ internals>", line 180, in concatenate
ValueError: all the input array dimensions for the concatenation axis must match exactly, but along dimension 0, the array at index 0 has size 4227 and the array at index 3 has size 4226