hub.fin_signals - cannot handle a non-unique multi-index! error

[freekeys]

Bug Report

Description

When I try to run the hub.fin_signals function I get the error below. This has suddenly started today. The same code worked fine yesterday.

System Details

--- USING GOOGLE COLAB

• Python version
• Simfin version
• Other relevant package versions
• Operation System and version
• Computer's CPU, RAM-size, free HD space, etc.
• Other relevant system information

Code Example

Please write a minimal source-code example that reproduces the problem.
You can indent the code-block to get proper code-formatting, for example:

!pip install simfin

%matplotlib inline
import pandas as pd
import numpy as np
import seaborn as sns
import matplotlib.pyplot as plt
from scipy.optimize import differential_evolution
from datetime import datetime, timedelta
import os

# Import the main functionality from the SimFin Python API.
import simfin as sf

# Import names used for easy access to SimFin's data-columns.
from simfin.names import *

# CONFIG
sf.set_data_dir('~/simfin_data/')
sf.set_api_key(api_key='XXXXXX')
sns.set_style("whitegrid")

# HUB CREATION
# We are interested in the US stock-market.
market = 'us'
# Add this date-offset to the fundamental data such as
# Income Statements etc., because the REPORT_DATE is not
# when it was actually made available to the public,
# which can be 1, 2 or even 3 months after the Report Date.
offset = pd.DateOffset(days=60)
# Refresh the fundamental datasets (Income Statements etc.)
# every 30 days.
refresh_days = 30
# Refresh the dataset with shareprices every 1 days.
refresh_days_shareprices = 1
hub = sf.StockHub(market=market, offset=offset, refresh_days=refresh_days, refresh_days_shareprices=refresh_days_shareprices)
    
# LOAD DATASETS
# Fundamental signals: Current ratio, ROA, ROE
df_fin_signals = hub.fin_signals(variant='daily')

Result / Error

Dataset "us-income-ttm" not on disk.
- Downloading ... 100.0%
- Extracting zip-file ... Done!
- Loading from disk ... Done!
Dataset "us-balance-ttm" not on disk.
- Downloading ... 100.0%
- Extracting zip-file ... Done!
- Loading from disk ... Done!
Dataset "us-cashflow-ttm" not on disk.
- Downloading ... 100.0%
- Extracting zip-file ... Done!
- Loading from disk ... Done!
Dataset "us-shareprices-daily" not on disk.
- Downloading ... 100.0%
- Extracting zip-file ... Done!
- Loading from disk ... Done!
Cache-file 'fin_signals-2a38bb7d.pickle' not on disk.
- Running function fin_signals() ... 
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-4-d3b3a780f45f> in <module>()
     21 # LOAD DATASETS
     22 # Fundamental signals: Current ratio, ROA, ROE
---> 23 df_fin_signals = hub.fin_signals(variant='daily')

5 frames
/usr/local/lib/python3.7/dist-packages/pandas/core/indexes/multi.py in reindex(self, target, method, level, limit, tolerance)
   2317                     )
   2318                 else:
-> 2319                     raise ValueError("cannot handle a non-unique multi-index!")
   2320 
   2321         if not isinstance(target, MultiIndex):

ValueError: cannot handle a non-unique multi-index!

[Thomas Flassbeck]

Thanks for reporting this. It looks like there was a problem in the database for a company that was updated yesterday leading to duplicated values in the TTM files, it's fixed now. The bulk files are being updated now and then it should work again.

[freekeys]

Thank you for the speedy fix!