liuyu/qlib
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Fix dump_bin.py && check_dump_bin.py

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zhupr
2021-03-18 11:21:25 +08:00
parent 42be8ac312
commit d245242f2f
2 changed files with 3 additions and 2 deletions
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3
scripts/check_dump_bin.py
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@@ -66,7 +66,7 @@ class CheckBin:
self.csv_files = sorted(csv_path.glob(f"*{file_suffix}") if csv_path.is_dir() else [csv_path])
if check_fields is None:
check_fields = list(map(lambda x: x.split(".")[0], bin_path_list[0].glob(f"*.bin")))
check_fields = list(map(lambda x: x.name.split(".")[0], bin_path_list[0].glob(f"*.bin")))
else:
check_fields = check_fields.split(",") if isinstance(check_fields, str) else check_fields
self.check_fields = list(map(lambda x: x.strip(), check_fields))
@@ -91,6 +91,7 @@ class CheckBin:
origin_df[self.symbol_field_name] = symbol
origin_df.set_index([self.symbol_field_name, self.date_field_name], inplace=True)
origin_df.index.names = qlib_df.index.names
origin_df = origin_df.reindex(qlib_df.index)
try:
compare = datacompy.Compare(
origin_df,

2
scripts/dump_bin.py
View File

@@ -219,7 +219,7 @@ class DumpDataBase:
# used when creating a bin file
date_index = self.get_datetime_index(_df, calendar_list)
for field in self.get_dump_fields(_df.columns):
bin_path = features_dir.joinpath(f"{field}.{self.freq}{self.DUMP_FILE_SUFFIX}")
bin_path = features_dir.joinpath(f"{field.lower()}.{self.freq}{self.DUMP_FILE_SUFFIX}")
if field not in _df.columns:
continue
if bin_path.exists() and self._mode == self.UPDATE_MODE: