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Description
Use
today
instead of returned date from baostock as the end date of csi500 instruments.Motivation and Context
The "end_date" of
get_new_companies
should be today instead of the returned date ofbaostock.query_zz500_stocks
, as the latter is the latest update date before the date given in parameter, it is not the last effective date thus does not change with the data date.As a result, running the current version (with bug) today returns csi500 instrument file as below
(to verify, running
qlib\scripts\data_collector\cn_index>python collector.py --qlib_dir E:\fake1ddir --index-name=CSI500
)and any test with stock population of csi500 ends at 2022-08-01.
This pull request fixes the bug.
How Has This Been Tested?
pytest qlib/tests/test_all_pipeline.py
under upper directory ofqlib
.Screenshots of Test Results (if appropriate):
running the collector generates correct instrument population file
Types of changes