liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-12 23:36:54 +08:00
Code Activity

Merge pull request #938 from SunsetWolf/fix-csi500

Browse Source 
Fix csi500
This commit is contained in:
you-n-g
2022-03-11 12:09:22 +08:00
committed by GitHub
parent 568a88fddb 837067b9e1
commit 615a381038
4 changed files with 129 additions and 3 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
scripts/data_collector/utils.py
View File

@@ -27,6 +27,7 @@ SZSE_CALENDAR_URL = "http://www.szse.cn/api/report/exchange/onepersistenthour/mo
CALENDAR_BENCH_URL_MAP = {
"CSI300": CALENDAR_URL_BASE.format(market=1, bench_code="000300"),
"CSI500": CALENDAR_URL_BASE.format(market=1, bench_code="000905"),
"CSI100": CALENDAR_URL_BASE.format(market=1, bench_code="000903"),
# NOTE: Use the time series of SH600000 as the sequence of all stocks
"ALL": CALENDAR_URL_BASE.format(market=1, bench_code="000905"),
@@ -35,7 +36,6 @@ CALENDAR_BENCH_URL_MAP = {
"IN_ALL": "^NSEI",
}
_BENCH_CALENDAR_LIST = None
_ALL_CALENDAR_LIST = None
_HS_SYMBOLS = None
@@ -232,13 +232,16 @@ def get_us_stock_symbols(qlib_data_path: [str, Path] = None) -> list:
resp = requests.get(url)
if resp.status_code != 200:
raise ValueError("request error")
try:
_symbols = [_v["f12"].replace("_", "-P") for _v in resp.json()["data"]["diff"].values()]
except Exception as e:
logger.warning(f"request error: {e}")
raise
if len(_symbols) < 8000:
raise ValueError("request error")
return _symbols
@deco_retry
@@ -271,6 +274,7 @@ def get_us_stock_symbols(qlib_data_path: [str, Path] = None) -> list:
resp = requests.post(url, json=_parms)
if resp.status_code != 200:
raise ValueError("request error")
try:
_symbols = [_v["symbolTicker"].replace("-", "-P") for _v in resp.json()]
except Exception as e:
@@ -425,10 +429,12 @@ def deco_retry(retry: int = 5, retry_sleep: int = 3):
try:
_result = func(*args, **kwargs)
break
except Exception as e:
logger.warning(f"{func.__name__}: {_i} :{e}")
if _i == _retry:
raise
time.sleep(retry_sleep)
return _result