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feat: data improve, support parquet (#1966)

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* refactor: relocate CLI modules to qlib.cli and update references

* refactor: introduce read_as_df and rename csv_path to data_path

* lint

* refactor: rename csv_path to data_path and use QSettings.provider_uri

* fix pylint error

* fix get_data command

* add comments to CI yaml

* update docs

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
This commit is contained in:
you-n-g
2025-08-07 15:04:37 +08:00
committed by GitHub
parent 78b77e302b
commit 1b426503fc
21 changed files with 105 additions and 62 deletions
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4
tests/test_dump_data.py
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@@ -36,7 +36,7 @@ class TestDumpData(unittest.TestCase):
@classmethod
def setUpClass(cls) -> None:
GetData().download_data(file_name="csv_data_cn.zip", target_dir=SOURCE_DIR)
TestDumpData.DUMP_DATA = DumpDataAll(csv_path=SOURCE_DIR, qlib_dir=QLIB_DIR, include_fields=cls.FIELDS)
TestDumpData.DUMP_DATA = DumpDataAll(data_path=SOURCE_DIR, qlib_dir=QLIB_DIR, include_fields=cls.FIELDS)
TestDumpData.STOCK_NAMES = list(map(lambda x: x.name[:-4].upper(), SOURCE_DIR.glob("*.csv")))
provider_uri = str(QLIB_DIR.resolve())
qlib.init(
@@ -76,7 +76,7 @@ class TestDumpData(unittest.TestCase):
def test_4_dump_features_simple(self):
stock = self.STOCK_NAMES[0]
dump_data = DumpDataFix(
csv_path=SOURCE_DIR.joinpath(f"{stock.lower()}.csv"), qlib_dir=QLIB_DIR, include_fields=self.FIELDS
data_path=SOURCE_DIR.joinpath(f"{stock.lower()}.csv"), qlib_dir=QLIB_DIR, include_fields=self.FIELDS
)
dump_data.dump()