fix issue 1729

scripts/data_collector/cn_index/collector.py

@@ -396,14 +396,7 @@ class CSI500Index(CSIIndex):
         today = pd.Timestamp.now()
         date_range = pd.DataFrame(pd.date_range(start="2007-01-15", end=today, freq="7D"))[0].dt.date
         ret_list = []
-        col = ["date", "symbol", "code_name"]
         for date in tqdm(date_range, desc="Download CSI500"):
-            rs = bs.query_zz500_stocks(date=str(date))
-            zz500_stocks = []
-            while (rs.error_code == "0") & rs.next():
-                zz500_stocks.append(rs.get_row_data())
-            result = pd.DataFrame(zz500_stocks, columns=col)
-            result["symbol"] = result["symbol"].apply(lambda x: x.replace(".", "").upper())
             result = self.get_data_from_baostock(date)
             ret_list.append(result[["date", "symbol"]])
         bs.logout()
@@ -465,4 +458,5 @@ class CSI500Index(CSIIndex):
 
 
 if __name__ == "__main__":
-    fire.Fire(get_instruments)
+    # fire.Fire(get_instruments)
+    get_instruments(index_name="CSI500", qlib_dir="C:/Users/v-lvlinlang/Desktop/20230914175824_qlib_data_cn_1d_latest", method="parse_instruments")

setup.py

@@ -82,7 +82,7 @@ REQUIRED = [
     "dill",
     "dataclasses;python_version<'3.7'",
     "filelock",
-    "jinja2<3.1.0",  # for passing the readthedocs workflow.
+    "jinja2",  # for passing the readthedocs workflow.
     "gym",
     # Installing the latest version of protobuf for python versions below 3.8 will cause unit tests to fail.
     "protobuf<=3.20.1;python_version<='3.8'",