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change_pitdata_source (#1171)

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* change_pitdata_source

* retain_normalize

* add_comment
This commit is contained in:
Linlang
2022-06-28 16:29:59 +08:00
committed by GitHub
parent 50d74b5560
commit 2ca0d88d2d
1 changed files with 10 additions and 6 deletions
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16
tests/test_pit.py
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@@ -40,17 +40,21 @@ class TestPIT(unittest.TestCase):
pit_dir = str(SOURCE_DIR.joinpath("pit").resolve())
pit_normalized_dir = str(SOURCE_DIR.joinpath("pit_normalized").resolve())
GetData().qlib_data(name="qlib_data_simple", target_dir=cn_data_dir, region="cn")
bs.login()
Run(
source_dir=pit_dir,
interval="quarterly",
).download_data(start="2000-01-01", end="2020-01-01", symbol_regex="^(600519|000725).*")
GetData().qlib_data(name="qlib_data", target_dir=pit_dir, region="pit")
# NOTE: This code does the same thing as line 43, but since baostock is not stable in downloading data, we have chosen to download offline data.
# bs.login()
# Run(
# source_dir=pit_dir,
# interval="quarterly",
# ).download_data(start="2000-01-01", end="2020-01-01", symbol_regex="^(600519|000725).*")
# bs.logout()
Run(
source_dir=pit_dir,
normalize_dir=pit_normalized_dir,
interval="quarterly",
).normalize_data()
bs.logout()
DumpPitData(
csv_path=pit_normalized_dir,
qlib_dir=cn_data_dir,