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fix issue 1729

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Linlang Lv (iSoftStone Information)
2024-04-10 13:58:35 +08:00
parent 1bb8f2fa23
commit 0e8571415c
2 changed files with 3 additions and 9 deletions
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10
scripts/data_collector/cn_index/collector.py
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@@ -396,14 +396,7 @@ class CSI500Index(CSIIndex):
today = pd.Timestamp.now() today = pd.Timestamp.now()
date_range = pd.DataFrame(pd.date_range(start="2007-01-15", end=today, freq="7D"))[0].dt.date date_range = pd.DataFrame(pd.date_range(start="2007-01-15", end=today, freq="7D"))[0].dt.date
ret_list = [] ret_list = []
col = ["date", "symbol", "code_name"]
for date in tqdm(date_range, desc="Download CSI500"): 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) result = self.get_data_from_baostock(date)
ret_list.append(result[["date", "symbol"]]) ret_list.append(result[["date", "symbol"]])
bs.logout() bs.logout()
@@ -465,4 +458,5 @@ class CSI500Index(CSIIndex):
if __name__ == "__main__": 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")

2
setup.py
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@@ -82,7 +82,7 @@ REQUIRED = [
"dill", "dill",
"dataclasses;python_version<'3.7'", "dataclasses;python_version<'3.7'",
"filelock", "filelock",
"jinja2<3.1.0", # for passing the readthedocs workflow. "jinja2", # for passing the readthedocs workflow.
"gym", "gym",
# Installing the latest version of protobuf for python versions below 3.8 will cause unit tests to fail. # 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'", "protobuf<=3.20.1;python_version<='3.8'",