VivekPa/AIAlpha

CSV not found error?

RioChan opened this issue · 8 comments

Hi Champs:

I'm in the last miles to get it done.
May you guide me how to solve the CSV not found error?
Thanks.

BR Rio

rio@ubuntu:/opt/tensorflow/tensorflow/models/research$ python3 AIAlpha/run.py
Using TensorFlow backend.
Traceback (most recent call last):
File "AIAlpha/run.py", line 8, in
dataset, average, std = nnmodel(500, 0.01, 0.01)
File "/opt/tensorflow/tensorflow/models/research/AIAlpha/model_20_encoded.py", line 13, in nnmodel
train_data = np.array(pd.read_csv("60_return_forex/encoded_return_train_data.csv", index_col=0))
File "/usr/local/lib/python3.6/dist-packages/pandas/io/parsers.py", line 702, in parser_f
return _read(filepath_or_buffer, kwds)
File "/usr/local/lib/python3.6/dist-packages/pandas/io/parsers.py", line 429, in _read
parser = TextFileReader(filepath_or_buffer, **kwds)
File "/usr/local/lib/python3.6/dist-packages/pandas/io/parsers.py", line 895, in init
self._make_engine(self.engine)
File "/usr/local/lib/python3.6/dist-packages/pandas/io/parsers.py", line 1122, in _make_engine
self._engine = CParserWrapper(self.f, **self.options)
File "/usr/local/lib/python3.6/dist-packages/pandas/io/parsers.py", line 1853, in init
self._reader = parsers.TextReader(src, **kwds)
File "pandas/_libs/parsers.pyx", line 387, in pandas._libs.parsers.TextReader.cinit
File "pandas/_libs/parsers.pyx", line 705, in pandas._libs.parsers.TextReader._setup_parser_source
FileNotFoundError: [Errno 2] File b'60_return_forex/encoded_return_train_data.csv' does not exist: b'60_return_forex/encoded_return_train_data.csv'
rio@ubuntu:/opt/tensorflow/tensorflow/models/research$ find . -name "*data.csv"
./AIAlpha/60_return_forex/encoded_return_train_data.csv
./AIAlpha/60_return_forex/return_train_data.csv
./AIAlpha/60_return_forex/return_test_data.csv
./AIAlpha/60_return_forex/encoded_return_test_data.csv
./AIAlpha/features/autoencoded_corrected_data.csv
./AIAlpha/features/autoencoded_data.csv
./AIAlpha/features/autoencoded_train_data.csv
./AIAlpha/features/autoencoded_test_data.csv
./AIAlpha/preprocessing/test_data.csv
./AIAlpha/data_folder/train_data.csv
./AIAlpha/data_folder/training_data.csv
rio@ubuntu:/opt/tensorflow/tensorflow/models/research$

I believe there is code missing as there is no script to generate the files found in the forex_y and 60_return_forex.

@VivekPa
Some of the code appears to be is missing...

So the data folder is completely missing now?

Hi, yes the data sets were too large to push to github, but the data used was free sample tick data from Tick Data LLC. I don’t know if they still have it on their website though. I can upload a small section of the data if that would help?

@VivekPa thanks for getting back to us. That would be great, yes! Even if you could upload the trimmed down versions of the files, it'd be a great help because then we can just run the quickstart without doing any more work.
We can also figure out the schema easily, should we decide to plug in our own data and then of course gradually dive into the code. Otherwise, we have to go straight to the code to figure things out...

Hi, I have uploaded a trimmed version of the data with 1 million rows to play around.

@VivekPa first of all thanks a lot for uploading the data. I now tried again to run the Quickstart (based on your README) and still got issues because it's looking for a file that doesn't exist.
sample_data/processed_data/price_bars/dollar_bars.csv
I guess that the file you uploaded helps but not fully because we still have to sift through all the code to figure out how to connect the dots. Could you please also update the project or the documentation in a way that we could just run it and produce some results? Then we'll take it from there...

Project is indeed lacking documentation. Also getting FileNotFoundError: [Errno 2] No such file or directory: 'data/processed_data/sample_data/processed_data/autoencoder_data/train_x.csv'