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ValueError: Parameter `start` received with timezone defined as 'UTC' although a Date must be timezone naive.

Open LunbiWa opened this issue 1 year ago • 2 comments

run Automated_Paper_Trading.ipynb in FinRL-Meta/Paper Trading/

colab report error

image

Thanks!

LunbiWa avatar May 23 '23 03:05 LunbiWa

Here is a code snippet to reproduce this error

from finrl.meta.data_processor import DataProcessor from finrl.config_tickers import DOW_30_TICKER

API_KEY = "PKFZO57AZCL2J9TBL7LY" API_SECRET = "LGXALuN2TgJX3dxXRsOLZXZgje16WH9of8cJfFGA" API_BASE_URL = 'https://paper-api.alpaca.markets'

DP = DataProcessor(data_source = 'alpaca', API_KEY = API_KEY, API_SECRET = API_SECRET, API_BASE_URL = API_BASE_URL ) data = DP.download_data(start_date = '2022-08-30', end_date = '2022-09-12', ticker_list = DOW_30_TICKER, time_interval= '1Min') data = DP.clean_data(data)

onchiptech avatar May 26 '23 07:05 onchiptech

I fixed this error to change

df = nyse.sessions_in_range(
            pd.Timestamp(start, tz=pytz.UTC), pd.Timestamp(end, tz=pytz.UTC)
        )

to

df = nyse.sessions_in_range(
            start, end
        )

noe the methods looks like

def get_trading_days(self, start: str, end: str) -> list[str]:
        nyse = tc.get_calendar("NYSE")
        df = nyse.sessions_in_range(
            start, end
        )
        trading_days = []
        for day in df:
            trading_days.append(str(day)[:10])

        return trading_days
  found this code in meta/data_processors/process_yahoofinance.py
  fix this as temproray if anyone has better solution please help !

krishdotn1 avatar Dec 07 '23 14:12 krishdotn1