numpy.datetime64 precision cause dict indexing failure in index_data.py
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Description
🐛 Bug Description
ns precision numpy.datetime64 is equal to second precision
however when doing indexing of a dict keys, it will cause failure
numpy.datetime64('2017-01-04T00:00:00.000000000')==numpy.datetime64('2017-01-04T00:00:00')
Out[24]: True
self.index_map[numpy.datetime64('2017-01-04T00:00:00.000000000')]
Out[25]: 1
self.index_map[numpy.datetime64('2017-01-04T00:00:00')]
Traceback (most recent call last):
File "F:\work\env\py311\Lib\site-packages\IPython\core\interactiveshell.py", line 3508, in run_code
exec(code_obj, self.user_global_ns, self.user_ns)
File "", line 1, in
self.index_map[numpy.datetime64('2017-01-04T00:00:00')]
~~~~~~~~~~~~~~^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
KeyError: numpy.datetime64('2017-01-04T00:00:00')
it occurs at qlib/qlib/utils/index_data.py, line 157:
try:
return self.index_map[self._convert_type(item)]
except IndexError as index_e:
raise KeyError(f"{item} can't be found in {self}") from index_e
maybe I did something wrong, hoping for help
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Research direction
Start in qlib/qlib/utils/index_data.py around line 157 and reproduce the reported dictionary lookups with the two numpy.datetime64 precisions shown in the issue. Determine the intended behavior for equivalent timestamps and verify that the resulting lookup behavior is consistent, or that any intentional limitation is documented.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- numpy, python
- Domain
- data
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100