Fix the error when the stock code is a number #78
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zhupr
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@zhupr Please check the CI results. |
you-n-g
reviewed
Dec 16, 2020
qlib/data/data.py
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| @@ -591,6 +594,8 @@ def _load_instruments(self, market): | |||
| df = pd.read_csv(fname, sep="\t", names=["inst", "start_datetime", "end_datetime", "save_inst"]) | |||
| df["start_datetime"] = pd.to_datetime(df["start_datetime"]) | |||
| df["end_datetime"] = pd.to_datetime(df["end_datetime"]) | |||
| df["inst"] = df["inst"].astype(str) | |||
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give more docs about the save_inst
qlib/data/data.py
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| @@ -223,8 +223,11 @@ def convert_instruments(self, instrument): | |||
| for _path in Path(C.get_data_path()).joinpath("instruments").glob("*.txt"): | |||
| _df = pd.read_csv(_path, sep="\t", names=["inst", "start_datetime", "end_datetime", "save_inst"]) | |||
| _df_list.append(_df.iloc[:, [0, -1]]) | |||
| df = pd.concat(_df_list, sort=False).sort_values("save_inst") | |||
| df = df.drop_duplicates(subset=["save_inst"], keep="first").fillna(axis=1, method="ffill") | |||
| df = pd.concat(_df_list, sort=False) | |||
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dtype: Type name or dict of column -> type, optional
Data type for data or columns. E.g. {‘a’: np.float64, ‘b’: np.int32, ‘c’: ‘Int64’} Use str or object together with suitable na_values settings to preserve and not interpret dtype. If converters are specified, they will be applied INSTEAD of dtype conversion.
Will dtype be a cleaner solution?
qlib/data/data.py
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| @@ -223,8 +223,11 @@ def convert_instruments(self, instrument): | |||
| for _path in Path(C.get_data_path()).joinpath("instruments").glob("*.txt"): | |||
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It is very strange that InstrumentProvider has such such a function named convert_instruments
you-n-g
reviewed
Dec 21, 2020
qlib/data/data.py
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| # `day` | ||
| begin = inst_time[1] | ||
| end = inst_time[2] | ||
| elif len(inst_time) == 5: |
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This is very strange to use different logic for processing different frequency data.
Why not using code like pd.read_csv(fname, sep="\t", names=["inst", "start_datetime", "end_datetime"])
you-n-g
reviewed
Jan 7, 2021
qlib/__init__.py
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| @@ -2,7 +2,7 @@ | |||
| # Licensed under the MIT License. | |||
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| __version__ = "0.6.1.dev" | |||
| __version__ = "0.6.2.dev" | |||
qlib/tests/data.py
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| @staticmethod | ||
| def _delete_qlib_data(file_dir: Path): | ||
| logger.info(f"delete {file_dir}") | ||
| for _name in ["features", "calendars", "instruments"]: |
qlib/tests/data.py
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| Examples | ||
| --------- | ||
| python get_data.py qlib_data --name qlib_data --target_dir ~/.qlib/qlib_data/cn_data --version latest --interval 1d --region cn | ||
| ------- | ||
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| """ | ||
| file_name = f"{name}_{region.lower()}_{interval.lower()}_{version}.zip" | ||
| self._download_data(file_name.lower(), target_dir) | ||
| _version = re.search(r"(\d+)(.)(\d+)(.)(\d+)", qlib.__version__)[0] |
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Add more documents about the background for this code.
qlib/tests/data.py
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| dataset_name=name, | ||
| region=region.lower(), | ||
| interval=interval.lower(), | ||
| qlib_version=qlib_version, |
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Did you consider the situation that the qlib version changes but the data version remains the same?
qlib/utils/__init__.py
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| replace_names += [f"COM{i}" for i in range(10)] | ||
| replace_names += [f"LPT{i}" for i in range(10)] | ||
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| prefix = "_QLIB_" if code.isupper() else "_qlib_" |
you-n-g
reviewed
Jan 21, 2021
qlib/__init__.py
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| @@ -2,7 +2,7 @@ | |||
| # Licensed under the MIT License. | |||
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| __version__ = "0.6.1.dev" | |||
| __version__ = "0.6.1.99.dev" | |||
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If we add ".99", do we still need ".dev" ?
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Description
Motivation and Context
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.pyunder upper directory ofqlib.Screenshots of Test Results (if appropriate):
Types of changes