为何pandas-market-calendars报错ValueError：values dtype需为datetime64[ns]

问题描述 #

我严格按照pandas-market-calendars官方示例运行代码：

import pandas_market_calendars as mcal

# 创建日历
nyse = mcal.get_calendar('NYSE')

# 显示可用日历
print(mcal.get_calendar_names())

early = nyse.schedule(start_date='2012-07-01', end_date='2012-07-10')
print(early)

本该输出NYSE交易时间表，却报错：

ValueError: The dtype of 'values' is incorrect. Must be 'datetime64[ns]'. Got object instead.

完整报错回溯：

Traceback (most recent call last):
  File "D:/Strawberry/Strawberry_Omega/tests/pandas_mkt_clndr_test.py", line 9, in <module>
    early = nyse.schedule(start_date='2012-07-01', end_date='2012-07-10')
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas_market_calendars\market_calendar.py", line 632, in schedule
    adjusted = schedule.loc[_close_adj].apply(
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\frame.py", line 7547, in apply
    return op.get_result()
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\apply.py", line 180, in get_result
    return self.apply_standard()
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\apply.py", line 255, in apply_standard
    results, res_index = self.apply_series_generator()
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\apply.py", line 284, in apply_series_generator
    results[i] = self.f(v)
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas_market_calendars\market_calendar.py", line 633, in <lambda>
    lambda x: x.where(x.le(x["market_close"]), x["market_close"]), axis= 1)
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\generic.py", line 9001, in where
    return self._where(
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\generic.py", line 8741, in _where
    cond, _ = cond.align(self, join="right", broadcast_axis=1)
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\series.py", line 4274, in align
    return super().align(
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\generic.py", line 8556, in align
    return self._align_series(
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\generic.py", line 8664, in _align_series
    right = other._reindex_indexer(join_index, ridx, copy)
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\series.py", line 4241, in _reindex_indexer
    return self.copy()
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\generic.py", line 5660, in copy
    data = self._mgr.copy(deep=deep)
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\internals\managers.py", line 802, in copy
    res = self.apply("copy", deep=deep)
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\internals\managers.py", line 406, in apply
    applied = getattr(b, f)(**kwargs)
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\internals\blocks.py", line 679, in copy
    return self.make_block_same_class(values, ndim=self.ndim)
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\internals\blocks.py", line 261, in make_block_same_class
    return type(self)(values, placement=placement, ndim=ndim)
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\internals\blocks.py", line 1544, in __init__
    values = self._maybe_coerce_values(values)
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\internals\blocks.py", line 2170, in _maybe_coerce_values
    values = self._holder(values)
  File "C:\Users\Wes\AppData\Local\Programs\Python\Python38\lib\site-packages\pandas\core\arrays\datetimes.py", line 254, in __init__
    raise ValueError(
ValueError: The dtype of 'values' is incorrect. Must be 'datetime64[ns]'. Got object instead.

我输入的日期格式和示例完全一致，其他人运行没问题，请问这是哪里出问题了？

解决方法 #

这个错误不是你输入的日期格式问题，而是pandas-market-calendars和你当前安装的pandas版本不兼容导致的。从报错栈看，你用的是Python3.8 + pandas旧版本，而pandas-market-calendars的新版本在处理datetime类型时依赖更高版本的pandas特性。

你可以通过以下几种方式解决：

1. 升级pandas版本：
   执行命令：

   pip install --upgrade pandas
   

   建议升级到1.3.x及以上版本，确保和pandas-market-calendars兼容。
2. 降级pandas-market-calendars到兼容版本：
   如果不想升级pandas，可以安装旧版本的库，比如：

   pip install pandas-market-calendars==3.3
   

   这个版本对旧pandas的兼容性更好。
3. 临时 workaround：手动转换日期类型：
   把日期字符串手动转为pandas的datetime对象再传入，也能绕过这个问题：

   import pandas as pd
   import pandas_market_calendars as mcal
   
   nyse = mcal.get_calendar('NYSE')
   print(mcal.get_calendar_names())
   
   # 手动转为datetime类型
   start = pd.to_datetime('2012-07-01')
   end = pd.to_datetime('2012-07-10')
   early = nyse.schedule(start_date=start, end_date=end)
   print(early)
   

内容的提问来源于stack exchange，提问作者wdsky