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Fix Yahoo daily data format inconsistent #1517

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merged 23 commits into from
Jun 21, 2024

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Fivele-Li
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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?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

…eprecated and will raise in a future version. Pass 'datetime64[ns]' instead
@github-actions github-actions bot added the waiting for triage Cannot auto-triage, wait for triage. label May 22, 2023
@github-actions github-actions bot added the documentation Improvements or additions to documentation label Jun 19, 2024
@github-actions github-actions bot removed the documentation Improvements or additions to documentation label Jun 19, 2024
@you-n-g you-n-g merged commit 47bd132 into microsoft:main Jun 21, 2024
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4 participants