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download orderbook data (#1754)

Browse Source 
* download orderbook data

* fix CI error

* fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* test fix CI error

* optimize get_data code

* optimize get_data code

* optimize get_data code

* optimize README

---------

Co-authored-by: Linlang <v-linlanglv@microsoft.com>
This commit is contained in:
Linlang
2024-03-07 14:41:21 +08:00
committed by GitHub
parent 98f569eed2
commit 39f88daaa7
14 changed files with 30 additions and 34 deletions
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8
scripts/dump_pit.py
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@@ -132,9 +132,11 @@ class DumpPitData:
return (
set(self._include_fields)
if self._include_fields
else set(df[self.field_column_name]) - set(self._exclude_fields)
if self._exclude_fields
else set(df[self.field_column_name])
else (
set(df[self.field_column_name]) - set(self._exclude_fields)
if self._exclude_fields
else set(df[self.field_column_name])
)
)
def get_filenames(self, symbol, field, interval):