Add fund data as an example #292
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@wangershi Thanks for your PR. |
Done, thanks @you-n-g . |
zhupr
reviewed
Mar 17, 2021
| raise ValueError(f"cannot support {interval}") | ||
| return _result | ||
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| def collector_data(self): |
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If the subclass does not make any changes, this function can be omitted
| return df | ||
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| class FundNormalize1d(FundNormalize, ABC): |
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It’s more appropriate to write this class like this：
class FundNormalize1d(FundNormalize):
pass
scripts/data_collector/utils.py
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| @@ -93,6 +98,78 @@ def _get_calendar(month): | |||
| return calendar | |||
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| def return_date_list(source_dir, date_field_name: str, file_path: Path): | |||
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def return_date_list(date_field_name: str, file_path: Path):
date_list = pd.read_csv(file_path, sep=",", index_col=0)[date_field_name].to_list()
return sorted(map(lambda x: pd.Timestamp(x), date_list))
scripts/data_collector/utils.py
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| logger.info(f"count how many funds trade in this day......") | ||
| _dict_count_trade = dict() # dict{date:count} | ||
| _fun = partial(return_date_list, source_dir, date_field_name) |
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_fun = partial(return_date_list, date_field_name)
| _dict_count_trade = dict() # dict{date:count} | ||
| _fun = partial(return_date_list, source_dir, date_field_name) | ||
| with tqdm(total=_number_all_funds) as p_bar: | ||
| with ProcessPoolExecutor(max_workers=max_workers) as executor: |
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The following code can read the file less：
all_oldest_list = []
with tqdm(total=_number_all_funds) as p_bar:
with ProcessPoolExecutor(max_workers=max_workers) as executor:
for date_list in executor.map(_fun, file_list):
if date_list:
all_oldest_list.append(date_list[0])
for date in date_list:
if date not in _dict_count_trade.keys():
_dict_count_trade[date] = 0
_dict_count_trade[date] += 1
p_bar.update()
logger.info(f"count how many funds have founded in this day......")
_dict_count_founding = {date: _number_all_funds for date in _dict_count_trade.keys()} # dict{date:count}
with tqdm(total=_number_all_funds) as p_bar:
for oldest_date in all_oldest_list:
for date in _dict_count_founding.keys():
if date < oldest_date:
_dict_count_founding[date] -= 1
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Done, thanks @zhupr . |
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Description
Add fund data as an example
Motivation and Context
There are only stock data as the example, we can also use qlib for fund.
How Has This Been Tested?
A new feature, I test it offline.
Screenshots of Test Results (if appropriate):
Types of changes