I have not seen sweet potatoes at Carrefour, Walmart, or the couple of veggie markets I have been to but I see street food vendors selling roasted sweet potatoes all the time. So does anyone know where you can buy them?

Try the large market that is off of 西昌路, by the river/canal.

Walmart and Carrefour are the last places to look for vegetables and fruits. They sell nasty market rejects and call it fresh.
I saw a street vendor selling them on Renmin Donglu today. Very few inside the bag though. Probably 5 or 6.

I used to think that too about Walmart and C4. They do have beautiful piles of fresh clean not disformed vegetables for sale, but only really freaking early in the morning, because a swarm of old people tear thru and leave only rejects for everyone else by 9am.

However, sweet potatoes they do not seem to have. Many wet markets don't seem to carry them either. I think Yunnan people use pumpkin a lot when they need an orange vegetable. Every now and then one of the vendors outside the markets that sells off the ground might have a bunch or basket of sweet potatoes.

I saw them yesterday on the outer strip of the market near green lake.

Sweet potatoes seem to be semi-seasonal, a few months ago there were a lot about. It may have something to do with getting them out of the ground in the rainy season.
They still have sweet potatoes in both my local wet markets, but they appear to be a different cultivar, and are more twisted and gnarly than the ones on sale a while back.