Error ValueError: You are trying to merge on object and datetime64[ns, America/New_York] columns. in processor_yahoofinance.py

[joshwigginton]

Describe the bug

Error in processor_yahoofinance.py, def add_technical_indicator

ValueError: You are trying to merge on object and datetime64[ns, America/New_York] columns. If you wish to proceed you should use pd.concat

File "/workspace/FinRL/finrl/train.py", line 110, in train( File "/workspace/FinRL/finrl/train.py", line 33, in train data = dp.add_technical_indicator(data, technical_indicator_list) File "/home/user/anaconda3/envs/FinRL/lib/python3.9/site-packages/finrl/meta/data_processor.py", line 52, in add_technical_indicator df = self.processor.add_technical_indicator(df, tech_indicator_list) File "/home/user/anaconda3/envs/FinRL/lib/python3.9/site-packages/finrl/meta/data_processors/processor_yahoofinance.py", line 253, in add_technical_indicator df = df.merge( File "/home/user/anaconda3/envs/FinRL/lib/python3.9/site-packages/pandas/core/frame.py", line 10093, in merge return merge( File "/home/user/anaconda3/envs/FinRL/lib/python3.9/site-packages/pandas/core/reshape/merge.py", line 110, in merge op = _MergeOperation( File "/home/user/anaconda3/envs/FinRL/lib/python3.9/site-packages/pandas/core/reshape/merge.py", line 707, in init self._maybe_coerce_merge_keys() File "/home/user/anaconda3/envs/FinRL/lib/python3.9/site-packages/pandas/core/reshape/merge.py", line 1346, in _maybe_coerce_merge_keys raise ValueError(msg) ValueError: You are trying to merge on object and datetime64[ns, America/New_York] columns. If you wish to proceed you should use pd.concat

To Reproduce Steps to reproduce the behavior:

1. Run main.py or train.py from finrl folder. After the data is downloaded, error in data processor, adding indicators.

Expected behavior main or train.py to run without error.

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Additional context Add any other context about the problem here.

[zhumingpassional]

pls use pd.concat

[grantchiu011101]

seem the problem exists, the root cause is df.timestamp and indicator.timestamp object type is not match.

https://github.com/AI4Finance-Foundation/FinRL/blob/3393f62e65248a15f1ff5a289c2ed82860fc30fb/finrl/meta/data_processors/processor_yahoofinance.py#L256