microsoft / microsoft/qlib

cat not dump to bin when download finished yahoo data

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bug
Dominant language
Python
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Description

100%|██████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████████| 4681/4681 [8:14:52<00:00, 6.34s/it]
[]
2023-10-27 04:38:09.199 | INFO | data_collector.base:_collector:195 - error symbol nums: 0
2023-10-27 04:38:09.199 | INFO | data_collector.base:_collector:196 - current get symbol nums: 4681
2023-10-27 04:38:09.199 | INFO | data_collector.base:collector_data:209 - 1 finish.
2023-10-27 04:38:09.199 | INFO | data_collector.base:collector_data:216 - total 4681, error: 0
2023-10-27 04:38:09.199 | INFO | collector:download_index_data:236 - get bench data: csi300(000300)......
2023-10-27 04:38:14.459 | INFO | collector:download_index_data:236 - get bench data: csi100(000903)......
2023-10-27 04:38:19.705 | INFO | collector:download_index_data:236 - get bench data: csi500(000905)......
2023-10-27 04:38:24.962 | INFO | data_collector.utils:get_calendar_list:68 - get calendar list: ALL......
2023-10-27 04:38:36.805 | WARNING | data_collector.utils:wrapper:491 - _get_calendar: 1 :2008-05-->Expecting value: line 1 column 1 (char 0)
2023-10-27 04:38:58.022 | INFO | data_collector.utils:get_calendar_list:106 - end of get calendar list: ALL.
[43216:MainThread](2023-10-27 04:38:58,023) INFO - qlib.Initialization - [config.py:416] - default_conf: client.
[43216:MainThread](2023-10-27 04:38:58,460) INFO - qlib.Initialization - [init.py:74] - qlib successfully initialized based on client settings.
[43216:MainThread](2023-10-27 04:38:58,461) INFO - qlib.Initialization - [init.py:76] - data_path={'__DEFAULT_FREQ': PosixPath('/ranzhi/alex/qlib_data')}
2023-10-27 04:39:04.391 | INFO | data_collector.base:normalize:312 - normalize data......
0%| | 0/4474 [00:01<?, ?it/s]
[43216:MainThread](2023-10-27 04:39:30,975) ERROR - qlib.workflow - [utils.py:41] - An exception has been raised[TypeError: cannot convert the series to <class 'float'>].
File "scripts/data_collector/yahoo/collector.py", line 1223, in
fire.Fire(Run)
File "/ranzhi/miniconda3/envs/myqlib/lib/python3.8/site-packages/fire/core.py", line 141, in Fire
component_trace = _Fire(component, args, parsed_flag_args, context, name)
File "/ranzhi/miniconda3/envs/myqlib/lib/python3.8/site-packages/fire/core.py", line 475, in _Fire
component, remaining_args = _CallAndUpdateTrace(
File "/ranzhi/miniconda3/envs/myqlib/lib/python3.8/site-packages/fire/core.py", line 691, in _CallAndUpdateTrace
component = fn(*varargs, **kwargs)
File "scripts/data_collector/yahoo/collector.py", line 1198, in update_data_to_bin
self.normalize_data_1d_extend(qlib_data_1d_dir)
File "scripts/data_collector/yahoo/collector.py", line 1082, in normalize_data_1d_extend
yc.normalize()
File "/ranzhi/alex/qlib/scripts/data_collector/base.py", line 317, in normalize
for _ in worker.map(self._executor, file_list):
File "/ranzhi/miniconda3/envs/myqlib/lib/python3.8/concurrent/futures/process.py", line 484, in _chain_from_iterable_of_lists
for element in iterable:
File "/ranzhi/miniconda3/envs/myqlib/lib/python3.8/concurrent/futures/_base.py", line 619, in result_iterator
yield fs.pop().result()
File "/ranzhi/miniconda3/envs/myqlib/lib/python3.8/concurrent/futures/_base.py", line 444, in result
return self.__get_result()
File "/ranzhi/miniconda3/envs/myqlib/lib/python3.8/concurrent/futures/_base.py", line 389, in __get_result
raise self._exception
TypeError: cannot convert the series to <class 'float'>

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start with scripts/data_collector/yahoo/collector.py at update_data_to_bin and normalize_data_1d_extend, then trace the failure through scripts/data_collector/base.py:normalize and its executor. Reproduce the Yahoo download and normalization flow, identify the input causing the TypeError, and verify that the completed data is written to the expected binary output without the exception.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
data-engineering
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
30/100

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