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6 Commits

Author SHA1 Message Date
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
igor17400
56cfa480dc Ibovespa index support (#990)
* feat: download ibovespa index historic composition

ibovespa(ibov) is the largest index in Brazil's stocks exchange.
The br_index folder has support for downloading new companies for the current index composition.
And has support, as well, for downloading companies from historic composition of ibov index.

Partially resolves issue #956

* fix: typo error instead of end_date, it was written end_ate

* feat: adds support for downloading stocks historic prices from Brazil's stocks exchange (B3)

Together with commit c2f933 it resolves issue #956

* fix: code formatted with black.

* wip: Creating code logic for brazils stock market data normalization

* docs: brazils stock market data normalization code documentation

* fix: code formatted the with black

* docs: fixed typo

* docs: more info about python version used to generate requirements.txt file

* docs: added BeautifulSoup requirements

* feat: removed debug prints

* feat: added ibov_index_composition variable as a class attribute of IBOVIndex

* feat: added increment to generate the four month period used by the ibov index

* refactor: Added get_instruments() method inside utils.py for better code usability.

Message in the PR request to understand the context of the change

In the course of reviewing this PR we found two issues.

    1. there are multiple places where the get_instruments() method is used,
	and we feel that scripts.index.py is the best place for the
	get_instruments() method to go.
    2. data_collector.utils has some very generic stuff put inside it.

* refactor: improve brazils stocks download speed

The reason to use retry=2 is due to the fact that
Yahoo Finance unfortunately does not keep track of the majority
of Brazilian stocks.

Therefore, the decorator deco_retry with retry argument
set to 5 will keep trying to get the stock data 5 times,
which makes the code to download Brazilians stocks very slow.

In future, this may change, but for now
I suggest to leave retry argument to 1 or 2 in
order to improve download speed.

In order to achieve this code logic an argument called retry_config
was added into YahooCollectorBR1d and YahooCollectorBR1min

* fix: added __main__ at the bottom of the script

* refactor: changed interface inside each index

Using partial as `fire.Fire(partial(get_instruments, market_index="br_index" ))`
will make the interface easier for the user to execute the script.
Then all the collector.py CLI in each folder can remove a redundant arguments.

* refactor: implemented  class interface retry into YahooCollectorBR

* docs: added BR as a possible region into the documentation

* refactor: make retry attribute part of the interface

This way we don't have to use hasattr to access the retry attribute as previously done
2022-04-06 09:01:29 +08:00
Pengrong Zhu
d224ea447e Fix high-freq data (#702)
* fix the collector.py yahoo 1min factor calculation

* fix HFSignalRecord
2021-11-20 15:03:53 +08:00
zhupr
4b66304978 Fix us_index collector 2021-03-29 11:25:24 +08:00
zhupr
bac16060ff fix us instruments 2020-11-22 15:45:06 +08:00
zhupr
c6d557c33e support US index 2020-11-19 10:36:14 +08:00