liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity

Fix Yahoo daily data format inconsistent (#1517)

Browse Source 
* Fix FutureWarning: Passing unit-less datetime64 dtype to .astype is deprecated and will raise in a future version. Pass 'datetime64[ns]' instead

* align index format while end date contains current day data

* fix black

* fix black

* optimize code

* optimize code

* optimize code

* fix ci error

* check ci error

* fix ci error

* check ci error

* check ci error

* check ci error

* check ci error

* check ci error

* check ci error

* fix ci error

* fix ci error

* fix ci error

* fix ci error

* fix ci error

---------

Co-authored-by: Cadenza-Li <362237642@qq.com>
Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
This commit is contained in:
Fivele-Li
2024-06-21 11:22:23 +08:00
committed by GitHub
parent ebc0ca893e
commit 47bd13295b
4 changed files with 16 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
scripts/data_collector/yahoo/collector.py
View File

@@ -796,6 +796,9 @@ class Run(BaseRun):
# get 1m data
$ python collector.py download_data --source_dir ~/.qlib/stock_data/source --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1m
"""
if self.interval == "1d" and pd.Timestamp(end) > pd.Timestamp(datetime.datetime.now().strftime("%Y-%m-%d")):
raise ValueError(f"end_date: {end} is greater than the current date.")
super(Run, self).download_data(max_collector_count, delay, start, end, check_data_length, limit_nums)
def normalize_data(