[BUG] Fix invalid data loading in csvdir bundle #2223
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freddiev4
suggested changes
Jul 9, 2018
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Hey @ASzot thanks for the PR! I have two questions for you below. Also, it looks like tests failed on this run;. You can check if tests pass locally by running:
nosetests tests.data.bundles.test_csvdir:CSVDIRBundleTestCase
zipline/data/bundles/csvdir.py
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| fname = [fname for fname in files | ||
| if '%s.csv' % symbol in fname][0] | ||
| except IndexError: | ||
| dfr = read_csv(os.path.join(csvdir, fname), |
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Should we remove the second call to read_csv() below on line 185? We're already calling it here and exiting early if we don't have the file we want.
zipline/data/bundles/csvdir.py
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| except IndexError: | ||
| dfr = read_csv(os.path.join(csvdir, fname), | ||
| parse_dates=[0], | ||
| infer_datetime_format=False, |
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Why wouldn't we want to infer the datetime format?
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Looks like we still have one failing test, and also flake8 (code style checker) failures:
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Calculating the name of CSV file from the symbol name is not done corretly. The current method would match a filename to a symbol if it ended in the symbol concatenated with
.csv. This means that if there are two stocks Ford (symbol F) and Regions Financial Corporation (symbol RF). Then the calculated filename to load for Ford could be RF.csv which is clearly not the data file for Ford.This is clearly a bug.