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mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
This commit is contained in:
Kenneth Tang
2021-02-16 14:08:58 +08:00
parent 1e2e02368c
commit 63d05e4a1a
2 changed files with 5 additions and 5 deletions

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@@ -10,10 +10,10 @@ pip install -r requirements.txt
```bash
# parse instruments, using in qlib/instruments.
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/cn_data --method parse_instruments
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/us_data --method parse_instruments
# parse new companies
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/cn_data --method save_new_companies
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/us_data --method save_new_companies
# index_name support: SP500, NASDAQ100, DJIA, SP400
# help

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@@ -39,7 +39,7 @@ 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/stock_data/source/qlib_cn_1d", region="CN")
qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_cn_1d", region="cn")
df = D.features(D.instruments("all"), ["$close"], freq="day")
```
@@ -81,13 +81,13 @@ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/us_1d
# dump data
cd qlib/scripts
python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/stock_data/source/qlib_us_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/us_1d_nor --qlib_dir ~/.qlib/stock_data/source/qlib_us_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
# using
import qlib
from qlib.data import D
qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_us_1d", region="US")
qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_us_1d", region="us")
df = D.features(D.instruments("all"), ["$close"], freq="day")
```