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add function to automatically update daily frequency data

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zhupr
2021-06-17 23:01:08 +08:00
parent a4f6e04199
commit b6c31540e8
6 changed files with 189 additions and 21 deletions
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scripts/data_collector/us_index/collector.py
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@@ -271,7 +271,7 @@ def get_instruments(
$ python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/cn_data --method save_new_companies
"""
_cur_module = importlib.import_module("collector")
_cur_module = importlib.import_module("data_collector.us_index.collector")
obj = getattr(_cur_module, f"{index_name.upper()}Index")(
qlib_dir=qlib_dir, index_name=index_name, request_retry=request_retry, retry_sleep=retry_sleep
)