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H5 Minute Reader Bug in Python 3 #2680
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etc/requirements_locked.txt
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@@ -35,7 +35,7 @@ flask-cors==2.1.3 | |||
flask==1.1.1 # via flask-cors | |||
funcsigs==1.0.2 # via mock, python-interface | |||
futures==3.2.0 # via tornado | |||
h5py==2.7.1 | |||
h5py==2.10.0 |
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This update was necessary to read the file's attr in the tests...2.7.1
was failing with a strange numpy c error.
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zipline/data/minute_bars.py
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# Our current version of h5py is unable to read the tz attr in the | ||
# tests as it was written by HDFStore. This is fixed in version | ||
# 2.10.0 of h5py, but that requires >=Python3.7, so until then we |
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I think 2.10 only requires python 3.7 on conda.
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@dmichalowicz the logic here looks good to me. The only comment I had was that your comment currently says that we need python 3.7 to use the newer version of h5py. I don't think that's actually true in general, that's just for conda-based installs.
Right, thanks, I'll fix and then merge. |
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If an equities or futures update file was written in python 2 but read in python 3,
pandas.read_hdf
would error trying to read the tz attr in the file.