(cls)
| 37 | |
| 38 | @classmethod |
| 39 | def setUpClass(cls) -> None: |
| 40 | cn_data_dir = str(QLIB_DIR.joinpath("cn_data").resolve()) |
| 41 | pit_dir = str(SOURCE_DIR.joinpath("pit").resolve()) |
| 42 | pit_normalized_dir = str(SOURCE_DIR.joinpath("pit_normalized").resolve()) |
| 43 | GetData().qlib_data( |
| 44 | name="qlib_data_simple", target_dir=cn_data_dir, region="cn", delete_old=False, exists_skip=True |
| 45 | ) |
| 46 | GetData().qlib_data(name="qlib_data", target_dir=pit_dir, region="pit", delete_old=False, exists_skip=True) |
| 47 | |
| 48 | # NOTE: This code does the same thing as line 43, but since baostock is not stable in downloading data, we have chosen to download offline data. |
| 49 | # bs.login() |
| 50 | # Run( |
| 51 | # source_dir=pit_dir, |
| 52 | # interval="quarterly", |
| 53 | # ).download_data(start="2000-01-01", end="2020-01-01", symbol_regex="^(600519|000725).*") |
| 54 | # bs.logout() |
| 55 | |
| 56 | Run( |
| 57 | source_dir=pit_dir, |
| 58 | normalize_dir=pit_normalized_dir, |
| 59 | interval="quarterly", |
| 60 | ).normalize_data() |
| 61 | DumpPitData( |
| 62 | csv_path=pit_normalized_dir, |
| 63 | qlib_dir=cn_data_dir, |
| 64 | ).dump(interval="quarterly") |
| 65 | |
| 66 | def setUp(self): |
| 67 | # qlib.init(kernels=1) # NOTE: set kernel to 1 to make it debug easier |
nothing calls this directly
no test coverage detected