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Fix issue 1729 #1776

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merged 4 commits into from May 10, 2024
Merged

Fix issue 1729 #1776

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0e85714
fix issue 1729
Apr 10, 2024
27ab49a
fix issue 1729
Apr 10, 2024
6443d86
fix issue 1729
Apr 10, 2024
2315256
Merge branch 'main' of github.com:microsoft/qlib into fix_issue_1729
May 9, 2024
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7 changes: 0 additions & 7 deletions scripts/data_collector/cn_index/collector.py
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Expand Up @@ -396,14 +396,7 @@ def get_history_companies(self) -> pd.DataFrame:
today = pd.Timestamp.now()
date_range = pd.DataFrame(pd.date_range(start="2007-01-15", end=today, freq="7D"))[0].dt.date
ret_list = []
col = ["date", "symbol", "code_name"]
for date in tqdm(date_range, desc="Download CSI500"):
rs = bs.query_zz500_stocks(date=str(date))
zz500_stocks = []
while (rs.error_code == "0") & rs.next():
zz500_stocks.append(rs.get_row_data())
result = pd.DataFrame(zz500_stocks, columns=col)
result["symbol"] = result["symbol"].apply(lambda x: x.replace(".", "").upper())
result = self.get_data_from_baostock(date)
ret_list.append(result[["date", "symbol"]])
bs.logout()
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