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

Method save_instruments

scripts/dump_bin.py:214–225  ·  view source on GitHub ↗
(self, instruments_data: Union[list, pd.DataFrame])

Source from the content-addressed store, hash-verified

212 np.savetxt(calendars_path, result_calendars_list, fmt="%s", encoding="utf-8")
213
214 def save_instruments(self, instruments_data: Union[list, pd.DataFrame]):
215 self._instruments_dir.mkdir(parents=True, exist_ok=True)
216 instruments_path = str(self._instruments_dir.joinpath(self.INSTRUMENTS_FILE_NAME).resolve())
217 if isinstance(instruments_data, pd.DataFrame):
218 _df_fields = [self.symbol_field_name, self.INSTRUMENTS_START_FIELD, self.INSTRUMENTS_END_FIELD]
219 instruments_data = instruments_data.loc[:, _df_fields]
220 instruments_data[self.symbol_field_name] = instruments_data[self.symbol_field_name].apply(
221 lambda x: fname_to_code(x.lower()).upper()
222 )
223 instruments_data.to_csv(instruments_path, header=False, sep=self.INSTRUMENTS_SEP, index=False)
224 else:
225 np.savetxt(instruments_path, instruments_data, fmt="%s", encoding="utf-8")
226
227 def data_merge_calendar(self, df: pd.DataFrame, calendars_list: List[pd.Timestamp]) -> pd.DataFrame:
228 # calendars

Callers 3

_dump_instrumentsMethod · 0.80
_dump_instrumentsMethod · 0.80
dumpMethod · 0.80

Calls 2

fname_to_codeFunction · 0.90
applyMethod · 0.45

Tested by

no test coverage detected