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@nodew nodew commented Jun 20, 2025

Description

Fix yahoo collector for fetching us data:

  1. Eastmoney API now requires fetch data by pages.
  2. Nasdaq deprecated the ftp endpoint and replaced it with https.

Motivation and Context

Fix the bug #1953

How Has This Been Tested?

  • Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
  • If you are adding a new feature, test on your own test scripts.

Screenshots of Test Results (if appropriate):

  1. Pipeline test:
  2. Your own tests:

Types of changes

  • Fix bugs
  • Add new feature
  • Update documentation

@github-actions github-actions bot added the waiting for triage Cannot auto-triage, wait for triage. label Jun 20, 2025
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Reviewed the data for US

@nodew
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nodew commented Aug 1, 2025

Can anyone triage the change and approve it?

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def _get_eastmoney():
url = "http://4.push2.eastmoney.com/api/qt/clist/get?pn=1&pz=10000&fs=m:105,m:106,m:107&fields=f12"
resp = requests.get(url, timeout=None)
if resp.status_code != 200:
raise ValueError("request error")
base_url = "http://4.push2.eastmoney.com/api/qt/clist/get"
params = {
"pn": 1, # page number
"pz": 100, # page size, default to 100
"fs": "m:105,m:106,m:107",
"fields": "f12",
}

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2 participants