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Fix Yahoo daily data format inconsistent #1517
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you-n-g
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Fivele-Li:fix_yahoo_collector_last_day_format
Jun 21, 2024
Merged
Fix Yahoo daily data format inconsistent #1517
you-n-g
merged 23 commits into
microsoft:main
from
Fivele-Li:fix_yahoo_collector_last_day_format
Jun 21, 2024
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…eprecated and will raise in a future version. Pass 'datetime64[ns]' instead
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Before the closing of the day, the daily API of Yahoo returns data format that includes hours, minutes, and seconds, which is different from the closed index format. This issue needs to be fixed.
Description
1.Fix FutureWarning: Passing unit-less datetime64 dtype to .astype is deprecated and will raise in a future version. Pass 'datetime64[ns]' instead
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.py
under upper directory ofqlib
.Screenshots of Test Results (if appropriate):
Types of changes