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added 1min for IN and also updated readme

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This commit is contained in:
2796gaurav
2021-07-21 14:16:22 +05:30
parent d1c8d885aa
commit 8fa22bd2e1
2 changed files with 29 additions and 3 deletions
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18
scripts/data_collector/yahoo/collector.py
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@@ -302,6 +302,10 @@ class YahooCollectorIN1d(YahooCollectorIN):
pass
class YahooCollectorIN1min(YahooCollectorIN):
pass
class YahooNormalize(BaseNormalize):
COLUMNS = ["open", "close", "high", "low", "volume"]
DAILY_FORMAT = "%Y-%m-%d"
@@ -742,6 +746,20 @@ class YahooNormalizeIN1d(YahooNormalizeIN, YahooNormalize1d):
pass
class YahooNormalizeIN1min(YahooNormalizeIN, YahooNormalize1minOffline):
CALC_PAUSED_NUM = False
def _get_calendar_list(self) -> Iterable[pd.Timestamp]:
# TODO: support 1min
raise ValueError("Does not support 1min")
def _get_1d_calendar_list(self):
return get_calendar_list("IN_ALL")
def symbol_to_yahoo(self, symbol):
return fname_to_code(symbol)
class YahooNormalizeCN:
def _get_calendar_list(self) -> Iterable[pd.Timestamp]:
# TODO: from MSN