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Fix us_index collector

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zhupr
2021-03-29 11:18:33 +08:00
parent 253378a44e
commit 4b66304978
2 changed files with 8 additions and 3 deletions
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4
scripts/data_collector/us_index/collector.py
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@@ -35,7 +35,7 @@ WIKI_INDEX_NAME_MAP = {
class WIKIIndex(IndexBase):
# NOTE: The US stock code contains "PRN", and the directory cannot be created on Windows system, use the "_" prefix
# https://superuser.com/questions/613313/why-cant-we-make-con-prn-null-folder-in-windows
INST_PREFIX = "_"
INST_PREFIX = ""
def __init__(self, index_name: str, qlib_dir: [str, Path] = None, request_retry: int = 5, retry_sleep: int = 3):
super(WIKIIndex, self).__init__(
@@ -123,7 +123,7 @@ class NASDAQ100Index(WIKIIndex):
MAX_WORKERS = 16
def filter_df(self, df: pd.DataFrame) -> pd.DataFrame:
if not (set(df.columns) - {"Company", "Ticker"}):
if len(df) >= 100 and "Ticker" in df.columns:
return df.loc[:, ["Ticker"]].copy()
@property