Merge pull request #513 from 2796gaurav/main

MVP for Indian Stocks in qlib using yahooquery

scripts/data_collector/yahoo/collector.py

@@ -34,6 +34,7 @@ from data_collector.utils import (
     get_calendar_list,
     get_hs_stock_symbols,
     get_us_stock_symbols,
+    get_in_stock_symbols,
     generate_minutes_calendar_from_daily,
 )
 
@@ -279,6 +280,32 @@ class YahooCollectorUS1min(YahooCollectorUS):
     pass
 
 
+class YahooCollectorIN(YahooCollector, ABC):
+    def get_instrument_list(self):
+        logger.info("get INDIA stock symbols......")
+        symbols = get_in_stock_symbols()
+        logger.info(f"get {len(symbols)} symbols.")
+        return symbols
+
+    def download_index_data(self):
+        pass
+
+    def normalize_symbol(self, symbol):
+        return code_to_fname(symbol).upper()
+
+    @property
+    def _timezone(self):
+        return "Asia/Kolkata"
+
+
+class YahooCollectorIN1d(YahooCollectorIN):
+    pass
+
+
+class YahooCollectorIN1min(YahooCollectorIN):
+    pass
+
+
 class YahooNormalize(BaseNormalize):
     COLUMNS = ["open", "close", "high", "low", "volume"]
     DAILY_FORMAT = "%Y-%m-%d"
@@ -738,6 +765,29 @@ class YahooNormalizeUS1min(YahooNormalizeUS, YahooNormalize1minOffline):
         return fname_to_code(symbol)
 
 
+class YahooNormalizeIN:
+    def _get_calendar_list(self) -> Iterable[pd.Timestamp]:
+        return get_calendar_list("IN_ALL")
+
+
+class YahooNormalizeIN1d(YahooNormalizeIN, YahooNormalize1d):
+    pass
+
+
+class YahooNormalizeIN1min(YahooNormalizeIN, YahooNormalize1minOffline):
+    CALC_PAUSED_NUM = False
+
+    def _get_calendar_list(self) -> Iterable[pd.Timestamp]:
+        # TODO: support 1min
+        raise ValueError("Does not support 1min")
+
+    def _get_1d_calendar_list(self):
+        return get_calendar_list("IN_ALL")
+
+    def symbol_to_yahoo(self, symbol):
+        return fname_to_code(symbol)
+
+
 class YahooNormalizeCN:
     def _get_calendar_list(self) -> Iterable[pd.Timestamp]:
         # TODO: from MSN