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Fixed pandas FutureWarning (#1073)

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* Fixed pandas FutureWarning

`FutureWarning: Passing a set as an indexer is deprecated and will raise in a future version. Use a list instead.`

* fixed another pandas FutureWarning

```
scripts/data_collector/index.py:228: FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead.
  new_df = new_df.append(_tmp_df, sort=False)
```

* fixed more pandas futurewarnings
This commit is contained in:
Hubedge
2022-04-27 18:43:26 +08:00
committed by GitHub
parent 00e40e775b
commit 84ff662a26
5 changed files with 7 additions and 7 deletions
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2
scripts/data_collector/base.py
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@@ -170,7 +170,7 @@ class BaseCollector(abc.ABC):
df["symbol"] = symbol
if instrument_path.exists():
_old_df = pd.read_csv(instrument_path)
df = _old_df.append(df, sort=False)
df = pd.concat([_old_df, df], sort=False)
df.to_csv(instrument_path, index=False)
def cache_small_data(self, symbol, df):

2
scripts/data_collector/index.py
View File

@@ -225,7 +225,7 @@ class IndexBase:
] = _row.date
else:
_tmp_df = pd.DataFrame([[_row.symbol, self.bench_start_date, _row.date]], columns=instruments_columns)
new_df = new_df.append(_tmp_df, sort=False)
new_df = pd.concat([new_df, _tmp_df], sort=False)
inst_df = new_df.loc[:, instruments_columns]
_inst_prefix = self.INST_PREFIX.strip()

4
scripts/data_collector/yahoo/collector.py
View File

@@ -245,7 +245,7 @@ class YahooCollectorCN1d(YahooCollectorCN):
_path = self.save_dir.joinpath(f"sh{_index_code}.csv")
if _path.exists():
_old_df = pd.read_csv(_path)
df = _old_df.append(df, sort=False)
df = pd.concat([_old_df, df], sort=False)
df.to_csv(_path, index=False)
time.sleep(5)
@@ -404,7 +404,7 @@ class YahooNormalize(BaseNormalize):
.index
)
df.sort_index(inplace=True)
df.loc[(df["volume"] <= 0) | np.isnan(df["volume"]), set(df.columns) - {symbol_field_name}] = np.nan
df.loc[(df["volume"] <= 0) | np.isnan(df["volume"]), list(set(df.columns) - {symbol_field_name})] = np.nan
change_series = YahooNormalize.calc_change(df, last_close)
# NOTE: The data obtained by Yahoo finance sometimes has exceptions