caching data bug in month or week frequence
frankygtd opened this issue · comments
I just read the code in class DataSource.
it will concatenate cached data and uncached data by "df = pd.concat((cached_df, df))".
then there will be a bug when frequency is month or week.
here are some example data.
weekly data before 2024-01-05 is cached.
monthly data before 2024-01-05 is cached.
three cached points: 2024-01-05, 2024-01-16, 2024-01-19
raw data is correct.
please help to check it, thanks
Thank you @frankygtd. Can you provide sample code to reproduce this? Monthly caching is no longer supported as of v1.1.30.
if so, I will close caching option for monthly data. Thanks