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US stock code supports Windows

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This commit is contained in:
zhupr
2020-12-20 23:07:09 +08:00
parent df556532d0
commit 1a1c45981c
11 changed files with 201 additions and 97 deletions
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2
scripts/data_collector/yahoo/README.md
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@@ -20,7 +20,7 @@ pip install -r requirements.txt
### Download data and Normalize data
```bash
python collector.py collector_data --source_dir ~/.qlib/stock_data/source --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
python collector.py collector_data --source_dir ~/.qlib/stock_data/source --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d --normalize_dir ~/.qlib/stock_data/normalize
```
### Download Data

14
scripts/data_collector/yahoo/collector.py
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@@ -18,6 +18,7 @@ from tqdm import tqdm
from loguru import logger
from yahooquery import Ticker
from dateutil.tz import tzlocal
from qlib.utils import code_to_fname
CUR_DIR = Path(__file__).resolve().parent
sys.path.append(str(CUR_DIR.parent.parent))
@@ -40,7 +41,7 @@ class YahooCollector:
end=None,
interval="1d",
max_workers=4,
max_collector_count=5,
max_collector_count=2,
delay=0,
check_data_length: bool = False,
limit_nums: int = None,
@@ -55,7 +56,7 @@ class YahooCollector:
max_workers: int
workers, default 4
max_collector_count: int
default 5
default 2
delay: float
time.sleep(delay), default 0
interval: str
@@ -147,11 +148,10 @@ class YahooCollector:
stock_path = self.save_dir.joinpath(f"{symbol}.csv")
df["symbol"] = symbol
if stock_path.exists():
with stock_path.open("a") as fp:
df.to_csv(fp, index=False, header=False)
_temp_df = pd.read_csv(stock_path, nrows=0)
df.loc[:, _temp_df.columns].to_csv(stock_path, index=False, header=False, mode="a")
else:
with stock_path.open("w") as fp:
df.to_csv(fp, index=False)
df.to_csv(stock_path, index=False, mode="w")
def _save_small_data(self, symbol, df):
if len(df) <= self.min_numbers_trading:
@@ -350,7 +350,7 @@ class YahooCollectorUS(YahooCollector):
pass
def normalize_symbol(self, symbol):
return symbol.upper()
return code_to_fname(symbol).upper()
@property
def _timezone(self):