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date_time
Describe the bug The mlfinlab.data_structures.get_time_bars(**kwargs) is generating unix timestamp flavor for returned date_time column.
mlfinlab.data_structures.get_time_bars(**kwargs)
To Reproduce
t0 = time.perf_counter() # 15 minutes chosen for legacy reasons df_time_bars = ml.data_structures.get_time_bars(df[['date_time', 'price', 'volume']], resolution='MIN', num_units=15, batch_size=1000000, verbose=False) print(f"Finished ml.data_structures.get_time_bars in {time.perf_counter() - t0} seconds")
Expected behavior Expected behavior, date_time column should be in yyyy-mm-dd HH:MM:SS.ffff format
Screenshots
Desktop (please complete the following information):
Additional context Python 3.8.12 mlfinlab 1.5.0
The text was updated successfully, but these errors were encountered:
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Describe the bug
The
mlfinlab.data_structures.get_time_bars(**kwargs)
is generating unix timestamp flavor for returned date_time column.To Reproduce
Expected behavior
Expected behavior, date_time column should be in yyyy-mm-dd HH:MM:SS.ffff format
Screenshots
Desktop (please complete the following information):
Additional context
Python 3.8.12
mlfinlab 1.5.0
The text was updated successfully, but these errors were encountered: