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14 changes: 11 additions & 3 deletions scripts/data_collector/us_index/collector.py
Original file line number Diff line number Diff line change
Expand Up @@ -7,12 +7,14 @@
from pathlib import Path
from concurrent.futures import ThreadPoolExecutor
from typing import List
from io import StringIO

import fire
import requests
import pandas as pd
from tqdm import tqdm
from loguru import logger
from fake_useragent import UserAgent


CUR_DIR = Path(__file__).resolve().parent
Expand Down Expand Up @@ -51,6 +53,7 @@ def __init__(
)

self._target_url = f"{WIKI_URL}/{WIKI_INDEX_NAME_MAP[self.index_name.upper()]}"
self._ua = UserAgent()

@property
@abc.abstractmethod
Expand Down Expand Up @@ -112,7 +115,8 @@ def calendar_list(self) -> List[pd.Timestamp]:
return _calendar_list

def _request_new_companies(self) -> requests.Response:
resp = requests.get(self._target_url, timeout=None)
headers = {"User-Agent": self._ua.random}
resp = requests.get(self._target_url, timeout=None, headers=headers)
if resp.status_code != 200:
raise ValueError(f"request error: {self._target_url}")

Expand All @@ -128,7 +132,7 @@ def set_default_date_range(self, df: pd.DataFrame) -> pd.DataFrame:
def get_new_companies(self):
logger.info(f"get new companies {self.index_name} ......")
_data = deco_retry(retry=self._request_retry, retry_sleep=self._retry_sleep)(self._request_new_companies)()
df_list = pd.read_html(_data.text)
df_list = pd.read_html(StringIO(_data.text))
for _df in df_list:
_df = self.filter_df(_df)
if (_df is not None) and (not _df.empty):
Expand Down Expand Up @@ -226,7 +230,11 @@ def bench_start_date(self) -> pd.Timestamp:
def get_changes(self) -> pd.DataFrame:
logger.info(f"get sp500 history changes......")
# NOTE: may update the index of the table
changes_df = pd.read_html(self.WIKISP500_CHANGES_URL)[-1]
# Add headers to avoid 403 Forbidden error from Wikipedia
headers = {"User-Agent": self._ua.random}
response = requests.get(self.WIKISP500_CHANGES_URL, headers=headers)
response.raise_for_status()
changes_df = pd.read_html(StringIO(response.text))[-1]
changes_df = changes_df.iloc[:, [0, 1, 3]]
changes_df.columns = [self.DATE_FIELD_NAME, self.ADD, self.REMOVE]
changes_df[self.DATE_FIELD_NAME] = pd.to_datetime(changes_df[self.DATE_FIELD_NAME])
Expand Down
1 change: 1 addition & 0 deletions scripts/data_collector/us_index/requirements.txt
Original file line number Diff line number Diff line change
Expand Up @@ -3,3 +3,4 @@ requests
pandas
lxml
loguru
fake-useragent
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