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mirror of https://github.com/microsoft/qlib.git synced 2026-07-13 15:56:57 +08:00

add normalize 1min to use local data && change the default parameters for collecting 1min

This commit is contained in:
zhupr
2021-06-08 14:45:20 +08:00
parent 554b9c7826
commit a845a2271b
9 changed files with 328 additions and 70 deletions

View File

@@ -3,18 +3,13 @@
import abc
import sys
import copy
import time
import datetime
import importlib
import json
from abc import ABC
from pathlib import Path
from typing import Iterable, Type
import fire
import requests
import numpy as np
import pandas as pd
from loguru import logger
from dateutil.tz import tzlocal
@@ -38,7 +33,7 @@ class FundCollector(BaseCollector):
max_workers=4,
max_collector_count=2,
delay=0,
check_data_length: bool = False,
check_data_length: int = None,
limit_nums: int = None,
):
"""
@@ -59,8 +54,8 @@ class FundCollector(BaseCollector):
start datetime, default None
end: str
end datetime, default None
check_data_length: bool
check data length, by default False
check_data_length: int
check data length, if not None and greater than 0, each symbol will be considered complete if its data length is greater than or equal to this value, otherwise it will be fetched again, the maximum number of fetches being (max_collector_count). By default None.
limit_nums: int
using for debug, by default None
"""
@@ -168,10 +163,7 @@ class FundollectorCN(FundCollector, ABC):
class FundCollectorCN1d(FundollectorCN):
@property
def min_numbers_trading(self):
return 252 / 4
pass
class FundNormalize(BaseNormalize):
DAILY_FORMAT = "%Y-%m-%d"
@@ -261,7 +253,7 @@ class Run(BaseRun):
start=None,
end=None,
interval="1d",
check_data_length=False,
check_data_length=None,
limit_nums=None,
):
"""download data from Internet
@@ -278,8 +270,8 @@ class Run(BaseRun):
start datetime, default "2000-01-01"
end: str
end datetime, default ``pd.Timestamp(datetime.datetime.now() + pd.Timedelta(days=1))``
check_data_length: bool # if this param useful?
check data length, by default False
check_data_length: int # if this param useful?
check data length, if not None and greater than 0, each symbol will be considered complete if its data length is greater than or equal to this value, otherwise it will be fetched again, the maximum number of fetches being (max_collector_count). By default None.
limit_nums: int
using for debug, by default None