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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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6
scripts/data_collector/yahoo/collector.py
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@@ -817,6 +817,10 @@ class YahooNormalizeUS1d(YahooNormalizeUS, YahooNormalize1d):
pass
class YahooNormalizeUS1dExtend(YahooNormalizeUS, YahooNormalize1dExtend):
pass
class YahooNormalizeUS1min(YahooNormalizeUS, YahooNormalize1minOffline):
CALC_PAUSED_NUM = False
@@ -1196,7 +1200,7 @@ class Run(BaseRun):
importlib.import_module(f"data_collector.{_region}_index.collector"), "get_instruments"
)
for _index in index_list:
get_instruments(str(qlib_data_1d_dir), _index)
get_instruments(str(qlib_data_1d_dir), _index, market_index=f"{_region}_index")
if __name__ == "__main__":