Centralize instrument name normalization in code_to_fname#2266
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Whning0513 wants to merge 2 commits into
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Centralize instrument name normalization in code_to_fname#2266Whning0513 wants to merge 2 commits into
Whning0513 wants to merge 2 commits into
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YahooCollectorCN1d.download_index_data calls pd.to_datetime(df['date']) on timestamps from East Money API that may include timezone offsets (e.g. ' 09:30:00+08:00'). Similarly, YahooNormalize.normalize_yahoo calls pd.to_datetime(df.index) on date strings from Yahoo Finance. Without specifying format='mixed', pd.to_datetime raises when it encounters mixed formats in the same column — some entries are date-only strings while others carry timezone info. Adding format='mixed' lets pandas infer the format per-entry and parse them correctly.
…2053) The root cause is that code_to_fname() — the central normalization function for instrument names — doesn't normalize case before returning. Individual consumers (FileFeatureStorage, LocalPITProvider) each add ad-hoc .lower() calls, but any code path that skips them uses the original case, causing path mismatches on case-sensitive filesystems (Linux ext4). Fix: 1. Normalize to lowercase in code_to_fname() — the single source of truth for instrument-to-filename conversion. 2. Remove the redundant instrument.lower() from FileFeatureStorage (instrument already flows through code_to_fname in LocalFeatureProvider). 3. Remove the redundant instrument.lower() from LocalPITProvider (same reason). This is a no-op on Windows/macOS (case-insensitive FS) and fixes FileNotFoundError on Linux when callers pass mixed-case instrument names.
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Centralize instrument name normalization in code_to_fname