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quandl data level type mismatch in panama_price() function #33

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wyd1582 opened this issue Aug 28, 2021 · 3 comments
Open

quandl data level type mismatch in panama_price() function #33

wyd1582 opened this issue Aug 28, 2021 · 3 comments

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@wyd1582
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wyd1582 commented Aug 28, 2021

Hi I got this error in running for corn price panama_pricec() fuction:

'
TypeError: Level type mismatch: 199312
'

Could i please get some help, whether this is related to the data level is only monthly frequency? is there any place i could change the config frequency for price regression functions? thanks :)

@chrism2671
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You'll have to debug this yourself I'm afraid, but here's some background:

  • The "panama" prices are a synthetic price series made from stitching together consecutive contracts. The data is daily, but contracts can be monthly, quarterly or annual.
  • The purpose of it is to eliminate the discontinuities in price that occur from contract-to-contract, allowing you to calculate trends on data going back further than one contract.

@wyd1582
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wyd1582 commented Aug 29, 2021

i see thanks a lot on the background chirsm! btw if the download always stuck at some point like 'us2' instrument. what is the best practice, like stop the download and restart? thanks in advance

@chrism2671
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The download is based on Quandl datasets, which may have changed since this was written. I would just debug the bit that does the downloading and check to see if it still sees everything in the right place. If it's one instrument, you can always disable that instrument and see if the rest download OK.

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