Method _dump_bin

scripts/dump_bin.py:271–295

(self, file_or_data: [Path, pd.DataFrame], calendar_list: List[pd.Timestamp])

                np.hstack([date_index, _df[field]]).astype("<f").tofile(str(bin_path.resolve()))

    def _dump_bin(self, file_or_data: [Path, pd.DataFrame], calendar_list: List[pd.Timestamp]):
        if not calendar_list:
            logger.warning("calendar_list is empty")
            return
        if isinstance(file_or_data, pd.DataFrame):
            if file_or_data.empty:
                return
            code = fname_to_code(str(file_or_data.iloc[0][self.symbol_field_name]).lower())
            df = file_or_data
        elif isinstance(file_or_data, Path):
            code = self.get_symbol_from_file(file_or_data)
            df = self._get_source_data(file_or_data)
        else:
            raise ValueError(f"not support {type(file_or_data)}")
        if df is None or df.empty:
            logger.warning(f"{code} data is None or empty")
            return

        # try to remove dup rows or it will cause exception when reindex.
        df = df.drop_duplicates(self.date_field_name)

        # features save dir
        features_dir = self._features_dir.joinpath(code_to_fname(code).lower())
        features_dir.mkdir(parents=True, exist_ok=True)
        self._data_to_bin(df, calendar_list, features_dir)

    @abc.abstractmethod
    def dump(self):