1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

Update dump_bin.py (#1273)

dump_fix data that not in calendar_list, throw error:
```
NaT is not in list
```
This commit is contained in:
lerit
2022-11-04 21:15:23 +08:00
committed by GitHub
parent 67d618d4b2
commit 2fae407b19

View File

@@ -219,6 +219,9 @@ class DumpDataBase:
return return
# align index # align index
_df = self.data_merge_calendar(df, calendar_list) _df = self.data_merge_calendar(df, calendar_list)
if _df.empty:
logger.warning(f"{features_dir.name} data is not in calendars")
return
# used when creating a bin file # used when creating a bin file
date_index = self.get_datetime_index(_df, calendar_list) date_index = self.get_datetime_index(_df, calendar_list)
for field in self.get_dump_fields(_df.columns): for field in self.get_dump_fields(_df.columns):