Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

get_time_bars returning unix timestamp in date_time column #513

Open
mdalvi opened this issue Mar 2, 2022 · 0 comments
Open

get_time_bars returning unix timestamp in date_time column #513

mdalvi opened this issue Mar 2, 2022 · 0 comments

Comments

@mdalvi
Copy link

mdalvi commented Mar 2, 2022

Describe the bug
The mlfinlab.data_structures.get_time_bars(**kwargs) is generating unix timestamp flavor for returned date_time column.

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
image

Desktop (please complete the following information):

  • OS: [e.g. iOS] OS Name Microsoft Windows 11 Home Single Language Version 10.0.22000 Build 22000
  • Browser [e.g. chrome, safari] Chrome Version 98.0.4758.102 (Official Build) (64-bit)

Additional context
Python 3.8.12
mlfinlab 1.5.0

@mdalvi mdalvi closed this as completed Mar 8, 2022
@mdalvi mdalvi reopened this Mar 8, 2022
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant