Describe the bug
Everytime I'm trying to access store['P'] I get the same error :
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
<ipython-input-48-7ec50b54eb29> in <module>
6 # The append() method is deprecated on new versions of Pandas and no longer works. Use the _append() method.
7 # The concat method cannot be used because it changes the format of Q, from "table" to "fixed"
----> 8 trades = store['P']._append(store['Q'].rename(columns={'cross_price': 'price'}), sort=False).merge(stocks)
9 trades = pd.concat([store['P'], store['Q']]).merge(stocks)
10
/opt/miniconda3/envs/ml4t/lib/python3.8/site-packages/pandas/io/pytables.py in __getitem__(self, key)
576
577 def __getitem__(self, key: str):
--> 578 return self.get(key)
579
580 def __setitem__(self, key: str, value):
/opt/miniconda3/envs/ml4t/lib/python3.8/site-packages/pandas/io/pytables.py in get(self, key)
768 if group is None:
769 raise KeyError(f"No object named {key} in the file")
--> 770 return self._read_group(group)
771
772 def select(
/opt/miniconda3/envs/ml4t/lib/python3.8/site-packages/pandas/io/pytables.py in _read_group(self, group)
1761 def _read_group(self, group: "Node"):
...
-> 3352 return self.table.description
3353
3354 @property
AttributeError: 'UnImplemented' object has no attribute 'description'
To Reproduce
I'm running the 'newer' versions with the Impesud Notes, for example this cell :
with pd.HDFStore(itch_store) as store:
stocks = store['R'].loc[:, ['stock_locate', 'stock']]
# trades = store['P'].append(store['Q'].rename(columns={'cross_price': 'price'}), sort=False).merge(stocks)
# Impesud Note:
# The append() method is deprecated on new versions of Pandas and no longer works. Use the _append() method.
# The concat method cannot be used because it changes the format of Q, from "table" to "fixed"
trades = store['P']._append(store['Q'].rename(columns={'cross_price': 'price'}), sort=False).merge(stocks)
trades = pd.concat([store['P'], store['Q']]).merge(stocks)
trades['value'] = trades.shares.mul(trades.price)
trades['value_share'] = trades.value.div(trades.value.sum())
trade_summary = trades.groupby('stock').value_share.sum().sort_values(ascending=False)
trade_summary.iloc[:50].plot.bar(figsize=(14, 6), color='darkblue', title='Share of Traded Value')
plt.gca().yaxis.set_major_formatter(FuncFormatter(lambda y, _: '{:.0%}'.format(y)))
sns.despine()
plt.tight_layout()
Steps to reproduce the behavior:
As seen in the picture, this behavior is systematic when executing some of the first cells of the second chapter of the repo. P is indeed a key to the data frame, but the type isn't recognized because it 'doesn't have a description' ...
And I systematically get this error :
Expected behavior
A clear and concise description of what you expected to happen.
Screenshots
If applicable, add screenshots to help explain your problem.
Environment
If you are not using the latest version of the Docker imag:
Describe the bug Everytime I'm trying to access
store['P']
I get the same error :To Reproduce I'm running the 'newer' versions with the Impesud Notes, for example this cell :
Steps to reproduce the behavior: As seen in the picture, this behavior is systematic when executing some of the first cells of the second chapter of the repo. P is indeed a key to the data frame, but the type isn't recognized because it 'doesn't have a description' ...
And I systematically get this error :
Expected behavior A clear and concise description of what you expected to happen.
Screenshots If applicable, add screenshots to help explain your problem.
Environment If you are not using the latest version of the Docker imag: