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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
scripts/data_collector/us_index/collector.py
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@@ -33,6 +33,10 @@ WIKI_INDEX_NAME_MAP = {
class WIKIIndex(IndexBase):
# NOTE: The US stock code contains "PRN", and the directory cannot be created on Windows system, use the "_" prefix
# https://superuser.com/questions/613313/why-cant-we-make-con-prn-null-folder-in-windows
INST_PREFIX = "_"
def __init__(self, index_name: str, qlib_dir: [str, Path] = None, request_retry: int = 5, retry_sleep: int = 3):
super(WIKIIndex, self).__init__(
index_name=index_name, qlib_dir=qlib_dir, request_retry=request_retry, retry_sleep=retry_sleep