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Merge pull request #441 from zhupr/fix_yahoo_collector
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Fix YahooCollector can't download 1min data
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you-n-g authored May 26, 2021
2 parents 928bae0 + 1141626 commit cbbf6cd
Showing 1 changed file with 3 additions and 5 deletions.
8 changes: 3 additions & 5 deletions scripts/data_collector/yahoo/collector.py
Original file line number Diff line number Diff line change
Expand Up @@ -581,7 +581,6 @@ def download_data(
delay=0,
start=None,
end=None,
interval="1d",
check_data_length=False,
limit_nums=None,
):
Expand All @@ -593,8 +592,6 @@ def download_data(
default 2
delay: float
time.sleep(delay), default 0
interval: str
freq, value from [1min, 1d], default 1d
start: str
start datetime, default "2000-01-01"
end: str
Expand All @@ -611,8 +608,9 @@ def download_data(
# get 1m data
$ python collector.py download_data --source_dir ~/.qlib/stock_data/source --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1m
"""

super(Run, self).download_data(max_collector_count, delay, start, end, interval, check_data_length, limit_nums)
super(Run, self).download_data(
max_collector_count, delay, start, end, self.interval, check_data_length, limit_nums
)

def normalize_data(self, date_field_name: str = "date", symbol_field_name: str = "symbol"):
"""normalize data
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