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fix(DataLoader): sort the dataframe when fetching data (#239)

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This commit is contained in:
Mark Aron Szulyovszky
2022-03-15 14:12:05 +01:00
committed by GitHub
parent 95b0499430
commit 4fc1070f45
2 changed files with 2 additions and 1 deletions
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data_loader/load.py
+1 -1
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@@ -95,7 +95,7 @@ def __load_data(
] ]
X = target_asset_df + asset_dfs + exogenous_dfs 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) X.index = pd.DatetimeIndex(X.index)
run_fetch_data_5min.py
+1
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@@ -60,4 +60,5 @@ for asset in tqdm(assets):
return df return df
dfs = pd.concat([load_df(path + file) for file in files], axis=0) 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") dfs.to_parquet(f"./data/5min_crypto/{asset}.parquet")