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20 changes: 18 additions & 2 deletions scripts/data_collector/yahoo/collector.py
Original file line number Diff line number Diff line change
Expand Up @@ -368,6 +368,23 @@ class YahooNormalize(BaseNormalize):
COLUMNS = ["open", "close", "high", "low", "volume"]
DAILY_FORMAT = "%Y-%m-%d"

@staticmethod
def _parse_datetime_index(index) -> pd.DatetimeIndex:
try:
parsed = pd.to_datetime(index)
if isinstance(parsed, pd.DatetimeIndex):
return parsed.tz_localize(None) if parsed.tz is not None else parsed
except ValueError:
pass

parsed_values = []
for value in index:
timestamp = pd.to_datetime(value)
if getattr(timestamp, "tzinfo", None) is not None:
timestamp = timestamp.tz_localize(None)
parsed_values.append(timestamp)
return pd.DatetimeIndex(parsed_values)

@staticmethod
def calc_change(df: pd.DataFrame, last_close: float) -> pd.Series:
df = df.copy()
Expand All @@ -392,8 +409,7 @@ def normalize_yahoo(
columns = copy.deepcopy(YahooNormalize.COLUMNS)
df = df.copy()
df.set_index(date_field_name, inplace=True)
df.index = pd.to_datetime(df.index)
df.index = df.index.tz_localize(None)
df.index = YahooNormalize._parse_datetime_index(df.index)
df = df[~df.index.duplicated(keep="first")]
if calendar_list is not None:
df = df.reindex(
Expand Down
23 changes: 23 additions & 0 deletions tests/test_yahoo_collector.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,23 @@
import pandas as pd
import pytest

from scripts.data_collector.yahoo.collector import YahooNormalize


def test_normalize_yahoo_accepts_mixed_daily_and_timezone_dates():
df = pd.DataFrame(
{
"date": ["2025-09-01", "2025-09-02 09:30:00+08:00"],
"symbol": ["sh600468", "sh600468"],
"open": [10.0, 11.0],
"close": [10.0, 11.0],
"high": [10.0, 11.0],
"low": [10.0, 11.0],
"volume": [100.0, 100.0],
}
)

result = YahooNormalize.normalize_yahoo(df)

assert result["date"].tolist() == [pd.Timestamp("2025-09-01"), pd.Timestamp("2025-09-02 09:30:00")]
assert result["change"].iloc[1] == pytest.approx(0.1)