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mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

17 Commits

Author SHA1 Message Date
Linlang
b87a2c294d fix: value error caused by incorrect date format in daily data (#2015)
Co-authored-by: Linlang Lv (iSoftStone Information) <v-llv@microsoft.com>
2026-04-15 17:07:00 +08:00
Yang
41b94059aa fix panic during normalizing the invalid data (#1698)
* fix panic during normalizing the invalid data

* fix yaml load

* change error to warning

* change error code

* optimize code

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
2024-06-02 06:54:39 +08:00
Linlang
98f569eed2 add_baostock_collector (#1641)
* add_baostock_collector

* modify_comments

* fix_pylint_error

* solve_duplication_methods

* modified the logic of update_data_to_bin

* modified the logic of update_data_to_bin

* optimize code

* optimize pylint issue

* fix pylint error

* changes suggested by the review

* fix CI faild

* fix CI faild

* fix issue 1121

* format with black

* optimize code logic

* optimize code logic

* fix error code

* drop warning during code runs

* optimize code

* format with black

* fix bug

* format with black

* optimize code

* optimize code

* add comments
2023-11-21 20:31:47 +08:00
you-n-g
be4646b4b7 Adjust rolling api (#1594)
* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import
2023-07-14 12:16:12 +08:00
Hyeongmin Moon
9d8a8c6f13 Resolve issues while running Automatic update of daily frequency data (from yahoo finance) for US region (#1358)
* Update YahooNormalizeUS1dExtend(#1196)

* Prevent pandas read_csv errors while running update_data_to_bin for US region

* Fix parse_index error while running update_data_to_bin for US region

* prevent pandas.read_csv error on specific symbol names

* Reordering parameters for better rendering

* removes prefix during feature_dir existence checking

* add explanation comments
2022-12-05 14:50:28 +08:00
Hubedge
84ff662a26 Fixed pandas FutureWarning (#1073)
* Fixed pandas FutureWarning

`FutureWarning: Passing a set as an indexer is deprecated and will raise in a future version. Use a list instead.`

* fixed another pandas FutureWarning

```
scripts/data_collector/index.py:228: FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead.
  new_df = new_df.append(_tmp_df, sort=False)
```

* fixed more pandas futurewarnings
2022-04-27 18:43:26 +08:00
Chauncey
5f18ba7970 Fix pit download_data script TypeError (#978) (#979)
* Fix pit download_data script TypeError (#978)

* Format pit collector with black

* Format pit collector with black
2022-03-15 14:02:14 +08:00
bxdd
faa99f30fa 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>
2022-03-10 14:27:52 +08:00
Chia-hung Tai
57f7ed9914 [949] - Remove argument internal in BaseRun::download_data. (#953)
* [949] - Remove argument internal in BaseRun::download_data.

* Fix black.

* Fix bug.
2022-03-08 10:26:35 +08:00
Chia-hung Tai
ea4fb33ff2 Fix wrong error messages. (#946) 2022-03-03 14:33:24 +08:00
zhupr
1418417034 fix automatic update of daily frequency data 2021-06-23 23:59:59 +08:00
zhupr
99fb49650a add end_date parameter to collector.normalize_data 2021-06-21 17:20:37 +08:00
zhupr
a845a2271b add normalize 1min to use local data && change the default parameters for collecting 1min 2021-06-08 14:45:20 +08:00
zhupr
554b9c7826 fix YahooCollector getting 1min data occasionally missing 2021-06-05 23:43:48 +08:00
zhupr
6f150f3fd6 Add YahooCollector support for extend data 2021-06-04 22:28:42 +08:00
wangershi
4e7a147759 use base.py 2021-03-14 14:24:14 +08:00
zhupr
42be8ac312 Add BaseCollector 2021-03-12 10:30:38 +08:00