Parameters ---------- data_path: str stock data path or directory qlib_dir: str qlib(dump) data director backup_dir: str, default None if backup_dir is not None, backup qlib_dir to backup_dir freq: str, default "da
(
self,
data_path: str,
qlib_dir: str,
backup_dir: str = None,
freq: str = "day",
max_workers: int = 16,
date_field_name: str = "date",
file_suffix: str = ".csv",
symbol_field_name: str = "symbol",
exclude_fields: str = "",
include_fields: str = "",
limit_nums: int = None,
)
| 391 | |
| 392 | class DumpDataUpdate(DumpDataBase): |
| 393 | def __init__( |
| 394 | self, |
| 395 | data_path: str, |
| 396 | qlib_dir: str, |
| 397 | backup_dir: str = None, |
| 398 | freq: str = "day", |
| 399 | max_workers: int = 16, |
| 400 | date_field_name: str = "date", |
| 401 | file_suffix: str = ".csv", |
| 402 | symbol_field_name: str = "symbol", |
| 403 | exclude_fields: str = "", |
| 404 | include_fields: str = "", |
| 405 | limit_nums: int = None, |
| 406 | ): |
| 407 | """ |
| 408 | |
| 409 | Parameters |
| 410 | ---------- |
| 411 | data_path: str |
| 412 | stock data path or directory |
| 413 | qlib_dir: str |
| 414 | qlib(dump) data director |
| 415 | backup_dir: str, default None |
| 416 | if backup_dir is not None, backup qlib_dir to backup_dir |
| 417 | freq: str, default "day" |
| 418 | transaction frequency |
| 419 | max_workers: int, default None |
| 420 | number of threads |
| 421 | date_field_name: str, default "date" |
| 422 | the name of the date field in the csv |
| 423 | file_suffix: str, default ".csv" |
| 424 | file suffix |
| 425 | symbol_field_name: str, default "symbol" |
| 426 | symbol field name |
| 427 | include_fields: tuple |
| 428 | dump fields |
| 429 | exclude_fields: tuple |
| 430 | fields not dumped |
| 431 | limit_nums: int |
| 432 | Use when debugging, default None |
| 433 | """ |
| 434 | super().__init__( |
| 435 | data_path, |
| 436 | qlib_dir, |
| 437 | backup_dir, |
| 438 | freq, |
| 439 | max_workers, |
| 440 | date_field_name, |
| 441 | file_suffix, |
| 442 | symbol_field_name, |
| 443 | exclude_fields, |
| 444 | include_fields, |
| 445 | ) |
| 446 | self._mode = self.UPDATE_MODE |
| 447 | self._old_calendar_list = self._read_calendars(self._calendars_dir.joinpath(f"{self.freq}.txt")) |
| 448 | # NOTE: all.txt only exists once for each stock |
| 449 | # NOTE: if a stock corresponds to multiple different time ranges, user need to modify self._update_instruments |
| 450 | self._update_instruments = ( |
nothing calls this directly
no test coverage detected