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feat: data improve, support parquet (#1966)

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* refactor: relocate CLI modules to qlib.cli and update references

* refactor: introduce read_as_df and rename csv_path to data_path

* lint

* refactor: rename csv_path to data_path and use QSettings.provider_uri

* fix pylint error

* fix get_data command

* add comments to CI yaml

* update docs

---------

Co-authored-by: Linlang <Lv.Linlang@hotmail.com>
This commit is contained in:
you-n-g
2025-08-07 15:04:37 +08:00
committed by GitHub
parent 78b77e302b
commit 1b426503fc
21 changed files with 105 additions and 62 deletions
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README.md
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@@ -229,10 +229,10 @@ Load and prepare data by running the following code:
### Get with module
```bash
# get 1d data
python -m qlib.run.get_data qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
python -m qlib.cli.data qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
# get 1min data
python -m qlib.run.get_data qlib_data --target_dir ~/.qlib/qlib_data/cn_data_1min --region cn --interval 1min
python -m qlib.cli.data qlib_data --target_dir ~/.qlib/qlib_data/cn_data_1min --region cn --interval 1min
```
@@ -329,7 +329,7 @@ We recommend users to prepare their own data if they have a high-quality dataset
3. At this point you are in the docker environment and can run the qlib scripts. An example:
```bash
>>> python scripts/get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
>>> python qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
>>> python qlib/cli/run.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
```
4. Exit the container
```bash
@@ -359,7 +359,7 @@ Qlib provides a tool named `qrun` to run the whole workflow automatically (inclu
```
If users want to use `qrun` under debug mode, please use the following command:
```bash
python -m pdb qlib/workflow/cli.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
python -m pdb qlib/cli/run.py examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml
```
The result of `qrun` is as follows, please refer to [docs](https://qlib.readthedocs.io/en/latest/component/strategy.html#result) for more explanations about the result.