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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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13
scripts/data_collector/yahoo/collector.py
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@@ -379,14 +379,13 @@ class YahooNormalize1d(YahooNormalize, ABC):
df = df.set_index(self._date_field_name)
_close = self._get_first_close(df)
for _col in df.columns:
if _col == self._symbol_field_name:
# NOTE: retain original adjclose, required for incremental updates
if _col in [self._symbol_field_name, "adjclose", "change"]:
continue
if _col == "volume":
df[_col] = df[_col] * _close
elif _col != "change":
df[_col] = df[_col] / _close
else:
pass
df[_col] = df[_col] / _close
return df.reset_index()
@@ -812,7 +811,7 @@ class Run(BaseRun):
max_collector_count, delay, start, end, self.interval, check_data_length, limit_nums
)
def normalize_data(self, date_field_name: str = "date", symbol_field_name: str = "symbol"):
def normalize_data(self, date_field_name: str = "date", symbol_field_name: str = "symbol", end_date: str = None):
"""normalize data
Parameters
@@ -821,12 +820,14 @@ class Run(BaseRun):
date field name, default date
symbol_field_name: str
symbol field name, default symbol
end_date: str
if not None, normalize the last date saved (including end_date); if None, it will ignore this parameter; by default None
Examples
---------
$ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region cn --interval 1d
"""
super(Run, self).normalize_data(date_field_name, symbol_field_name)
super(Run, self).normalize_data(date_field_name, symbol_field_name, end_date=end_date)
def normalize_data_1d_extend(
self, old_qlib_data_dir, date_field_name: str = "date", symbol_field_name: str = "symbol"