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6 Commits

Author SHA1 Message Date
Linlang
b85a5c224e fixed pytest error in CI 2025-03-12 14:11:42 +08:00
Linlang
880a5d27b1 fix issue 1887 2025-03-11 20:19:13 +08:00
Linlang
922494bdbb format with black 2025-03-10 17:15:37 +08:00
Linlang
3277c2a512 fix pytest error 2025-03-10 17:06:36 +08:00
Linlang
06c8c4e37f format with black 2025-03-10 17:04:51 +08:00
Linlang
84373de6e5 fix the bug that the HS STMBOLS URL is faild 2025-03-10 16:57:53 +08:00
10 changed files with 19 additions and 32 deletions

View File

@@ -79,6 +79,7 @@ package = [
test = [
"yahooquery",
"baostock",
"akshare",
]
analysis = [
"plotly",

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@@ -200,7 +200,7 @@ class Trainer:
if ckpt_path is not None:
_logger.info("Resuming states from %s", str(ckpt_path))
self.load_state_dict(torch.load(ckpt_path))
self.load_state_dict(torch.load(ckpt_path, weights_only=False))
else:
self.initialize()

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@@ -13,6 +13,7 @@ import functools
from pathlib import Path
from typing import Iterable, Tuple, List
import akshare as ak
import numpy as np
import pandas as pd
from loguru import logger
@@ -202,18 +203,9 @@ def get_hs_stock_symbols() -> list:
-------
{600000.ss, 600001.ss, 600002.ss, 600003.ss, ...}
"""
url = "http://99.push2.eastmoney.com/api/qt/clist/get?pn=1&pz=10000&po=1&np=1&fs=m:0+t:6,m:0+t:80,m:1+t:2,m:1+t:23,m:0+t:81+s:2048&fields=f12"
try:
resp = requests.get(url, timeout=None)
resp.raise_for_status()
except requests.exceptions.HTTPError as e:
raise requests.exceptions.HTTPError(f"Request to {url} failed with status code {resp.status_code}") from e
try:
_symbols = [_v["f12"] for _v in resp.json()["data"]["diff"]]
except Exception as e:
logger.warning("An error occurred while extracting data from the response.")
raise
stock_info_a_code_name_df = ak.stock_info_a_code_name()
stock_codes = stock_info_a_code_name_df["code"].tolist()
_symbols = [code for code in stock_codes if code and code.strip()]
if len(_symbols) < 3900:
raise ValueError("The complete list of stocks is not available.")

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@@ -50,12 +50,6 @@ pip install -r requirements.txt
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data_1min --region cn --interval 1min
# us 1d
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data --region us --interval 1d
# us 1min
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data_1min --region us --interval 1min
# in 1d
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/in_data --region in --interval 1d
# in 1min
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/in_data_1min --region in --interval 1min
```
### Collector *YahooFinance* data to qlib

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@@ -194,7 +194,7 @@ def test_trainer_checkpoint():
assert (output_dir / "002.pth").exists()
assert os.readlink(output_dir / "latest.pth") == str(output_dir / "002.pth")
trainer.load_state_dict(torch.load(output_dir / "001.pth"))
trainer.load_state_dict(torch.load(output_dir / "001.pth", weights_only=False))
assert trainer.current_iter == 1
assert trainer.current_episode == 100