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

* 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>

scripts/data_collector/crypto/collector.py

@@ -13,7 +13,7 @@ from dateutil.tz import tzlocal
 CUR_DIR = Path(__file__).resolve().parent
 sys.path.append(str(CUR_DIR.parent.parent))
 from data_collector.base import BaseCollector, BaseNormalize, BaseRun
-from data_collector.utils import get_cg_crypto_symbols
+from data_collector.utils import get_cg_crypto_symbols, deco_retry
 
 from pycoingecko import CoinGeckoAPI
 from time import mktime
@@ -21,6 +21,40 @@ from datetime import datetime as dt
 import time
 
 
+_CG_CRYPTO_SYMBOLS = None
+
+
+def get_cg_crypto_symbols(qlib_data_path: [str, Path] = None) -> list:
+    """get crypto symbols in coingecko
+
+    Returns
+    -------
+        crypto symbols in given exchanges list of coingecko
+    """
+    global _CG_CRYPTO_SYMBOLS
+
+    @deco_retry
+    def _get_coingecko():
+        try:
+            cg = CoinGeckoAPI()
+            resp = pd.DataFrame(cg.get_coins_markets(vs_currency="usd"))
+        except:
+            raise ValueError("request error")
+        try:
+            _symbols = resp["id"].to_list()
+        except Exception as e:
+            logger.warning(f"request error: {e}")
+            raise
+        return _symbols
+
+    if _CG_CRYPTO_SYMBOLS is None:
+        _all_symbols = _get_coingecko()
+
+        _CG_CRYPTO_SYMBOLS = sorted(set(_all_symbols))
+
+    return _CG_CRYPTO_SYMBOLS
+
+
 class CryptoCollector(BaseCollector):
     def __init__(
         self,