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microsoft · Nov 1, 2023 · 34e9553 · 34e9553
1 parent 3af3cae
commit 34e9553
Showing 1 changed file with 4 additions and 4 deletions.
diff --git a/scripts/data_collector/yahoo/collector.py b/scripts/data_collector/yahoo/collector.py
@@ -407,9 +407,9 @@ def normalize_yahoo(
         df_tmp.sort_index(inplace=True)
         df_tmp.index = df_tmp.index.tz_localize(None)
         df.index = df.index.tz_localize(None)
-        df_tmp['symbol'] = df.iloc[0]['symbol']
-        df_tmp = df_tmp.drop(columns=['open', 'high', 'low', 'close', 'volume'])
-        df = df_tmp.merge(df[["open", "high", "low", "close", "volume"]], left_index=True, right_index=True, how='left')
+        df_tmp["symbol"] = df.iloc[0]["symbol"]
+        df_tmp = df_tmp.drop(columns=["open", "high", "low", "close", "volume"])
+        df = df_tmp.merge(df[["open", "high", "low", "close", "volume"]], left_index=True, right_index=True, how="left")
         df.loc[(df["volume"] <= 0) | np.isnan(df["volume"]), list(set(df.columns) - {symbol_field_name})] = np.nan
 
         change_series = YahooNormalize.calc_change(df, last_close)
@@ -542,7 +542,7 @@ def normalize(self, df: pd.DataFrame) -> pd.DataFrame:
         df = super(YahooNormalize1dExtend, self).normalize(df)
         df.set_index(self._date_field_name, inplace=True)
         symbol_name = df[self._symbol_field_name].iloc[0]
-        old_symbol_list = self.old_qlib_data.index.get_level_values('instrument').unique().to_list()
+        old_symbol_list = self.old_qlib_data.index.get_level_values("instrument").unique().to_list()
         if str(symbol_name).upper() not in old_symbol_list:
             return df.reset_index()
         old_df = self.old_qlib_data.loc[str(symbol_name).upper()]