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fix_macos_CI (#1081)

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Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
This commit is contained in:
Linlang
2022-04-29 17:04:28 +08:00
committed by GitHub
parent 3c9c76b384
commit 5d579d1a20
5 changed files with 47 additions and 38 deletions
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38
scripts/data_collector/br_index/collector.py
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@@ -55,13 +55,13 @@ class IBOVIndex(IndexBase):
def get_current_4_month_period(self, current_month: int):
"""
This function is used to calculated what is the current
four month period for the current month. For example,
This function is used to calculated what is the current
four month period for the current month. For example,
If the current month is August 8, its four month period
is 2Q.
OBS: In english Q is used to represent *quarter*
which means a three month period. However, in
which means a three month period. However, in
portuguese we use Q to represent a four month period.
In other words,
@@ -90,8 +90,8 @@ class IBOVIndex(IndexBase):
def get_four_month_period(self):
"""
The ibovespa index is updated every four months.
Therefore, we will represent each time period as 2003_1Q
The ibovespa index is updated every four months.
Therefore, we will represent each time period as 2003_1Q
which means 2003 first four mount period (Jan, Feb, Mar, Apr)
"""
four_months_period = ["1Q", "2Q", "3Q"]
@@ -101,14 +101,13 @@ class IBOVIndex(IndexBase):
current_month = now.month
for year in [item for item in range(init_year, current_year)]:
for el in four_months_period:
self.years_4_month_periods.append(str(year)+"_"+el)
self.years_4_month_periods.append(str(year) + "_" + el)
# For current year the logic must be a little different
current_4_month_period = self.get_current_4_month_period(current_month)
for i in range(int(current_4_month_period[0])):
self.years_4_month_periods.append(str(current_year) + "_" + str(i+1) + "Q")
self.years_4_month_periods.append(str(current_year) + "_" + str(i + 1) + "Q")
return self.years_4_month_periods
def format_datetime(self, inst_df: pd.DataFrame) -> pd.DataFrame:
"""formatting the datetime in an instrument
@@ -189,11 +188,19 @@ class IBOVIndex(IndexBase):
try:
df_changes_list = []
for i in tqdm(range(len(self.years_4_month_periods) - 1)):
df = pd.read_csv(self.ibov_index_composition.format(self.years_4_month_periods[i]), on_bad_lines="skip")["symbol"]
df_ = pd.read_csv(self.ibov_index_composition.format(self.years_4_month_periods[i + 1]), on_bad_lines="skip")["symbol"]
df = pd.read_csv(
self.ibov_index_composition.format(self.years_4_month_periods[i]), on_bad_lines="skip"
)["symbol"]
df_ = pd.read_csv(
self.ibov_index_composition.format(self.years_4_month_periods[i + 1]), on_bad_lines="skip"
)["symbol"]
## Remove Dataframe
remove_date = self.years_4_month_periods[i].split("_")[0] + "-" + quarter_dict[self.years_4_month_periods[i].split("_")[1]]
remove_date = (
self.years_4_month_periods[i].split("_")[0]
+ "-"
+ quarter_dict[self.years_4_month_periods[i].split("_")[1]]
)
list_remove = list(df[~df.isin(df_)])
df_removed = pd.DataFrame(
{
@@ -204,7 +211,11 @@ class IBOVIndex(IndexBase):
)
## Add Dataframe
add_date = self.years_4_month_periods[i + 1].split("_")[0] + "-" + quarter_dict[self.years_4_month_periods[i + 1].split("_")[1]]
add_date = (
self.years_4_month_periods[i + 1].split("_")[0]
+ "-"
+ quarter_dict[self.years_4_month_periods[i + 1].split("_")[1]]
)
list_add = list(df_[~df_.isin(df)])
df_added = pd.DataFrame(
{"date": len(list_add) * [add_date], "type": len(list_add) * ["add"], "symbol": list_add}
@@ -272,6 +283,5 @@ class IBOVIndex(IndexBase):
return df.loc[:, ["Código"]].copy()
if __name__ == "__main__":
fire.Fire(partial(get_instruments, market_index="br_index" ))
fire.Fire(partial(get_instruments, market_index="br_index"))