Comments (1)
bastulli
commented on June 25, 2024
1
You need to drop any duplicates in your DataFrame's index. For example, after I generated volume bars, i need to check if there are any duplicates in my index. I found this to be an issue when working with raw trade data. I do not have this issue with re-sampled closed bars in the 1min or above.
temp = len(v_bar_df) v_bar_df = v_bar_df[~v_bar_df.index.duplicated(keep='first')] print('Duplicates Droped from volumebars | '+str(len(v_bar_df)-temp))
from adv_fin_ml_exercises.
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from adv_fin_ml_exercises.