Where should I place daily_pv.h5 file so that it can be found?

[lyenliang]

Hi, I just tried running rdagent fin_factor command.

This command always gives me FileNotFoundError: File daily_pv.h5 does not exist error.

I'm wondering where I should put this file?

I found that this file exists in RD-Agent/git_ignore_folder/factor_implementation_source_data/daily_pv.h5.

Why can't rdagent fin_factor detect this file automatically?

Here's the complete error message:

Role:user
Content: --------------Factor information:---------------
factor_name: Volume-Price Trend Factor
factor_description: This factor calculates the cumulative product of daily volume and the percentage change in closing price over a 20-day window. It aims to capture market momentum and investor sentiment by analyzing how changes in trading volume correlate with price movements.
factor_formulation: \text{Volume-Price Trend Factor}_{t} = \sum_{i=t-19}^{t} \left( V_{i} \times \frac{P_{i} - P_{i-1}}{P_{i-1}} \right)
variables: {'V_i': 'Trading volume on day i.', 'P_i': 'Closing price on day i.', 'P_{i-1}': 'Closing price on the previous day (i-1).'}
--------------Execution feedback:---------------
Traceback (most recent call last):
  File "/path/to/factor.py", line 23, in <module>
    main()
  File "/path/to/factor.py", line 16, in main
    df = pd.read_hdf('daily_pv.h5', key='data')
  File "/path/to/site-packages/pandas/io/pytables.py", line 424, in read_hdf
    raise FileNotFoundError(f"File {path_or_buf} does not exist")
FileNotFoundError: File daily_pv.h5 does not exist

Expected output file not found.

[lyenliang]

I've tried copying RD-Agent/git_ignore_folder/factor_implementation_source_data/daily_pv.h5 to RD-Agent/daily_pv.h5. Then I ran rdagent fin_factor under RD-Agent, but the problem still exists.

[lyenliang]

I found that factor.py is located under RD-Agent/git_ignore_folder/RD-Agent_workspace/1dbe60140382470691a25360af967948/, which looks like a dynamically generated folder. How can I create daily_pv.h5 in this folder?

[TPLin22]

Hi,
You can try copying it to RD-Agent/git_ignore_folder/factor_implementation_source_data_debug/daily_pv.h5 and see if the issue is resolved."

[lyenliang]

Hi, @TPLin22 thanks for you reply. I found that daily_pv.h5 already existed in RD-Agent/git_ignore_folder/factor_implementation_source_data_debug/ when I ran rdagent fin_factor command.

I mean I had 2 daily_pv.h5 files. One is in RD-Agent/git_ignore_folder/factor_implementation_source_data_debug/, the other is in RD-Agent/git_ignore_folder/factor_implementation_source_data/.

So having RD-Agent/git_ignore_folder/factor_implementation_source_data_debug/daily_pv.h5 does not solve the problem.

[superafu]

Hi, @TPLin22 thanks for you reply. I found that daily_pv.h5 already existed in RD-Agent/git_ignore_folder/factor_implementation_source_data_debug/ when I ran rdagent fin_factor command.

I mean I had 2 daily_pv.h5 files. One is in RD-Agent/git_ignore_folder/factor_implementation_source_data_debug/, the other is in RD-Agent/git_ignore_folder/factor_implementation_source_data/.

So having RD-Agent/git_ignore_folder/factor_implementation_source_data_debug/daily_pv.h5 does not solve the problem.

Hi where did you find the daily_pv.h5 file? I met the same problem and can't find the .h5 file.

[inevity]

not use your market file, just let the rdagent to download