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download orderbook data

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Linlang
2024-03-05 17:01:13 +08:00
parent 98f569eed2
commit fbe5695eda
3 changed files with 10 additions and 4 deletions
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8
qlib/data/dataset/utils.py
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@@ -71,11 +71,15 @@ def fetch_df_by_index(
if fetch_orig:
for slc in idx_slc:
if slc != slice(None, None):
return df.loc[pd.IndexSlice[idx_slc],] # noqa: E231
return df.loc[
pd.IndexSlice[idx_slc],
] # noqa: E231
else: # pylint: disable=W0120
return df
else:
return df.loc[pd.IndexSlice[idx_slc],] # noqa: E231
return df.loc[
pd.IndexSlice[idx_slc],
] # noqa: E231
def fetch_df_by_col(df: pd.DataFrame, col_set: Union[str, List[str]]) -> pd.DataFrame: