Request for data update #BUG ALSO

[Imbernoulli]

🌟 Request for data update

Convenient data retrieve method (like python -m qlib.run.get_data qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn) can only get data to 2020-9-24. However, if we get data from yahoo manually, It costs lots of time(more than 8 hours here only for DOWNLOAD) and raise bugs.

And when it begins to normalize, it happens [58410:MainThread](2023-09-25 06:27:36,588) ERROR - qlib.workflow - [utils.py:41] - An exception has been raised[TypeError: can't compare offset-naive and offset-aware datetimes]. File "scripts/data_collector/yahoo/collector.py", line 1207, in <module> fire.Fire(Run) File "/Users/bernoulli_hermes/opt/anaconda3/envs/qlibenv/lib/python3.8/site-packages/fire/core.py", line 141, in Fire component_trace = _Fire(component, args, parsed_flag_args, context, name) File "/Users/bernoulli_hermes/opt/anaconda3/envs/qlibenv/lib/python3.8/site-packages/fire/core.py", line 475, in _Fire component, remaining_args = _CallAndUpdateTrace( File "/Users/bernoulli_hermes/opt/anaconda3/envs/qlibenv/lib/python3.8/site-packages/fire/core.py", line 691, in _CallAndUpdateTrace component = fn(*varargs, **kwargs) File "scripts/data_collector/yahoo/collector.py", line 1182, in update_data_to_bin self.normalize_data_1d_extend(qlib_data_1d_dir) File "scripts/data_collector/yahoo/collector.py", line 1072, in normalize_data_1d_extend yc.normalize() File "/Users/bernoulli_hermes/opt/anaconda3/envs/qlibenv/lib/python3.8/site-packages/qlib/scripts/data_collector/base.py", line 319, in normalize for _ in worker.map(self._executor, file_list): File "/Users/bernoulli_hermes/opt/anaconda3/envs/qlibenv/lib/python3.8/concurrent/futures/process.py", line 484, in _chain_from_iterable_of_lists for element in iterable: File "/Users/bernoulli_hermes/opt/anaconda3/envs/qlibenv/lib/python3.8/concurrent/futures/_base.py", line 619, in result_iterator yield fs.pop().result() File "/Users/bernoulli_hermes/opt/anaconda3/envs/qlibenv/lib/python3.8/concurrent/futures/_base.py", line 444, in result return self.__get_result() File "/Users/bernoulli_hermes/opt/anaconda3/envs/qlibenv/lib/python3.8/concurrent/futures/_base.py", line 389, in __get_result raise self._exception TypeError: can't compare offset-naive and offset-aware datetimes.

[SunsetWolf]

The data obtained using qlib.run.get_data is the data prepared by qlib team, the last time of the data is 2020-09-25.
I would like to know, which command are you getting the above error while executing.

[Imbernoulli]

use python scripts/data_collector/yahoo/collector.py update_data_to_bin --qlib_data_1d_dir <user data dir> --trading_date <start date> --end_date <end date> to manually get the most recent data

[SunsetWolf]

I recently changed the update_data_to_bin functionality in PR1641, this PR is currently merge,you can pull the latest code and try again.

[Imbernoulli]

Thank you, I will try later.

[ElonJustin7]

I recently changed the update_data_to_bin functionality in PR1641, this PR is currently merge,you can pull the latest code and try again.

Excuse me, when I used the latest code, a new error occurred: AttributeError: 'Index' object has no attribute 'tz_localize'. It seems to be related to a new line of code added in collector.py, as shown in the screenshot below. However, this was supposed to address the previous issue with TypeError: can't compare offset-naive and offset-aware datetimes. Do you know what should I do?