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Fix Yahoo daily data format inconsistent

Open Fivele-Li opened this issue 1 year ago • 0 comments

Before the closing of the day, the daily API of Yahoo returns data format that includes hours, minutes, and seconds, which is different from the closed index format. This issue needs to be fixed.

Description

1.Fix FutureWarning: Passing unit-less datetime64 dtype to .astype is deprecated and will raise in a future version. Pass 'datetime64[ns]' instead

Motivation and Context

How Has This Been Tested?

  • [ ] Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • [ ] If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • [x] Fix bugs
  • [ ] Add new feature
  • [ ] Update documentation

Fivele-Li avatar May 22 '23 10:05 Fivele-Li