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Forex Data #1311

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multimathmethod opened this issue Jan 12, 2025 · 1 comment
Open

Forex Data #1311

multimathmethod opened this issue Jan 12, 2025 · 1 comment

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@multimathmethod
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Describe the bug
I am just trying to get the forex data. After preprocessing of the data, the AUDCAD='x' is the only symbol that remains. I have checked the 'preprocessors.py' file and found it out that other forex symbols (expect AUDCAD='x') contain Nan value ( those symbols are drop).

surely that isn't a bug but the point is that I lost most of the data so the agent can't learn and do stuff. I tried to fill the messing value but an error raised as follow:

Length of values (125391) does not match length of index (17913)
Length of values (23040) does not match length of index (7680)
Length of values (10248) does not match length of index (5124)
Length of values (23058) does not match length of index (7686)
Length of values (125391) does not match length of index (17913)
Length of values (23040) does not match length of index (7680)
Length of values (10248) does not match length of index (5124)
Length of values (23058) does not match length of index (7686)
Length of values (125391) does not match length of index (17913)
Length of values (23040) does not match length of index (7680)
Length of values (10248) does not match length of index (5124)
Length of values (23058) does not match length of index (7686)
Length of values (125391) does not match length of index (17913)
Length of values (23040) does not match length of index (7680)
Length of values (10248) does not match length of index (5124)
Length of values (23058) does not match length of index (7686)
Length of values (125391) does not match length of index (17913)
Length of values (23040) does not match length of index (7680)
Length of values (10248) does not match length of index (5124)
Length of values (23058) does not match length of index (7686)
Length of values (125391) does not match length of index (17913)
ValueError: Index contains duplicate entries, cannot reshape
(the output was so long, so I posted the last part of that)

As I didn't modified anything special, I don't attached any code. If it needed let me know.
Thanks in advanced.

@multimathmethod
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Well I found it out that the fetched data is not equal for each symbol.

AUDUSD=X 17913
GBPAUD=X 7686
EURCHF=X 7680
EURTRY=X 5124
AUDCAD=X 2564
AUDJPY=X 2563
AUDNZD=X 2563
USDMXN=X 2563
EURRUB=X 2562
EURNZD=X 2562
EURPLN=X 2562
AUDCHF=X 2562
EURSGD=X 2562
EURJPY=X 2562
GBPNZD=X 2562
HKDJPY=X 2562
EURNOK=X 2562
GBPCAD=X 2562
EURGBP=X 2562
EURDKK=X 2562
EURCZK=X 2562
EURCAD=X 2562
EURAUD=X 2562
CHFSGD=X 2562
EURHKD=X 2562
CHFJPY=X 2562
CADJPY=X 2562
CADHKD=X 2562
AUDSGD=X 2561
GBPJPY=X 2561
NZDJPY=X 2561
NZDCAD=X 2561
EURSEK=X 2561
USDPLN=X 2560
USDRUB=X 2560
USDNOK=X 2560
EURHUF=X 2560
USDSEK=X 2560
USDSGD=X 2560
USDJPY=X 2560
USDTRY=X 2560
USDTHB=X 2560
NZDUSD=X 2560
CADCHF=X 2560
GBPUSD=X 2560
GBPCHF=X 2560
USDCZK=X 2559
USDHKD=X 2559
USDILS=X 2559
USDCAD=X 2559
TRYJPY=X 2559
SGDJPY=X 2559
USDRON=X 2559
EURUSD=X 2559
ZARJPY=X 2559
USDHUF=X 2558
NZDCHF=X 2558
USDZAR=X 2558
USDCHF=X 2557

That is the number of out records for each symbol. When you use the pivot_table() and group by them based on symbol(tic), it is filled with null. How can I cope with it if I would to use multi symbols.

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