QuantConnect / QuantConnect/Lean.DataSource.BrainSentiment
Duplicate Information For a Given Date
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- Dominant language
- C#
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Description
We found two entries for some dates in 2021 for HWM:
pandas as pd
qb = QuantBook()
history_days = 4*365
# Requesting Data
selected_symbol = qb.add_equity("HWM", Resolution.DAILY).symbol
brain30symbol = qb.add_data(BrainSentimentIndicator30Day, selected_symbol).symbol
brain7symbol = qb.add_data(BrainSentimentIndicator7Day, selected_symbol).symbol
# Historical data
history_symbol : pd.DataFrame= qb.history(selected_symbol, history_days, resolution=Resolution.DAILY).loc[selected_symbol]
print(f"history_symbol has dubplicates: {history_symbol.index.has_duplicates}")
brain_30_history : pd.DataFrame = qb.history(BrainSentimentIndicator30Day, brain30symbol, history_days, Resolution.DAILY).loc[brain30symbol]
print(f"brain_30_history has dubplicates: {brain_30_history.index.has_duplicates}")
brain_7_history : pd.DataFrame = qb.history(BrainSentimentIndicator7Day, brain7symbol, history_days, Resolution.DAILY).loc[brain7symbol]
print(f"brain_7_history has dubplicates: {brain_7_history.index.has_duplicates}")
print(len(history_symbol), len(brain_30_history), len(brain_7_history))
This is a data issue since the raw file has this problem:
20210322,83,39,0.321800,-0.541100,-0.767900
20210322,65,22,0.122400,0.185500,-0.920800
20210323,82,39,0.321800,-0.566900,-0.760800
20210323,67,23,0.106000,0.264300,-0.828900
20210324,92,42,0.269700,-0.257600,-0.595400
20210324,67,23,0.131400,0.260900,-0.822600
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with the QuantBook history calls in the issue and inspect the BrainSentimentIndicator30Day and BrainSentimentIndicator7Day raw data around the listed 2021 dates. Determine where the duplicate date records originate, then validate the correction by rerunning the example and confirming the returned indexes no longer contain duplicates.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- data
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 45/100