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Commit Graph

18 Commits

Author SHA1 Message Date
Linlang
186512f272 Fix csi300 constituents url (#1883)
* fix_csi300_constituents_url

* Fix issue in readme

* format with black
2025-01-03 16:57:17 +08:00
fei long
6ed83f7c04 data_collector: cn_index: fix missing dependencies package in requirements.txt (#1770)
add yahooquery and openpyxl in requirements.txt

Signed-off-by: YuLong Yao <feilongphone@gmail.com>
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
2024-05-17 18:43:12 +08:00
Linlang
ea245f5435 Fix issue 1729 (#1776)
* fix issue 1729

* fix issue 1729

* fix issue 1729

---------

Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>
2024-05-10 11:04:59 +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
f326f83fae Remove Wrong Package Name (#1394)
* Remove Wrong Package Name

* Update requirements.txt
2022-12-16 08:10:36 +08:00
YQ Tsui
4f5ae4d224 fix csi500 end date issue (#1373) 2022-11-28 18:06:29 +08:00
Linlang
701b18af1b fix_issue_715 (#1070)
* fix_issue_715

* fix_issue_1065

Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
2022-04-28 16:09:31 +08:00
Linlang
d934c8caba fix_issue_1019_1026 (#1046)
Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
2022-04-22 09:15:53 +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
Linlang Lv (iSoftStone)
837067b9e1 fix-csi500 2022-03-09 23:03:28 +08:00
Linlang Lv (iSoftStone)
40dd84857c update-csi500 2022-02-28 03:48:07 +08:00
BigTreei
74cc21fc2c add CSI500 data collector 2022-02-28 03:33:36 +08:00
Pengrong Zhu
a0f49fe2e7 fix cn_index collector (#780) 2021-12-26 14:12:48 +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
985fd0816c Fix cn_index.collector network error 2021-06-21 17:18:04 +08:00
zhupr
b6c31540e8 add function to automatically update daily frequency data 2021-06-17 23:07:56 +08:00
zhupr
6f150f3fd6 Add YahooCollector support for extend data 2021-06-04 22:28:42 +08:00
zhupr
c6d557c33e support US index 2020-11-19 10:36:14 +08:00