cuemacro/finmarketpy

AttributeError: 'DataConstants' object has no attribute 'base_depos_tenor'

Opened this issue · 4 comments

Hi Saeed,

Cuemacro is a brilliant suite of libraries. Thanks for your efforts.

I was trying out an example in (finmarketpy_examples) where I received this error:

base_depos_tenor=data_constants.base_depos_tenor,
AttributeError: 'DataConstants' object has no attribute 'base_depos_tenor'

Any idea why I am receiving this error?

Thanks again,
Abhi

Hi Abhi, I suspect you are using an old version of findatapy. If you do:

pip uninstall findatapy

And then pip install the latest version from GitHub, hopefully it should work (DataConstants now has that attribute):

pip install git+https://github.com/cuemacro/findatapy.git

Regards Saeed

Thanks Saeed for the prompt response. that seems to have resolved. I am now receiving below error:

Couldn't push MarketDataRequest_690__abstract_curve_key-None__base_depos_currencies-USD_BRL__base_depos_tenor-ON_TN_SN_1W_2W_3W_1M_2M_3M_4M_6M_9M_1Y_2Y_3Y_5Y__category-fx-forwards-market__category_key-backtest_fx-forwards-market_bloomberg_daily_NYC__cut-NYC__data_source-bloomberg__environment-backtest__expiry_date-NaT__fields-close__finish_date-2007-06-01 00:00:00__freq-daily__freq_mult-1__fx_forwards_tenor-1W_1M_2M_3M__fx_vol_part-V_25R_10R_25B_10B__fx_vol_tenor-ON_1W_2W_3W_1M_2M_3M_4M_6M_9M_1Y_2Y_3Y_5Y__gran_freq-None__list_threads-1__push_to_cache-True__resample-None__resample_how-last__split_request_chunks-0__start_date-2007-01-02 00:00:00__tickers-USDBRL__trade_side-trade__vendor_fields-None__vendor_tickers-None_df to Redis: Error 10061 connecting to 127.0.0.1:6379. No connection could be made because the target machine actively refused it.

push_to_cache=False fixes this error.

fx_forwards_curve.construct_total_return_index is throwing exceptions:

Non-vectorized DateOffset being applied to Series or DatetimeIndex

would you recommend any specific version of pandas?