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support collecting yahoo 1min data

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zhupr
2021-01-21 15:58:19 +08:00
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docs/component/data.rst
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@@ -136,7 +136,7 @@ After conversion, users can find their Qlib format data in the directory `~/.qli
- `volume`
The adjusted trading volume
- `factor`
The Restoration factor. Normally, original_price = adj_price / factor
The Restoration factor. Normally, ``factor = adjusted_price / original_price``, `adjusted price` reference: `split adjusted <https://www.investopedia.com/terms/s/splitadjusted.asp>`_
In the convention of `Qlib` data processing, `open, close, high, low, volume, money and factor` will be set to NaN if the stock is suspended.