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add YahooNormalizeIN and YahooNormalizeIN1d

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Gaurav
2021-07-17 10:40:16 +05:30
parent cfcd9fb1f8
commit d70e5a4f88
2 changed files with 12 additions and 1 deletions
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3
scripts/data_collector/utils.py
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@@ -32,6 +32,7 @@ CALENDAR_BENCH_URL_MAP = {
"ALL": CALENDAR_URL_BASE.format(market=1, bench_code="000905"), "ALL": CALENDAR_URL_BASE.format(market=1, bench_code="000905"),
# NOTE: Use the time series of ^GSPC(SP500) as the sequence of all stocks # NOTE: Use the time series of ^GSPC(SP500) as the sequence of all stocks
"US_ALL": "^GSPC", "US_ALL": "^GSPC",
"IN_ALL": "^NSEI",
} }
@@ -68,7 +69,7 @@ def get_calendar_list(bench_code="CSI300") -> List[pd.Timestamp]:
calendar = _CALENDAR_MAP.get(bench_code, None) calendar = _CALENDAR_MAP.get(bench_code, None)
if calendar is None: if calendar is None:
if bench_code.startswith("US_"): if bench_code.startswith("US_") or bench_code.startswith("IN_"):
df = Ticker(CALENDAR_BENCH_URL_MAP[bench_code]).history(interval="1d", period="max") df = Ticker(CALENDAR_BENCH_URL_MAP[bench_code]).history(interval="1d", period="max")
calendar = df.index.get_level_values(level="date").map(pd.Timestamp).unique().tolist() calendar = df.index.get_level_values(level="date").map(pd.Timestamp).unique().tolist()
else: else:

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

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