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Code Activity

Support Point-in-time Data Operation (#343)

Browse Source 
* add period ops class

* black format

* add pit data read

* fix bug in period ops

* update ops runnable

* update PIT test example

* black format

* update PIT test

* update tets_PIT

* update code format

* add check_feature_exist

* black format

* optimize the PIT Algorithm

* fix bug

* update example

* update test_PIT name

* add pit collector

* black format

* fix bugs

* fix try

* fix bug & add dump_pit.py

* Successfully run and understand PIT

* Add some docs and remove a bug

* mv crypto collector

* black format

* Run succesfully after merging master

* Pass test and fix code

* remove useless PIT code

* fix PYlint

* Rename

Co-authored-by: Young <afe.young@gmail.com>
This commit is contained in:
bxdd
2022-03-10 14:27:52 +08:00
committed by GitHub
parent 3a911bc09b
commit faa99f30fa
19 changed files with 1459 additions and 141 deletions
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4
scripts/data_collector/base.py
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@@ -323,7 +323,7 @@ class BaseRun(abc.ABC):
freq, value from [1min, 1d], default 1d
"""
if source_dir is None:
source_dir = Path(self.default_base_dir).joinpath("_source")
source_dir = Path(self.default_base_dir).joinpath("source")
self.source_dir = Path(source_dir).expanduser().resolve()
self.source_dir.mkdir(parents=True, exist_ok=True)
@@ -359,6 +359,7 @@ class BaseRun(abc.ABC):
end=None,
check_data_length: int = None,
limit_nums=None,
**kwargs,
):
"""download data from Internet
@@ -398,6 +399,7 @@ class BaseRun(abc.ABC):
interval=self.interval,
check_data_length=check_data_length,
limit_nums=limit_nums,
**kwargs,
).collector_data()
def normalize_data(self, date_field_name: str = "date", symbol_field_name: str = "symbol", **kwargs):