Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Resolve issues while running Automatic update of daily frequency data (from yahoo finance) for US region #1358

Merged
merged 10 commits into from
Dec 5, 2022
Merged

Resolve issues while running Automatic update of daily frequency data (from yahoo finance) for US region #1358

Show file tree
Hide file tree
Changes from 4 commits
Commits
Show all changes
10 commits
Select commit Hold shift + click to select a range
b2a76df
Update YahooNormalizeUS1dExtend(#1196)
HyeongminMoon Nov 15, 2022
a9cb66b
Prevent pandas read_csv errors while running update_data_to_bin for U…
HyeongminMoon Nov 15, 2022
0be6b99
Fix parse_index error while running update_data_to_bin for US region
HyeongminMoon Nov 15, 2022
fec31d6
Merge branch 'microsoft:main' into main
HyeongminMoon Nov 28, 2022
6fe818d
Merge branch 'microsoft:main' into main
HyeongminMoon Dec 1, 2022
04cfbc5
prevent pandas.read_csv error on specific symbol names
HyeongminMoon Dec 1, 2022
4380271
Reordering parameters for better rendering
HyeongminMoon Dec 1, 2022
749c2a0
removes prefix during feature_dir existence checking
HyeongminMoon Dec 1, 2022
50d83bb
add explanation comments
HyeongminMoon Dec 5, 2022
53ad2ff
Merge branch 'microsoft:main' into main
HyeongminMoon Dec 5, 2022
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
25 changes: 24 additions & 1 deletion scripts/data_collector/base.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -289,7 +289,30 @@ def __init__(

def _executor(self, file_path: Path):
file_path = Path(file_path)
df = pd.read_csv(file_path)
df = pd.read_csv(
file_path,
dtype={self._symbol_field_name: str},
keep_default_na=False,
HyeongminMoon marked this conversation as resolved.
Show resolved Hide resolved
na_values=[
"",
"#N/A",
"#N/A N/A",
"#NA",
"-1.#IND",
"-1.#QNAN",
"-NaN",
"-nan",
"1.#IND",
"1.#QNAN",
"<NA>",
"N/A",
"NULL",
"NaN",
"n/a",
"nan",
"null",
],
)
df = self._normalize_obj.normalize(df)
if df is not None and not df.empty:
if self._end_date is not None:
Expand Down
6 changes: 5 additions & 1 deletion scripts/data_collector/yahoo/collector.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -817,6 +817,10 @@ class YahooNormalizeUS1d(YahooNormalizeUS, YahooNormalize1d):
pass


class YahooNormalizeUS1dExtend(YahooNormalizeUS, YahooNormalize1dExtend):
pass


class YahooNormalizeUS1min(YahooNormalizeUS, YahooNormalize1minOffline):
CALC_PAUSED_NUM = False

Expand Down Expand Up @@ -1196,7 +1200,7 @@ def update_data_to_bin(
importlib.import_module(f"data_collector.{_region}_index.collector"), "get_instruments"
)
for _index in index_list:
get_instruments(str(qlib_data_1d_dir), _index)
get_instruments(str(qlib_data_1d_dir), _index, market_index=f"{_region}_index")


if __name__ == "__main__":
Expand Down