diff --git a/data_loader/load.py b/data_loader/load.py index d2bd8ef..2ae292a 100644 --- a/data_loader/load.py +++ b/data_loader/load.py @@ -95,7 +95,7 @@ def __load_data( ] X = target_asset_df + asset_dfs + exogenous_dfs - X = pd.concat([df.sort_index().reindex(X[0].index) for df in X], axis=1).fillna(0.0) + X = pd.concat([df.reindex(X[0].index) for df in X], axis=1).fillna(0.0) X.index = pd.DatetimeIndex(X.index) diff --git a/run_fetch_data_5min.py b/run_fetch_data_5min.py index 8f08a82..5efa4ef 100644 --- a/run_fetch_data_5min.py +++ b/run_fetch_data_5min.py @@ -60,4 +60,5 @@ for asset in tqdm(assets): return df dfs = pd.concat([load_df(path + file) for file in files], axis=0) + dfs.sort_index(inplace=True) dfs.to_parquet(f"./data/5min_crypto/{asset}.parquet")