1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-11 06:46:56 +08:00

optimize_yahoo_collector (#1388)

This commit is contained in:
Linlang
2022-12-11 12:05:54 +08:00
committed by GitHub
parent 26d24b5b23
commit 57f9813f85

View File

@@ -222,8 +222,8 @@ class YahooCollectorCN1d(YahooCollectorCN):
# TODO: from MSN # TODO: from MSN
_format = "%Y%m%d" _format = "%Y%m%d"
_begin = self.start_datetime.strftime(_format) _begin = self.start_datetime.strftime(_format)
_end = (self.end_datetime + pd.Timedelta(days=-1)).strftime(_format) _end = self.end_datetime.strftime(_format)
for _index_name, _index_code in {"csi300": "000300", "csi100": "000903"}.items(): for _index_name, _index_code in {"csi300": "000300", "csi100": "000903", "csi500": "000905"}.items():
logger.info(f"get bench data: {_index_name}({_index_code})......") logger.info(f"get bench data: {_index_name}({_index_code})......")
try: try:
df = pd.DataFrame( df = pd.DataFrame(