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update data.rst docs

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2021-02-03 14:55:03 +00:00
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docs/component/data.rst
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@@ -31,7 +31,7 @@ Qlib Format Data
We've specially designed a data structure to manage financial data, please refer to the `File storage design section in Qlib paper <https://arxiv.org/abs/2009.11189>`_ for detailed information.
Such data will be stored with filename suffix `.bin` (We'll call them `.bin` file, `.bin` format, or qlib format). `.bin` file is designed for scientific computing on finance data.
``Qlib`` provides two different off-the-shelf dataset, which can be accessed through this `link <https://github.com/microsoft/qlib/blob/main/qlib/contrib/data/handler.py>`_:
``Qlib`` provides two different off-the-shelf datasets, which can be accessed through this `link <https://github.com/microsoft/qlib/blob/main/qlib/contrib/data/handler.py>`_:
======================== ================= ================
Dataset US Market China Market
@@ -41,6 +41,7 @@ Alpha360 √ √
Alpha158 √ √
======================== ================= ================
Also, ``Qlib`` provides a high-frequency dataset. Users can run a high-frequency dataset example through this `link <https://github.com/microsoft/qlib/tree/main/examples/highfreq>`_.
Qlib Format Dataset
--------------------