Closed wushengzhong closed 2 years ago
Describe the bug I am trying to run the code in 02_market_and_fundamental_data and run 01_NASDAQ_TotalView-ITCH_Order_Book example.
02_market_and_fundamental_data
01_NASDAQ_TotalView-ITCH_Order_Book
To Reproduce
The issue appears in Get Message Labels section.
After I successfully run the code below,
message_data = (pd.read_excel('/message_types.xlsx', sheet_name='messages') .sort_values('id') .drop('id', axis=1)) def clean_message_types(df): df.columns = [c.lower().strip() for c in df.columns] df.value = df.value.str.strip() df.name = (df.name .str.strip() # remove whitespace .str.lower() .str.replace(' ', '_') .str.replace('-', '_') .str.replace('/', '_')) df.notes = df.notes.str.strip() df['message_type'] = df.loc[df.name == 'message_type', 'value'] return df message_types = clean_message_types(message_data) message_labels = (message_types.loc[:, ['message_type', 'notes']] .dropna() .rename(columns={'notes': 'name'})) message_labels.name = (message_labels.name .str.lower() .str.replace('message', '') .str.replace('.', '') .str.strip().str.replace(' ', '_')) # message_labels.to_csv('message_labels.csv', index=False) message_labels.head() message_types.message_type = message_types.message_type.ffill() message_types = message_types[message_types.name != 'message_type'] message_types.value = (message_types.value .str.lower() .str.replace(' ', '_') .str.replace('(', '') .str.replace(')', '')) message_types.info() message_types.to_csv('./message_types.csv', index=False) message_types = pd.read_csv('./message_types.csv') message_types.loc[:, 'formats'] = (message_types[['value', 'length']] .apply(tuple, axis=1).map(formats)) alpha_fields = message_types[message_types.value == 'alpha'].set_index('name') alpha_msgs = alpha_fields.groupby('message_type') alpha_formats = {k: v.to_dict() for k, v in alpha_msgs.formats} alpha_length = {k: v.add(5).to_dict() for k, v in alpha_msgs.length}
I ran into issue for the code below.
message_fields, fstring = {}, {} for t, message in message_types.groupby('message_type'): message_fields[t] = namedtuple(typename=t, field_names=message.name.tolist()) fstring[t] = '>' + ''.join(message.formats.tolist())
Expected behavior I expected the paragraph to create list successfully.
Screenshots
Below are the error messages I've got.
TypeError Traceback (most recent call last)
I tried again and the code seems to work.
Describe the bug I am trying to run the code in
02_market_and_fundamental_data
and run01_NASDAQ_TotalView-ITCH_Order_Book
example.To Reproduce
The issue appears in Get Message Labels section.
After I successfully run the code below,
I ran into issue for the code below.
Expected behavior I expected the paragraph to create list successfully.
Screenshots
Below are the error messages I've got.
TypeError Traceback (most recent call last)