From 7d9e53e10e992509c373bff194ccb979abffc27b Mon Sep 17 00:00:00 2001 From: Nick Tomasino Date: Tue, 31 Jan 2023 12:29:22 -0800 Subject: [PATCH] Fix alpaca_preprocessor jagged tic-array error --- finrl/meta/data_processors/processor_alpaca.py | 1 + 1 file changed, 1 insertion(+) diff --git a/finrl/meta/data_processors/processor_alpaca.py b/finrl/meta/data_processors/processor_alpaca.py index d5ce5f6adc..671284c34b 100644 --- a/finrl/meta/data_processors/processor_alpaca.py +++ b/finrl/meta/data_processors/processor_alpaca.py @@ -138,6 +138,7 @@ def clean_data(self, df): tmp_df = tmp_df.astype(float) tmp_df["tic"] = tic + tmp_df = tmp_df.loc[times] new_df = pd.concat([new_df, tmp_df]) new_df = new_df.reset_index()