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Description
I am using the new version of the package, after some time and have problems with tsfresh features set.
I have converted a data into the tibble format.
symbol date close
<char> <POSc> <num>
1: SPY 2004-01-02 10:00:00 112.11
2: SPY 2004-01-02 11:00:00 111.90
3: SPY 2004-01-02 12:00:00 111.77
4: SPY 2004-01-02 13:00:00 111.70
5: SPY 2004-01-02 14:00:00 110.93
---
31305: SPY 2021-10-20 12:00:00 452.50
31306: SPY 2021-10-20 13:00:00 451.80
31307: SPY 2021-10-20 14:00:00 452.23
31308: SPY 2021-10-20 15:00:00 452.40
31309: SPY 2021-10-20 16:00:00 452.00
When calling the function
theft::calculate_features(
tsibble::as_tsibble(x_, key = "symbol", index = "date"),
feature_set = params
)
where params i tsfresh, I get an error
Running computations for tsfresh...
Feature Extraction: 0%| | 0/1 [00:00<?, ?it/s]
Error in py_call_impl(callable, call_args$unnamed, call_args$named) :
numpy._core._exceptions._UFuncBinaryResolutionError: ufunc 'add' cannot use operands with types dtype('<M8[ns]') and dtype('<M8[ns]')
Run `reticulate::py_last_error()` for details.
I tried to coinvert datetime to date, just to check if it will work
> tsibble::as_tsibble(x_, key = "symbol", index = "date")
# A tsibble: 4,482 x 3 [1D]
# Key: symbol [1]
symbol date value
<chr> <date> <dbl>
1 SPY 2004-01-02 112.
2 SPY 2004-01-05 112.
3 SPY 2004-01-06 112.
4 SPY 2004-01-07 112.
5 SPY 2004-01-08 113.
6 SPY 2004-01-09 113.
7 SPY 2004-01-12 113.
8 SPY 2004-01-13 113.
9 SPY 2004-01-14 113.
But than I get an error
Running computations for tsfresh...
Feature Extraction: 0%| | 0/1 [00:00<?, ?it/s]
Error in py_call_impl(callable, call_args$unnamed, call_args$named) :
TypeError: unsupported operand type(s) for +: 'datetime.date' and 'datetime.date'
Run `reticulate::py_last_error()` for details.
I have installed the latest versoins of all packages (R and py)
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