ENH: TrueFX tick datareader #152
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| df = pd.DataFrame(data) | ||
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| #df = df[:100] # uncomment this - just for test |
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Uncomment this to have a short processing time.
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Processing is so long that it leads to Travis CI build error |
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Python 2.6 Travis build is failing. Others Python versions seems to be ok. Any idea why it's failing with 2.6 ? |
| df = pd.read_csv(zfile, names=['Symbol', 'Date', 'Bid', 'Ask']) | ||
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| df['Date'] = pd.to_datetime(df['Date'], format='%Y%m%d %H:%M:%S.%f') | ||
| df = df.set_index('Date') |
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Caution: Date columns have non unique values
df = df.set_index('Date', verify_integrity=True)
should raises error
we might make Date unique (adding a quantum of 1 microsecond or 1 nanosecond)
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Try to fix #153