AI4Finance-Foundation / AI4Finance-Foundation/FinRL
Problem in Stock_NeurlPS2018_3_Backtest Mean Variance Optimization - Panda 2.0.0 issue
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Mô tả
Going through part 3 of the Tutorials, when I am creating the Mean Variance Optimization, switched to Pandas 1.5.3 and no issue, just reporting possible incompatibility w/ Pandas 2.0.0
Python 3.9.16
Pandas 2.0.0
I am getting the following errors from this cell:
StockData = process_df_for_mvo(train)
TradeData = process_df_for_mvo(trade)
TradeData.to_numpy()
KeyError: "None of [Index(['2009-01-02', '2009-01-02', '2009-01-02', '2009-01-02', '2009-01-02',\n '2009-01-02', '2009-01-02', '2009-01-02', '2009-01-02', '2009-01-02',\n '2009-01-02', '2009-01-02', '2009-01-02', '2009-01-02', '2009-01-02',\n '2009-01-02', '2009-01-02', '2009-01-02', '2009-01-02', '2009-01-02',\n '2009-01-02', '2009-01-02', '2009-01-02', '2009-01-02', '2009-01-02',\n '2009-01-02', '2009-01-02', '2009-01-02', '2009-01-02'],\n dtype='object')] are in the [index]
Traceback:
KeyError Traceback (most recent call last)
Cell In[21], line 1
----> 1 StockData = process_df_for_mvo(train)
2 TradeData = process_df_for_mvo(trade)
4 TradeData.to_numpy()
Cell In[19], line 16, in process_df_for_mvo(df)
14 n = n.iloc[i * stock_dimension:(i+1) * stock_dimension, :]
15 date = n['date'][i*stock_dimension]
---> 16 mvo.loc[date] = n['close'].tolist()
18 return mvo
File /home/user/anaconda3/envs/FinRL/lib/python3.9/site-packages/pandas/core/indexing.py:845, in _LocationIndexer.__setitem__(self, key, value)
843 else:
844 key = com.apply_if_callable(key, self.obj)
--> 845 indexer = self._get_setitem_indexer(key)
846 self._has_valid_setitem_indexer(key)
848 iloc = self if self.name == "iloc" else self.obj.iloc
File /home/user/anaconda3/envs/FinRL/lib/python3.9/site-packages/pandas/core/indexing.py:716, in _LocationIndexer._get_setitem_indexer(self, key)
712 if isinstance(key, range):
713 # GH#45479 test_loc_setitem_range_key
714 key = list(key)
--> 716 return self._convert_to_indexer(key, axis=0)
...
-> 5935 raise KeyError(f"None of [{key}] are in the [{axis_name}]")
5937 not_found = list(ensure_index(key)[missing_mask.nonzero()[0]].unique())
5938 raise KeyError(f"{not_found} not in index")
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