drop warning during code runs

microsoft · Oct 27, 2023 · fe8c4bc · fe8c4bc
1 parent 0fdcb97
commit fe8c4bc
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Showing 2 changed files with 2 additions and 2 deletions.
diff --git a/scripts/data_collector/utils.py b/scripts/data_collector/utils.py
@@ -686,7 +686,7 @@ def _calc_factor(df_1d: pd.DataFrame):
                 df_1d["paused"] = np.nan
             return df_1d
 
-        df = df.groupby([df[_date_field_name].dt.date]).apply(_calc_factor)
+        df = df.groupby([df[_date_field_name].dt.date], group_keys=False).apply(_calc_factor)
         if consistent_1d:
             # the date sequence is consistent with 1d
             df.set_index(_date_field_name, inplace=True)

diff --git a/scripts/data_collector/yahoo/collector.py b/scripts/data_collector/yahoo/collector.py
@@ -971,7 +971,7 @@ def update_data_to_bin(
 
         # start/end date
         calendar_df = pd.read_csv(Path(qlib_data_1d_dir).joinpath("calendars/day.txt"))
-        trading_date = (pd.Timestamp(calendar_df.iloc[-1, 0]) - pd.Timedelta(days=2)).strftime("%Y-%m-%d")
+        trading_date = (pd.Timestamp(calendar_df.iloc[-1, 0]) - pd.Timedelta(days=1)).strftime("%Y-%m-%d")
 
         if end_date is None:
             end_date = (pd.Timestamp(trading_date) + pd.Timedelta(days=1)).strftime("%Y-%m-%d")