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fix us instruments

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zhupr
2020-11-22 15:26:27 +08:00
parent 8958656222
commit bac16060ff
9 changed files with 70 additions and 26 deletions
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4
qlib/utils/__init__.py
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@@ -613,7 +613,9 @@ def exists_qlib_data(qlib_dir):
# check instruments
code_names = set(map(lambda x: 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)
df = pd.read_csv(_instrument, sep="\t", names=["inst", "start_datetime", "end_datetime", "save_inst"])
df = df.iloc[:, [0, -1]].fillna(axis=1, method="ffill")
miss_code = set(df.iloc[:, -1].apply(str.lower)) - set(code_names)
if miss_code and any(map(lambda x: "sht" not in x, miss_code)):
return False