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add end_date parameter to collector.normalize_data

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zhupr
2021-06-21 17:20:37 +08:00
parent 985fd0816c
commit 99fb49650a
3 changed files with 16 additions and 11 deletions
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9
scripts/data_collector/base.py
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@@ -238,7 +238,7 @@ class BaseNormalize(abc.ABC):
"""
self._date_field_name = date_field_name
self._symbol_field_name = symbol_field_name
self.kwargs = kwargs
self._calendar_list = self._get_calendar_list()
@abc.abstractmethod
@@ -285,7 +285,9 @@ class Normalize:
self._source_dir = Path(source_dir).expanduser()
self._target_dir = Path(target_dir).expanduser()
self._target_dir.mkdir(parents=True, exist_ok=True)
self._date_field_name = date_field_name
self._symbol_field_name = symbol_field_name
self._end_date = kwargs.get("end_date", None)
self._max_workers = max_workers
self._normalize_obj = normalize_class(
@@ -297,6 +299,9 @@ class Normalize:
df = pd.read_csv(file_path)
df = self._normalize_obj.normalize(df)
if df is not None and not df.empty:
if self._end_date is not None:
_mask = pd.to_datetime(df[self._date_field_name]) <= pd.Timestamp(self._end_date)
df = df[_mask]
df.to_csv(self._target_dir.joinpath(file_path.name), index=False)
def normalize(self):