stefan-jansen / machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.
https://ml4trading.io
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KeyError: 'No object named quandl/wiki/prices in the file' #315

Open frederikplet opened 6 months ago

frederikplet commented 6 months ago

File c:\Users\frede\Downloads\trading_env.py:75, in DataSource.load_data(self) 73 idx = pd.IndexSlice 74 with pd.HDFStore('../data/assets.h5') as store: ---> 75 df = (store['quandl/wiki/prices'] 76 .loc[idx[:, self.ticker], 77 ['adj_close', 'adj_volume', 'adj_low', 'adj_high']] 78 .dropna() 79 .sort_index()) 80 df.columns = ['close', 'volume', 'low', 'high'] 81 log.info('got data for {}...'.format(self.ticker))

File f:\miniconda3\envs\ml4t\lib\site-packages\pandas\io\pytables.py:596, in HDFStore.getitem(self, key) 595 def getitem(self, key: str): --> 596 return self.get(key)

File f:\miniconda3\envs\ml4t\lib\site-packages\pandas\io\pytables.py:790, in HDFStore.get(self, key) 788 group = self.get_node(key) 789 if group is None: --> 790 raise KeyError(f"No object named {key} in the file") 791 return self._read_group(group)

KeyError: 'No object named quandl/wiki/prices in the file'

I get this and there seem to be no quandl/wiki/prices in assets.h5. am i missing something or is this just a mistake?

kingkong404 commented 2 months ago

I am also having the same issue.

'../data/assets.h5' seems to contain no keys / data