AI4Finance-Foundation / AI4Finance-Foundation/FinRL-Tutorials

error in FinRL-Tutorials/3-Practical/FinRL_PaperTrading_Demo.ipynb

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Description

FinRL-Tutorials/3-Practical/FinRL_PaperTrading_Demo.ipynb
In Part 2: Train the agent
Train
(https://colab.research.google.com/github/AI4Finance-Foundation/FinRL-Tutorials/blob/master/3-Practical/FinRL_PaperTrading_Demo.ipynb#scrollTo=BxcNI2fdNjip&line=1&uniqifier=1)

I run this:
train(start_date = '2022-08-25',
end_date = '2022-08-31',
ticker_list = ticker_list,
data_source = 'alpaca',
time_interval= '1Min',
technical_indicator_list= INDICATORS,
drl_lib='elegantrl',
env=env,
model_name='ppo',
if_vix=True,
API_KEY = API_KEY,
API_SECRET = API_SECRET,
API_BASE_URL = API_BASE_URL,
erl_params=ERL_PARAMS,
cwd='./papertrading_erl', #current_working_dir
break_step=1e5)

And got error.

Alpaca successfully connected
---------------------------------------------------------------------------
AttributeError Traceback (most recent call last)
[](https://localhost:8080/#) in ()
----> 1 train(start_date = '2022-08-25',
2 end_date = '2022-08-31',
3 ticker_list = ticker_list,
4 data_source = 'alpaca',
5 time_interval= '1Min',

2 frames
[/usr/local/lib/python3.9/site-packages/finrl/meta/data_processors/processor_alpaca.py](https://localhost:8080/#) in download_data(self, ticker_list, start_date, end_date, time_interval)
50 # filter opening time of the New York Stock Exchange (NYSE) (from 9:30 am to 4:00 pm) if time_interval < 1D
51 day_delta = 86400000000000 # pd.Timedelta('1D').delta == 86400000000000
---> 52 if pd.Timedelta(time_interval).delta < day_delta:
53 NYSE_open_hour = "14:30" # in UTC
54 NYSE_close_hour = "20:59" # in UTC

AttributeError: 'Timedelta' object has no attribute 'delta'

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