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The _resample method in
AlpacaStore.get_aggs_from_alpaca
was crashing on an empty DataFrame and also was using._raw
on theEntityList
response which looks like it doesn't guarantee setting of thetimestamp
column as a DateTimeIndex. Both of these conditions would causeTypeError: Index must be DatetimeIndex
to be raised on backfill.I also added some debug logging that is helpful in diagnosing these issues. The project has no real tests so logging is at least useful to do some basic debugging.