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fix YahooNormalizeCN1minOffline bugs

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This commit is contained in:
zhupr
2021-06-08 22:23:05 +08:00
parent a845a2271b
commit 03eb0882de
2 changed files with 12 additions and 21 deletions
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10
scripts/data_collector/contrib/fill_cn_1min_data/fill_cn_1min_data.py
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@@ -28,10 +28,9 @@ def get_date_range(data_1min_dir: Path, max_workers: int = 16, date_field_name:
_dates = pd.to_datetime(_result[date_field_name])
_tmp_min = _dates.min()
min_date = min_date(min_date, _tmp_min) if min_date is not None else _tmp_min
min_date = min(min_date, _tmp_min) if min_date is not None else _tmp_min
_tmp_max = _dates.max()
max_date = min_date(max_date, _tmp_max) if max_date is not None else _tmp_max
max_date = max(max_date, _tmp_max) if max_date is not None else _tmp_max
p_bar.update()
return min_date, max_date
@@ -81,7 +80,7 @@ def fill_1min_using_1d(
tmp_df = pd.read_csv(list(data_1min_dir.glob("*.csv"))[0])
columns = tmp_df.columns
_si = tmp_df[symbol_field_name].first_valid_index()
is_lower = tmp_df.loc[tmp_df][symbol_field_name].islower()
is_lower = tmp_df.loc[_si][symbol_field_name].islower()
for symbol in tqdm(miss_symbols):
if is_lower:
symbol = symbol.lower()
@@ -89,8 +88,11 @@ def fill_1min_using_1d(
index_1min = generate_minutes_calendar_from_daily(index_1d)
index_1min.name = date_field_name
_df = pd.DataFrame(columns=columns, index=index_1min)
if date_field_name in _df.columns:
del _df[date_field_name]
_df.reset_index(inplace=True)
_df[symbol_field_name] = symbol
_df["paused_num"] = 0
_df.to_csv(data_1min_dir.joinpath(f"{symbol}.csv"), index=False)