liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity

ready for dump_bin

Browse Source
This commit is contained in:
wangershi
2021-02-28 19:06:40 +08:00
parent db80b620d8
commit 3082f6ac1b
1 changed files with 5 additions and 5 deletions
Download Patch File Download Diff File Expand all files Collapse all files

10
scripts/data_collector/fund/README.md
View File

@@ -23,7 +23,7 @@ python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_1d --
# dump data
cd qlib/scripts
python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/qlib_data/qlib_cn_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
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
```
@@ -33,8 +33,8 @@ python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qli
import qlib
from qlib.data import D
qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1d", region="CN")
df = D.features(D.instruments("all"), ["$close"], freq="day")
qlib.init(provider_uri="~/.qlib/qlib_data/cn_fund_data")
df = D.features(D.instruments(market="all"), ["$DWJZ", "$LJJZ"], freq="day")
```
@@ -45,5 +45,5 @@ pythono collector.py collector_data --help
## Parameters
- interval: 1min or 1d
- region: CN or US
- interval: 1d
- region: CN