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Jactus
2021-02-22 11:42:36 +08:00
parent 37871389b9
commit dc4aa67503
13 changed files with 147 additions and 33 deletions
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27
scripts/data_collector/yahoo/collector.py
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@@ -39,7 +39,13 @@ class YahooData:
INTERVAL_1d = "1d"
def __init__(
self, timezone: str = None, start=None, end=None, interval="1d", delay=0, show_1min_logging: bool = False,
self,
timezone: str = None,
start=None,
end=None,
interval="1d",
delay=0,
show_1min_logging: bool = False,
):
"""
@@ -119,7 +125,11 @@ class YahooData:
self._sleep()
_remote_interval = "1m" if self._interval == self.INTERVAL_1min else self._interval
return self.get_data_from_remote(
symbol, interval=_remote_interval, start=start_, end=end_, show_1min_logging=self._show_1min_logging,
symbol,
interval=_remote_interval,
start=start_,
end=end_,
show_1min_logging=self._show_1min_logging,
)
_result = None
@@ -428,7 +438,9 @@ class YahooNormalize:
DAILY_FORMAT = "%Y-%m-%d"
def __init__(
self, date_field_name: str = "date", symbol_field_name: str = "symbol",
self,
date_field_name: str = "date",
symbol_field_name: str = "symbol",
):
"""
@@ -446,7 +458,10 @@ class YahooNormalize:
@staticmethod
def normalize_yahoo(
df: pd.DataFrame, calendar_list: list = None, date_field_name: str = "date", symbol_field_name: str = "symbol",
df: pd.DataFrame,
calendar_list: list = None,
date_field_name: str = "date",
symbol_field_name: str = "symbol",
):
if df.empty:
return df
@@ -551,7 +566,9 @@ class YahooNormalize1min(YahooNormalize, ABC):
CONSISTENT_1d = False
def __init__(
self, date_field_name: str = "date", symbol_field_name: str = "symbol",
self,
date_field_name: str = "date",
symbol_field_name: str = "symbol",
):
"""

13
scripts/dump_bin.py
View File

@@ -153,13 +153,22 @@ class DumpDataBase:
@staticmethod
def _read_calendars(calendar_path: Path) -> List[pd.Timestamp]:
return sorted(map(pd.Timestamp, pd.read_csv(calendar_path, header=None).loc[:, 0].tolist(),))
return sorted(
map(
pd.Timestamp,
pd.read_csv(calendar_path, header=None).loc[:, 0].tolist(),
)
)
def _read_instruments(self, instrument_path: Path) -> pd.DataFrame:
df = pd.read_csv(
instrument_path,
sep=self.INSTRUMENTS_SEP,
names=[self.symbol_field_name, self.INSTRUMENTS_START_FIELD, self.INSTRUMENTS_END_FIELD,],
names=[
self.symbol_field_name,
self.INSTRUMENTS_START_FIELD,
self.INSTRUMENTS_END_FIELD,
],
)
return df