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add normalizer

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This commit is contained in:
wangershi
2021-03-07 18:51:38 +08:00
parent 34b7da1dd8
commit 11412727ef
3 changed files with 200 additions and 18 deletions
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scripts/data_collector/fund/README.md
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@@ -20,10 +20,12 @@ pip install -r requirements.txt
# download from eastmoney.com
python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_1d --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
# normalize
python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_1d --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ
# dump data
cd qlib/scripts
python dump_bin.py dump_all --csv_path ~/.qlib/fund_data/source/cn_1d --qlib_dir ~/.qlib/qlib_data/cn_fund_data --freq day --date_field_name FSRQ --include_fields DWJZ,LJJZ
python dump_bin.py dump_all --csv_path ~/.qlib/fund_data/source/cn_1d_nor --qlib_dir ~/.qlib/qlib_data/cn_fund_data --freq day --date_field_name FSRQ --include_fields DWJZ,LJJZ
```