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I'm encountering an issue while downloading historical stock data using the vnpy_pwb integration with Hugging Face datasets.
The specific error is:
An unknown exception occurred: Loading a dataset cached in a LocalFileSystem is not supported.
This error occurs when trying to download datasets like Stocks-Daily-Price using the PWBDatafeed module in VeighNa. The dataset URL seems to be cached locally, and the system is unable to load it from the cache. Here are the relevant log entries:
17:30:04 Start downloading historical data
17:30:05 An unknown exception occurred: Loading a dataset cached in a LocalFileSystem is not supported.
I was able to resolve the issue with the "Loading a dataset cached in a LocalFileSystem is not supported" error by upgrading the datasets library. It seems there was a breaking change in fsspec, which Hugging Face datasets relies on.
If anyone else encounters this problem, simply upgrading the datasets package should fix it:
pip install --upgrade datasets
After upgrading, the historical stock data download worked correctly, and the integration with the PWBDatafeed module in VeighNa is now functioning as expected. Thank you!
This follow-up provides a solution for anyone experiencing the same issue in the future!

