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fix get data error (#1793)

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* fix get data error

* fix get v0 data error

* optimize get_data code

* fix pylint error

* add comments
This commit is contained in:
Linlang
2024-05-24 12:59:50 +08:00
committed by GitHub
parent 63021018d6
commit 155f80323c
2 changed files with 47 additions and 26 deletions
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5
examples/orderbook_data/README.md
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@@ -16,7 +16,7 @@ Current version of script with default value tries to connect localhost **via de
Run following command to install necessary libraries
```
pip install pytest coverage
pip install pytest coverage gdown
pip install arctic # NOTE: pip may fail to resolve the right package dependency !!! Please make sure the dependency are satisfied.
```
@@ -27,7 +27,8 @@ pip install arctic # NOTE: pip may fail to resolve the right package dependency
2. Please follow following steps to download example data
```bash
cd examples/orderbook_data/
python ../../scripts/get_data.py download_data --target_dir . --file_name highfreq_orderbook_example_data.zip
gdown https://drive.google.com/uc?id=15nZF7tFT_eKVZAcMFL1qPS4jGyJflH7e # Proxies may be necessary here.
python ../../scripts/get_data.py _unzip --file_path highfreq_orderbook_example_data.zip --target_dir .
```
3. Please import the example data to your mongo db