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fix_issue_715 (#1070)

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* fix_issue_715

* fix_issue_1065

Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
This commit is contained in:
Linlang
2022-04-28 16:09:31 +08:00
committed by GitHub
parent 84ff662a26
commit 701b18af1b
2 changed files with 31 additions and 39 deletions
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25
scripts/data_collector/cn_index/collector.py
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@@ -90,7 +90,6 @@ class CSIIndex(IndexBase):
raise NotImplementedError("rewrite index_code")
@property
@abc.abstractmethod
def html_table_index(self) -> int:
"""Which table of changes in html
@@ -98,7 +97,7 @@ class CSIIndex(IndexBase):
CSI100: 1
:return:
"""
raise NotImplementedError()
raise NotImplementedError("rewrite html_table_index")
def format_datetime(self, inst_df: pd.DataFrame) -> pd.DataFrame:
"""formatting the datetime in an instrument
@@ -184,12 +183,7 @@ class CSIIndex(IndexBase):
df = pd.DataFrame()
_tmp_count = 0
for _df in pd.read_html(content):
if (
_df.shape[-1] != 4
or _df.iloc[2:,][0].str.contains(
"."
)[2]
):
if _df.shape[-1] != 4 or _df.isnull().loc(0)[0][0]:
continue
_tmp_count += 1
if self.html_table_index + 1 > _tmp_count:
@@ -341,8 +335,8 @@ class CSI300Index(CSIIndex):
return pd.Timestamp("2005-01-01")
@property
def html_table_index(self):
return 1
def html_table_index(self) -> int:
return 0
class CSI100Index(CSIIndex):
@@ -355,8 +349,8 @@ class CSI100Index(CSIIndex):
return pd.Timestamp("2006-05-29")
@property
def html_table_index(self):
return 2
def html_table_index(self) -> int:
return 1
class CSI500Index(CSIIndex):
@@ -368,10 +362,6 @@ class CSI500Index(CSIIndex):
def bench_start_date(self) -> pd.Timestamp:
return pd.Timestamp("2007-01-15")
@property
def html_table_index(self) -> int:
return 0
def get_changes(self) -> pd.DataFrame:
"""get companies changes
@@ -475,5 +465,4 @@ class CSI500Index(CSIIndex):
if __name__ == "__main__":
get_instruments(index_name="CSI300", qlib_dir="~/.qlib/qlib_data/cn_data", method="parse_instruments")
# fire.Fire(get_instruments)
fire.Fire(get_instruments)