Here's the dataframe:
0. 1514764800000
1. 1514765100000
2. 1514765400000
3. 1514765700000
4. 1514766000000
...
105286. 1577835300000
105287. 1577835600000
105288. 1577835900000
105289. 1577836200000
105290. 1577836500000
Name: Open Time, Length: 232102, dtype: object
And the error I'm getting is:
---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
pandas/_libs/tslib.pyx in pandas._libs.tslib.array_with_unit_to_datetime()
ValueError: could not convert string to float: 'Open Time'
During handling of the above exception, another exception occurred:
ValueError Traceback (most recent call last)
<ipython-input-16-e715d250d2ce> in <module>()
17
18 print("Loading : ")
---> 19 btc_data = load_data(['2018', '2019'], 'BTCUSDT', continuous_columns, '5m')
20 btc_test_data = load_data(['2020'], 'BTCUSDT', continuous_columns, interval = '5m')
/content/Temporal-Fusion-Transformer/data.py in load_data(year, symbol, con_cols, interval, normalise)
31 print("done")
32 #convert timestamp into month and day numbers
---> 33 data_['Hour'] = pd.to_datetime(data_["Open Time"],origin='unix', unit='ms').apply(lambda x: x.hour)
34 data_['Day'] = pd.to_datetime(data_["Open Time"],origin='unix', unit='ms').apply(lambda x: x.day - 1)
35 data_['Month'] = pd.to_datetime(data_["Open Time"],origin='unix', unit='ms').apply(lambda x: x.month - 1)
/usr/local/lib/python3.7/dist-packages/pandas/core/tools/datetimes.py in to_datetime(arg, errors, dayfirst, yearfirst, utc, format, exact, unit, infer_datetime_format, origin, cache)
801 result = arg.map(cache_array)
802 else:
--> 803 values = convert_listlike(arg._values, format)
804 result = arg._constructor(values, index=arg.index, name=arg.name)
805 elif isinstance(arg, (ABCDataFrame, abc.MutableMapping)):
/usr/local/lib/python3.7/dist-packages/pandas/core/tools/datetimes.py in _convert_listlike_datetimes(arg, format, name, tz, unit, errors, infer_datetime_format, dayfirst, yearfirst, exact)
338
339 result, tz_parsed = tslib.array_with_unit_to_datetime(
--> 340 arg, unit, errors=errors
341 )
342
pandas/_libs/tslib.pyx in pandas._libs.tslib.array_with_unit_to_datetime()
ValueError: non convertible value Open Time with the unit 'ms'