liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-15 08:46:56 +08:00
Code Activity

add YahooNormalizeIN and YahooNormalizeIN1d

Browse Source
This commit is contained in:
Gaurav
2021-07-17 10:40:16 +05:30
parent cfcd9fb1f8
commit d70e5a4f88
2 changed files with 12 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files

10
scripts/data_collector/yahoo/collector.py
View File

@@ -733,6 +733,16 @@ class YahooNormalizeUS1min(YahooNormalizeUS, YahooNormalize1minOffline):
return fname_to_code(symbol)
class YahooNormalizeIN:
def _get_calendar_list(self) -> Iterable[pd.Timestamp]:
# TODO: from MSN
return get_calendar_list("IN_ALL")
class YahooNormalizeIN1d(YahooNormalizeIN, YahooNormalize1d):
pass
class YahooNormalizeCN:
def _get_calendar_list(self) -> Iterable[pd.Timestamp]:
# TODO: from MSN