goldmansachs / gs-quant

Python toolkit for quantitative finance
https://developer.gs.com/discover/products/gs-quant/
Apache License 2.0
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[BUG] fields argument in Dataset.get_data makes non-selected columns NaN but all columns still present in DataFrame #280

Open caelan-schneider opened 8 months ago

caelan-schneider commented 8 months ago

Describe the bug Non-selected fields become NaN but all fields are still present in the dataframe - this is different from the example output in the docs.

To Reproduce Run the code from the "Fields Selection" section of this page:

from gs_quant.data import Dataset
from datetime import date

weather_ds = Dataset('WEATHER')
data_frame = weather_ds.get_data(date(2016, 1, 1), date(2016, 1, 2), city=["Boston"], fields=['maxTemperature', 'minTemperature'])

print(data_frame)

Expected behavior Returns:

     city        date  maxTemperature  minTemperature
0  Boston  2016-01-01            41.0            33.0
1  Boston  2016-01-02            40.0            31.0

Actual behavior Returns:

              city  maxTemperature  minTemperature  dewPoint  windSpeed   
date                                                                      
2016-01-01  Boston            41.0            33.0       NaN        NaN  \
2016-01-02  Boston            40.0            31.0       NaN        NaN   

            precipitation  snowfall  pressure  updateTime  
date                                                       
2016-01-01            NaN       NaN       NaN         NaN  
2016-01-02            NaN       NaN       NaN         NaN  

Systems setup: