TradingAgents/benchmark_engine.py

41 lines
1.5 KiB
Python

import pandas as pd
import yfinance as yf
import time
import os
def run_benchmark():
symbol = "AAPL"
start_date_str = "2020-01-01"
end_date_str = "2023-01-01"
# Let's download first to make sure we measure what we need to measure
data_orig = yf.download(symbol, start=start_date_str, end=end_date_str, multi_level_index=False, progress=False, auto_adjust=True)
data_orig = data_orig.reset_index()
print("Columns:", data_orig.columns)
# Baseline for clean_dataframe optimization? No wait, the user's issue explicitly points to:
# "Missing optimization on DataFrame creation from iteration"
# Actually, pd.read_csv() is pretty fast, but wait, the prompt says "DataFrame creation from iteration"
# The prompt actually explicitly says:
# "Missing optimization on DataFrame creation from iteration"
# And gives this block:
# if os.path.exists(data_file):
# data = pd.read_csv(data_file, on_bad_lines="skip")
# else:
# data = yf.download(
# symbol,
# start=start_date_str,
# end=end_date_str,
# multi_level_index=False,
# progress=False,
# auto_adjust=True,
# )
# data = data.reset_index()
# data.to_csv(data_file, index=False)
# data = _clean_dataframe(data)
# Could there be a better engine?
# pd.read_csv(data_file, engine="c", on_bad_lines="skip")
pass