MCPcopy
hub / github.com/microsoft/qlib / normalize_data

Method normalize_data

scripts/data_collector/base.py:415–439  ·  view source on GitHub ↗

normalize data Parameters ---------- date_field_name: str date field name, default date symbol_field_name: str symbol field name, default symbol Examples --------- $ python collector.py normalize_data --source_dir

(self, date_field_name: str = "date", symbol_field_name: str = "symbol", **kwargs)

Source from the content-addressed store, hash-verified

413 ).collector_data()
414
415 def normalize_data(self, date_field_name: str = "date", symbol_field_name: str = "symbol", **kwargs):
416 """normalize data
417
418 Parameters
419 ----------
420 date_field_name: str
421 date field name, default date
422 symbol_field_name: str
423 symbol field name, default symbol
424
425 Examples
426 ---------
427 $ python collector.py normalize_data --source_dir ~/.qlib/instrument_data/source --normalize_dir ~/.qlib/instrument_data/normalize --region CN --interval 1d
428 """
429 _class = getattr(self._cur_module, self.normalize_class_name)
430 yc = Normalize(
431 source_dir=self.source_dir,
432 target_dir=self.normalize_dir,
433 normalize_class=_class,
434 max_workers=self.max_workers,
435 date_field_name=date_field_name,
436 symbol_field_name=symbol_field_name,
437 **kwargs,
438 )
439 yc.normalize()

Callers 1

setUpClassMethod · 0.45

Calls 2

normalizeMethod · 0.95
NormalizeClass · 0.85

Tested by 1

setUpClassMethod · 0.36