1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-10 22:36:55 +08:00

Merge pull request #442 from arisliang/patch-3

Update 1min demo data in CSV format
This commit is contained in:
you-n-g
2021-05-28 11:22:10 +08:00
committed by GitHub

View File

@@ -72,12 +72,19 @@ Converting CSV Format into Qlib Format
``Qlib`` has provided the script ``scripts/dump_bin.py`` to convert **any** data in CSV format into `.bin` files (``Qlib`` format) as long as they are in the correct format.
Users can download the demo china-stock data in CSV format as follows for reference to the CSV format.
Besides downloading the prepared demo data, users could download demo data directly from the Collector as follows for reference to the CSV format.
Here are some example:
.. code-block:: bash
for daily data:
.. code-block:: bash
python scripts/get_data.py csv_data_cn --target_dir ~/.qlib/csv_data/cn_data
for 1min data:
.. code-block:: bash
python scripts/data_collector/yahoo/collector.py download_data --source_dir ~/.qlib/stock_data/source/cn_1min --region CN --start 2021-05-20 --end 2021-05-23 --delay 0.1 --interval 1min --limit_nums 10
Users can also provide their own data in CSV format. However, the CSV data **must satisfies** following criterions:
- CSV file is named after a specific stock *or* the CSV file includes a column of the stock name