From 6f842adb29e10d6155886b659dfe0d62136ca398 Mon Sep 17 00:00:00 2001 From: chendi Date: Tue, 9 Aug 2022 11:19:54 +0000 Subject: [PATCH] Update qlib dump script --- qlib/dump_all_to_qlib_source.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/qlib/dump_all_to_qlib_source.py b/qlib/dump_all_to_qlib_source.py index 5cb013d..ed49ebc 100644 --- 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__":