From a4bce2f0c8fe9abafb19e88bdebfc669ac570faa Mon Sep 17 00:00:00 2001 From: Andrew Szot Date: Mon, 25 Jun 2018 23:48:06 -0700 Subject: [PATCH 1/2] [BUG] Fix invalid data loading in csvdir bundle --- zipline/data/bundles/csvdir.py | 9 ++++++--- 1 file changed, 6 insertions(+), 3 deletions(-) diff --git a/zipline/data/bundles/csvdir.py b/zipline/data/bundles/csvdir.py index 0418c9ec90..bb7ca84898 100644 --- a/zipline/data/bundles/csvdir.py +++ b/zipline/data/bundles/csvdir.py @@ -175,10 +175,13 @@ def _pricing_iter(csvdir, symbols, metadata, divs_splits, show_progress): for sid, symbol in enumerate(it): logger.debug('%s: sid %s' % (symbol, sid)) + fname = symbol + '.csv' try: - fname = [fname for fname in files - if '%s.csv' % symbol in fname][0] - except IndexError: + dfr = read_csv(os.path.join(csvdir, fname), + parse_dates=[0], + infer_datetime_format=False, + index_col=0).sort_index() + except OSError: raise ValueError("%s.csv file is not in %s" % (symbol, csvdir)) dfr = read_csv(os.path.join(csvdir, fname), From 4bfd4cdc49141d2cebe5e2e02fd48df001bd18c9 Mon Sep 17 00:00:00 2001 From: Andrew Szot Date: Mon, 9 Jul 2018 16:44:44 -0700 Subject: [PATCH 2/2] Update csvdir.py --- zipline/data/bundles/csvdir.py | 11 +++-------- 1 file changed, 3 insertions(+), 8 deletions(-) diff --git a/zipline/data/bundles/csvdir.py b/zipline/data/bundles/csvdir.py index bb7ca84898..22aeedd146 100644 --- a/zipline/data/bundles/csvdir.py +++ b/zipline/data/bundles/csvdir.py @@ -176,14 +176,9 @@ def _pricing_iter(csvdir, symbols, metadata, divs_splits, show_progress): logger.debug('%s: sid %s' % (symbol, sid)) fname = symbol + '.csv' - try: - dfr = read_csv(os.path.join(csvdir, fname), - parse_dates=[0], - infer_datetime_format=False, - index_col=0).sort_index() - except OSError: - raise ValueError("%s.csv file is not in %s" % (symbol, csvdir)) - + if fname not in files: + raise ValueError("%s.csv file is not in %s" % (symbol, csvdir)) + dfr = read_csv(os.path.join(csvdir, fname), parse_dates=[0], infer_datetime_format=True,