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[BUG] Fix invalid data loading in csvdir bundle #2223

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[BUG] Fix invalid data loading in csvdir bundle #2223

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a4bce2f
[BUG] Fix invalid data loading in csvdir bundle
Jun 26, 2018
4bfd4cd
Update csvdir.py
ASzot Jul 9, 2018
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9 changes: 6 additions & 3 deletions zipline/data/bundles/csvdir.py
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Original file line number Diff line number Diff line change
Expand Up @@ -175,10 +175,13 @@ def _pricing_iter(csvdir, symbols, metadata, divs_splits, show_progress):
for sid, symbol in enumerate(it):
logger.debug('%s: sid %s' % (symbol, sid))

fname = symbol + '.csv'
try:
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.

parse_dates=[0],
infer_datetime_format=False,
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Why wouldn't we want to infer the datetime format?

index_col=0).sort_index()
except OSError:
raise ValueError("%s.csv file is not in %s" % (symbol, csvdir))

dfr = read_csv(os.path.join(csvdir, fname),
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