FinRL RL Trading

WHENWhen implementing data download for market data acquisition

ACTIONNormalize column names to FinRL standard: date/timestamp, tic, open, high, low, close, volume

CONSEQUENCEDownstream stages (feature engineering, environment simulation) expect specific column names and will fail or produce incorrect results if columns are named differently across data sources

WHENWhen implementing data download for US equity markets

ACTIONHandle timezone as America/New_York (NYSE timezone) for each timestamp operations

CONSEQUENCETimestamp misalignment with NYSE trading hours causes incorrect alignment of price data with trading sessions, corrupting backtest results

WHENWhen downloading 1-minute interval data via yfinance API

ACTIONDownload data day-by-day in a loop due to yfinance 7-day calendar limit for intraday data

CONSEQUENCERequesting more than 7 calendar days of 1-minute data returns incomplete data or empty DataFrames, causing gaps in the training dataset