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Add a check if change is mutated to YahooNormalize1d

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zhupr
2021-07-14 23:23:04 +08:00
committed by you-n-g
parent 6d91f28474
commit 4ec41ea0e7
2 changed files with 22 additions and 6 deletions
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scripts/data_collector/contrib/future_trading_date_collector/future_trading_date_collector.py
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@@ -78,6 +78,7 @@ def future_calendar_collector(qlib_dir: [str, Path], freq: str = "day"):
data_list.append(_row_data[0])
data_list = sorted(data_list)
date_list = generate_qlib_calendar(data_list, freq=freq)
date_list = sorted(set(daily_calendar.loc[:, 0].values.tolist() + date_list))
write_calendar_to_qlib(qlib_dir, date_list, freq=freq)
bs.logout()
logger.info(f"get trading dates success: {start_year}-01-01 to {end_year}-12-31")