Update qlib dump script

chenditc · Aug 9, 2022 · 6f842ad · 6f842ad
1 parent 161946c
commit 6f842ad
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/qlib/dump_all_to_qlib_source.py b/qlib/dump_all_to_qlib_source.py
@@ -16,7 +16,7 @@ def dump_all_to_sqlib_source(skip_exists=True):
     print("Dumping to file: ", filename)
     if skip_exists and os.path.isfile(filename):
         continue
-    stock_df = pd.read_sql(f"select * from final_a_stock_eod_price where symbol='{symbol}'", dbConnection)
+    stock_df = pd.read_sql(f"select *, amount/volume*10 as vwap from final_a_stock_eod_price where symbol='{symbol}'", dbConnection)
     stock_df.to_csv(filename, index=False)
 
 if __name__ == "__main__":