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WP46: panel reader always loads timestamp_utc

Simon-Pierre Boucher committed 6 h ago (Nov 9, 2026) parent fc047c2 Browse files

1 changed file +1 −0

modified src/wp46/preprocessing/panel.py +1 −0

		`@@ -35,6 +35,7 @@ def _read_cache(dataset_id: str, symbol: str, cols: list[str]) -> pd.DataFrame:`
35	35	files = sorted(glob.glob(str(cache_root() / "bars" / dataset_id / symbol / "*.parquet")))
36	36	if not files:
37	37	raise FileNotFoundError(f"no cached bars for {dataset_id}/{symbol}")
	38	+ cols = list(dict.fromkeys(["timestamp_utc"] + cols))
38	39	df = pd.concat([pq.read_table(f, columns=cols).to_pandas() for f in files], ignore_index=True)
39	40	df["timestamp_utc"] = pd.to_datetime(df["timestamp_utc"], utc=True)
40	41	df = df.drop_duplicates("timestamp_utc").sort_values("timestamp_utc").reset_index(drop=True)
41	42