update scripts/README.md

scripts/README.md

@@ -1,29 +1,61 @@
-# Download Qlib Data
+
+- [Download Qlib Data](#Download-Qlib-Data)
+  - [Download CN Data](#Download-CN-Data)
+  - [Downlaod US Data](#Downlaod-US-Data)
+  - [Download CN Simple Data](#Download-CN-Simple-Data)
+  - [Help](#Help)
+- [Using in Qlib](#Using-in-Qlib)
+  - [US data](#US-data)
+  - [CN data](#CN-data)
 
 
-## Download CN Data
+## Download Qlib Data
+
+
+### Download CN Data
 
 ```bash
 python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
 ```
 
-## Downlaod US Data
+### Downlaod US Data
 
-> The US stock code contains 'PRN', and the directory cannot be created on Windows system
+> The US stock code contains 'PRN', and the directory cannot be created on Windows system: https://superuser.com/questions/613313/why-cant-we-make-con-prn-null-folder-in-windows
 
 ```bash
 python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data --region us
 ```
 
-## Download CN Simple Data
+### Download CN Simple Data
 
 ```bash
 python get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --region cn
 ```
 
-## Help
+### Help
 
 ```bash
 python get_data.py qlib_data --help
 ```
 
+## Using in Qlib
+> For more information: https://qlib.readthedocs.io/en/latest/start/initialization.html
+
+
+### US data
+
+```python
+import qlib
+from qlib.config import REG_US
+provider_uri = "~/.qlib/qlib_data/us_data"  # target_dir
+qlib.init(provider_uri=provider_uri, region=REG_US)
+```
+
+### CN data
+
+```python
+import qlib
+from qlib.config import REG_CN
+provider_uri = "~/.qlib/qlib_data/cn_data"  # target_dir
+qlib.init(provider_uri=provider_uri, region=REG_CN)
+```