liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-04 03:21:00 +08:00
Code Activity

Merge remote-tracking branch 'origin/main' into main

Browse Source
This commit is contained in:
Young
2020-11-19 08:27:42 +00:00
parent 74f6dc8d02 7152f8321b
commit 4a0394ce05
27 changed files with 1836 additions and 503 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
docs/component/data.rst
View File

@@ -34,7 +34,7 @@ Qlib Format Dataset
.. code-block:: bash
python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
After running the above command, users can find china-stock data in Qlib format in the ``~/.qlib/csv_data/cn_data`` directory.
@@ -59,7 +59,7 @@ Supposed that users prepare their CSV format data in the directory ``~/.qlib/csv
.. code-block:: bash
python scripts/dump_bin.py dump --csv_path ~/.qlib/csv_data/my_data --qlib_dir ~/.qlib/qlib_data/my_data --include_fields open,close,high,low,volume,factor
python scripts/dump_bin.py dump_all --csv_path ~/.qlib/csv_data/my_data --qlib_dir ~/.qlib/qlib_data/my_data --include_fields open,close,high,low,volume,factor
After conversion, users can find their Qlib format data in the directory `~/.qlib/qlib_data/my_data`.

2
docs/introduction/quick.rst
View File

@@ -40,7 +40,7 @@ Load and prepare data by running the following code:
.. code-block::
python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
This dataset is created by public data collected by crawler scripts in ``scripts/data_collector/``, which have been released in the same repository. Users could create the same dataset with it.

2
docs/start/initialization.rst
View File

@@ -14,7 +14,7 @@ Please follow the steps below to initialize ``Qlib``.
- Download and prepare the Data: execute the following command to download stock data. Please pay `attention` that the data is collected from `Yahoo Finance <https://finance.yahoo.com/lookup>`_ and the data might not be perfect. We recommend users to prepare their own data if they have high-quality datasets. Please refer to `Data <../component/data.html#converting-csv-format-into-qlib-format>` for more information about customized dataset.
.. code-block:: bash
python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
Please refer to `Data Preparation <../component/data.html#data-preparation>`_ for more information about `get_data.py`,