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Issue with Wrds

Open notBradPitt opened this issue 1 year ago • 7 comments

I'm having issues with wrds, specifically version 3.1.6 which is required by FinRL. However, version 3.1.5 seems to work fine and I had to downgrade before reinstalling FinRL without the depedencies image

notBradPitt avatar Mar 29 '23 12:03 notBradPitt

I'm having issues with wrds, specifically version 3.1.6 which is required by FinRL. However, version 3.1.5 seems to work fine and I had to downgrade before reinstalling FinRL without the depedencies image

Can you explain more and the code position? WRDS is not necessary…I forget how wrds is requirement?

YangletLiu avatar Mar 30 '23 04:03 YangletLiu

did you use the data processor wrds, or encounter issues when installing wrds?

zhumingpassional avatar Mar 30 '23 04:03 zhumingpassional

Can you explain more and the code position? WRDS is not necessary…I forget how wrds is requirement?

So, library wrds>=3.1.6 is installed from here when I install from git image It then is imported here image Which in turn is used by data_processor image I'm trying to use DataProcessor in my code to get hourly data, since I don't think YahooDownloader has an option for interval. I think I saw this in one of the example notebooks. image

The error I mentioned earlier, I think is related to wrds and not FinRL itself.

did you use the data processor wrds, or encounter issues when installing wrds?

No, I didn't. Installation went well but I get this error when trying to import DataProcessor (which in turn imports wrds)

notBradPitt avatar Apr 01 '23 13:04 notBradPitt

WRDS is a requirement. See #939.

ndronen avatar Apr 01 '23 13:04 ndronen

WRDS is a requirement. See #939.

Why is this version 3.1.6 needed exactly? I found the offending code which is image sql.py of wrds 3.1.6 image This is the difference between f"{err=}" and f"{err}" image

Python 3.7 should be supported by FinRL and so is wrds, but this behavior is not supported in 3.7. Remove the = (equal sign) from wrds' sql.py code and it'll function properly.

image

notBradPitt avatar Apr 01 '23 16:04 notBradPitt

I don't know why that version is required. I just discovered last weekend, while trying to reproduce, that (1) the package is required and (2) the dependency was not specified in pyproject.toml.

This syntax error in wrds was introduced in wharton/wrds#39. I would suggest opening a PR against wrds that just removes that "=".

ndronen avatar Apr 01 '23 16:04 ndronen

I have created a new pull request on https://github.com/wharton/wrds/pull/40.

notBradPitt avatar Apr 02 '23 04:04 notBradPitt