feat(yahoo): add GB (London Stock Exchange) support to Yahoo Finance data collector

[kaish114]

Summary

This PR adds GB (London Stock Exchange) support to the Yahoo Finance data collector, following the same pattern as the existing IN (India) and BR (Brazil) implementations.

Changes

• scripts/data_collector/utils.py

  • Add "GB_ALL": "^FTSE" to CALENDAR_BENCH_URL_MAP — uses FTSE 100 index as the trading-calendar benchmark, consistent with ^NSEI (India) and ^BVSP (Brazil)
  • Add _GB_SYMBOLS module-level cache
  • Extend get_calendar_list() to handle GB_ prefixed bench codes
  • Add get_gb_stock_symbols() — fetches symbols from the Yahoo Finance predefined most_actives_gb screener API with pagination (250 per page), filtering to .L-suffixed symbols (~960 LSE-listed equities)

• scripts/data_collector/yahoo/collector.py

  • Add YahooCollectorGB, YahooCollectorGB1d, YahooCollectorGB1min
  • Add YahooNormalizeGB, YahooNormalizeGB1d, YahooNormalizeGB1dExtend, YahooNormalizeGB1min
  • Timezone: Europe/London; symbol format: .L suffix (e.g. HSBA.L, AZN.L)
  • YahooNormalizeGB1min sets AM_RANGE = ("08:00:00", "16:29:00") to reflect the LSE continuous session (no midday break)

• scripts/data_collector/yahoo/README.md — add GB download/normalize examples and a note on GBp (pence) pricing

• scripts/data_collector/README.md — update supported regions list (also fixes existing omission of IN and BR)

• tests/test_yahoo_collector_gb.py — 21 unit tests covering symbol fetching, pagination, caching, calendar routing, class existence, timezone, and Run class-name resolution

Symbol source

Symbols are fetched from the Yahoo Finance predefined screener endpoint:

GET https://query1.finance.yahoo.com/v1/finance/screener/predefined/saved?scrIds=most_actives_gb&count=250&start={offset}

This endpoint requires no authentication, supports start offset pagination, and returns symbols already validated by Yahoo Finance — guaranteeing that collected symbols will have price data available. The full GB market universe (~1,432 securities, ~960 .L equities) is covered across 6 paginated requests.

Testing

pytest tests/test_yahoo_collector_gb.py -v
# 21 passed

All changed files formatted with black -l 120.

Usage

# Download 1d data
python scripts/data_collector/yahoo/collector.py download_data \
  --source_dir ~/.qlib/stock_data/source/gb_data \
  --start 2000-01-04 --end 2025-12-31 --delay 1 --interval 1d --region GB

# Normalize
python scripts/data_collector/yahoo/collector.py normalize_data \
  --source_dir ~/.qlib/stock_data/source/gb_data \
  --normalize_dir ~/.qlib/stock_data/source/gb_1d_nor \
  --region GB --interval 1d

[kaish114]

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