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Resolve issues while running Automatic update of daily frequency data (from yahoo finance) for US region (#1358)

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* Update YahooNormalizeUS1dExtend(#1196)

* Prevent pandas read_csv errors while running update_data_to_bin for US region

* Fix parse_index error while running update_data_to_bin for US region

* prevent pandas.read_csv error on specific symbol names

* Reordering parameters for better rendering

* removes prefix during feature_dir existence checking

* add explanation comments
This commit is contained in:
Hyeongmin Moon
2022-12-05 15:50:28 +09:00
committed by GitHub
parent d44175e425
commit 9d8a8c6f13
3 changed files with 20 additions and 3 deletions
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qlib/utils/__init__.py
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@@ -749,7 +749,7 @@ def exists_qlib_data(qlib_dir):
return False
# check instruments
code_names = set(map(lambda x: x.name.lower(), features_dir.iterdir()))
code_names = set(map(lambda x: fname_to_code(x.name.lower()), features_dir.iterdir()))
_instrument = instruments_dir.joinpath("all.txt")
miss_code = set(pd.read_csv(_instrument, sep="\t", header=None).loc[:, 0].apply(str.lower)) - set(code_names)
if miss_code and any(map(lambda x: "sht" not in x, miss_code)):