Open smishr opened 1 year ago
This must be happening because conversion from TimeArray to TSFrame is done by the Tables.jl interfaces. We'll have to check if this can be fixed by modifying the constructor, not sure if we can modify the Tables.jl interfaces which might break compatibility. @codetalker7 @asinghvi17 What do you guys think?
@smishr @chiraganand the given code is working for me just fine:
julia> using TSFrames, MarketData;
julia> sp500 = TSFrame(MarketData.yahoo("^GSPC"), issorted = true)
13136×6 TSFrame with Date Index
Index Open High Low Close AdjClose Volume
Date Float64 Float64 Float64 Float64 Float64 Float64
─────────────────────────────────────────────────────────────────────
1971-02-08 0.0 98.04 96.13 97.45 97.45 2.559e7
1971-02-09 0.0 98.5 96.9 97.51 97.51 2.825e7
1971-02-10 0.0 97.97 96.23 97.39 97.39 1.904e7
1971-02-11 0.0 98.49 96.99 97.91 97.91 1.926e7
1971-02-12 0.0 98.96 97.56 98.43 98.43 1.847e7
1971-02-16 0.0 99.59 97.85 98.66 98.66 2.135e7
1971-02-17 0.0 99.32 97.32 98.2 98.2 1.872e7
1971-02-18 0.0 98.6 96.96 97.56 97.56 1.665e7
1971-02-19 0.0 97.79 96.25 96.74 96.74 1.786e7
1971-02-22 0.0 96.65 94.97 95.72 95.72 1.584e7
1971-02-23 0.0 96.67 94.92 96.09 96.09 1.508e7
1971-02-24 0.0 97.34 95.86 96.73 96.73 1.593e7
1971-02-25 0.0 97.71 96.08 96.96 96.96 1.62e7
1971-02-26 0.0 97.54 95.84 96.75 96.75 1.725e7
⋮ ⋮ ⋮ ⋮ ⋮ ⋮ ⋮
2023-02-17 4077.39 4081.51 4047.95 4079.09 4079.09 4.04548e9
2023-02-21 4052.35 4052.35 3995.19 3997.34 3997.34 4.12159e9
2023-02-22 4001.83 4017.37 3976.9 3991.05 3991.05 4.07932e9
2023-02-23 4018.6 4028.3 3969.19 4012.32 4012.32 3.95294e9
2023-02-24 3973.24 3978.25 3943.08 3970.04 3970.04 3.8777e9
2023-02-27 3992.36 4018.05 3973.55 3982.24 3982.24 3.83695e9
2023-02-28 3977.19 3997.5 3968.98 3970.15 3970.15 5.0434e9
2023-03-01 3963.34 3971.73 3939.05 3951.39 3951.39 4.24948e9
2023-03-02 3938.68 3990.84 3928.16 3981.35 3981.35 4.2449e9
2023-03-03 3998.02 4048.29 3995.17 4045.64 4045.64 4.08473e9
2023-03-06 4055.15 4078.49 4044.61 4048.42 4048.42 4.00087e9
2023-03-07 4048.26 4050.0 3980.31 3986.37 3986.37 3.9225e9
2023-03-08 3987.55 4000.41 3969.76 3992.01 3992.01 3.53557e9
2023-03-09 3998.66 4017.81 3908.7 3918.32 3918.32 4.44526e9
13108 rows omitted
@smishr could it be that you have checked out some old version of TSFrames
? Just for reference, v0.2.0
doesn't have support for the issorted
kwarg.
On a side note, @chiraganand I just noticed: the documentation for TSFrames.TSFrame
doesn't have any mention of the Tables.jl constructor. I think we should add it.
I can't reproduce this locally either. Given that none of the proposed method signatures in the error message have the issorted
keyword, I'm pretty sure you're using a version before the issorted
PR was merged.
Thanks, ill troubleshoot with your suggestions and give more details if error is still encountered.
I resolved the issue. Pluto hardcodes the version of each package with the notebook. In my case it was hardcoded to v0.2.0, not 0.2.1.
I ran the following code in a Pluto notebook
This raises error:
I then tried without
issorted
, which works perfectly fine: