Open wang1946may7 opened 4 months ago
What I did is just creating a dummy dataset with two columns est_time
and equity
, since only those two columns are used in news downloading script. As for pulling the actual price data, the later script will do the job.
The author used a pkl file instead of parquet file, but she didnot remember it, so here comes this error. The same issue is seen in issue
Hi, Really interested in your work! In your 01_Alpaca_News_API_download.py, line 148,
data = pl.read_parquet(os.path.join("data", "03_primary", "price_data.parquet"))
how can i get the price data? seems there is no such data.