Merge pull request #121 from nkaz001/revert-120-master

Revert "Feat: Update convert function in tardis.py to handle .parquet files"
nkaz001 · Aug 12, 2024 · 28764f3 · 28764f3
2 parents 1734cda + e9c1796
commit 28764f3
Showing 1 changed file with 1 addition and 6 deletions.
diff --git a/py-hftbacktest/hftbacktest/data/utils/tardis.py b/py-hftbacktest/hftbacktest/data/utils/tardis.py
@@ -81,12 +81,7 @@ def convert(
 
     for file in input_files:
         print('Reading %s' % file)
-        if file.endswith('.csv'):
-            df = pl.read_csv(file)
-        elif file.endswith('.parquet'):
-            df = pl.read_parquet(file, pyarrow_options={'use_threads': True})
-        else:
-            raise ValueError('Unsupported file format: %s' % file)
+        df = pl.read_csv(file)
         if df.columns == trade_cols:
             arr = (
                 df.with_columns(