Update processor_yahoofinance.py (#1299)

Fix Multi-Level Column Names in DataFrame Downloaded using processor_yahoofinance.py
AI4Finance-Foundation · Dec 13, 2024 · df93fa4 · df93fa4
1 parent 083192a
commit df93fa4
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/finrl/meta/data_processors/processor_yahoofinance.py b/finrl/meta/data_processors/processor_yahoofinance.py
@@ -110,6 +110,9 @@ def download_data(
                     interval=self.time_interval,
                     proxy=proxy,
                 )
+                if temp_df.columns.nlevels != 1:
+                    temp_df.columns = temp_df.columns.droplevel(1)
+
                 temp_df["tic"] = tic
                 data_df = pd.concat([data_df, temp_df])
                 current_tic_start_date += delta