AI4Finance-Foundation / AI4Finance-Foundation/FinRL
Timedelta depreciated on Papertrading demo
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Description
` 50 # filter opening time of the New York Stock Exchange (NYSE) (from 9:30 am to 4:00 pm) if time_interval < 1D
51 # from trepan.api import debug;debug()
---> 52 # filter opening time of the New York Stock Exchange (NYSE) (from 9:30 am to 4:00 pm) if time_interval < 1D
53 day_delta = 86400000000000 # pd.Timedelta('1D').delta == 86400000000000
54 if pd.to_timedelta(time_interval) < day_delta:
AttributeError: 'Timedelta' object has no attribute 'delta'`
From the code
day_delta = 86400000000000 # pd.Timedelta('1D').delta == 86400000000000
if pd.to_timedelta(time_interval) < day_delta:
NYSE_open_hour = "14:30" # in UTC
NYSE_close_hour = "20:59" # in UTC
data_df = barset.between_time(NYSE_open_hour, NYSE_close_hour)
else:
data_df = barset
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