fix: gen_training_orders.py bugs

CHANGELOG.md

@@ -1,12 +0,0 @@
-# Changelog
-
-## [0.9.8](https://github.com/microsoft/qlib/compare/v0.9.7...v0.9.8) (2025-10-17)
-
-
-### Bug Fixes
-
-* download orderbook data error ([#1990](https://github.com/microsoft/qlib/issues/1990)) ([136b2dd](https://github.com/microsoft/qlib/commit/136b2ddf9a16e4106d62b8d1336a56273a8abef0))
-* replace deprecated pandas fillna(method=) with ffill()/bfill() ([#1987](https://github.com/microsoft/qlib/issues/1987)) ([7095e75](https://github.com/microsoft/qlib/commit/7095e755fa57e011f0483d24b45fc5bd5a4deaf8))
-* spelling errors ([#1996](https://github.com/microsoft/qlib/issues/1996)) ([f26b341](https://github.com/microsoft/qlib/commit/f26b3417363410531dbbb39e425bce6cf05528a1))
-* the bug when auto_mount=True ([#2009](https://github.com/microsoft/qlib/issues/2009)) ([213eb6c](https://github.com/microsoft/qlib/commit/213eb6c2cd12342b6ec98f21300217e1659f3d58))
-* typo in integration documentation: 'userd' -> 'used' ([#2034](https://github.com/microsoft/qlib/issues/2034)) ([3dc5a7d](https://github.com/microsoft/qlib/commit/3dc5a7d299074f0fa45a4b7bb50ab446a8824a32))

docs/start/getdata.rst

@@ -129,7 +129,7 @@ For example, it looks quite long and complicated:
 
 
 But using string is not the only way to implement the expression. You can also implement expression by code.
-Here is an example which does the same thing as above examples.
+Here is an exmaple which does the same thing as above examples.
 
 
 .. code-block:: python

docs/start/integration.rst

@@ -71,7 +71,7 @@ The Custom models need to inherit `qlib.model.base.Model <../reference/api.html#
                 )
 
 - Override the `predict` method
-    - The parameters must include the parameter `dataset`, which will be used to get the test dataset.
+    - The parameters must include the parameter `dataset`, which will be userd to get the test dataset.
     - Return the `prediction score`.
     - Please refer to `Model API <../reference/api.html#module-qlib.model.base>`_ for the parameter types of the fit method.
     - Code Example: In the following example, users need to use `LightGBM` to predict the label(such as `preds`) of test data `x_test` and return it.

examples/rl_order_execution/scripts/gen_training_orders.py

@@ -17,11 +17,11 @@ def generate_order(stock: str, start_idx: int, end_idx: int) -> bool:
     if len(df) == 0 or df.isnull().values.any() or min(df["$volume0"]) < 1e-5:
         return False
 
-    df["date"] = df["datetime"].dt.date.astype("datetime64")
+    df["date"] = df["datetime"].dt.date.astype("datetime64[ns]")
     df = df.set_index(["instrument", "datetime", "date"])
-    df = df.groupby("date", group_keys=False).take(range(start_idx, end_idx)).droplevel(level=0)
+    df = df.groupby("date", group_keys=True).take(range(start_idx, end_idx)).droplevel(level=0)
 
-    order_all = pd.DataFrame(df.groupby(level=(2, 0), group_keys=False).mean().dropna())
+    order_all = pd.DataFrame(df.groupby(level=(2, 0), group_keys=True).mean().dropna())
     order_all["amount"] = np.random.lognormal(-3.28, 1.14) * order_all["$volume0"]
     order_all = order_all[order_all["amount"] > 0.0]
     order_all["order_type"] = 0

scripts/data_collector/utils.py

@@ -82,7 +82,7 @@ def get_calendar_list(bench_code="CSI300") -> List[pd.Timestamp]:
             if bench_code.upper() == "ALL":
 
                 @deco_retry
-                def _get_calendar_from_month(month):
+                def _get_calendar(month):
                     _cal = []
                     try:
                         resp = requests.get(
@@ -98,7 +98,7 @@ def get_calendar_list(bench_code="CSI300") -> List[pd.Timestamp]:
                 month_range = pd.date_range(start="2000-01", end=pd.Timestamp.now() + pd.Timedelta(days=31), freq="M")
                 calendar = []
                 for _m in month_range:
-                    cal = _get_calendar_from_month(_m.strftime("%Y-%m"))
+                    cal = _get_calendar(_m.strftime("%Y-%m"))
                     if cal:
                         calendar += cal
                 calendar = list(filter(lambda x: x <= pd.Timestamp.now(), calendar))

scripts/data_collector/yahoo/collector.py

@@ -613,6 +613,10 @@ class YahooNormalize1min(YahooNormalize, ABC):
     def symbol_to_yahoo(self, symbol):
         raise NotImplementedError("rewrite symbol_to_yahoo")
 
+    @abc.abstractmethod
+    def _get_1d_calendar_list(self) -> Iterable[pd.Timestamp]:
+        raise NotImplementedError("rewrite _get_1d_calendar_list")
+
 
 class YahooNormalizeUS:
     def _get_calendar_list(self) -> Iterable[pd.Timestamp]: