Skip to content

[BUG] Fix invalid data loading in csvdir bundle #2223

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
wants to merge 2 commits into
base: master
Choose a base branch
from
Open

[BUG] Fix invalid data loading in csvdir bundle #2223

Changes from 1 commit
Commits
Show all changes
2 commits
Select commit Hold shift + click to select a range
a4bce2f
[BUG] Fix invalid data loading in csvdir bundle
Jun 26, 2018
4bfd4cd
Update csvdir.py
ASzot Jul 9, 2018
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
9 changes: 6 additions & 3 deletions zipline/data/bundles/csvdir.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -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),
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Should we remove the second call to read_csv() below on line 185? We're already calling it here and exiting early if we don't have the file we want.

parse_dates=[0],
infer_datetime_format=False,
Copy link
Contributor

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Why wouldn't we want to infer the datetime format?

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),
Expand Down