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Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data (#781)

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* Fix high-freq data name from `yahoo_cn_1min` to `cn_data_1min`

* re-format example data names using `qlib_{region}_{feq}`, e.g. qlib_cn_1d

* re-format example data names using `{region}_{feq}`, e.g. us_1d and cn_1min

* keep using  for 1day data, and change 1min data to
This commit is contained in:
Chao Ning
2021-12-28 15:58:49 +00:00
committed by GitHub
parent aed9c09091
commit 6bafd0a09b
9 changed files with 31 additions and 30 deletions
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4
scripts/data_collector/fund/README.md
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@@ -18,10 +18,10 @@ pip install -r requirements.txt
```bash
# download from eastmoney.com
python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_1d --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_data --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
# normalize
python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_1d --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ
python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_data --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ
# dump data
cd qlib/scripts

4
scripts/data_collector/fund/collector.py
View File

@@ -279,7 +279,7 @@ class Run(BaseRun):
Examples
---------
# get daily data
$ python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_1d --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
$ python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_data --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
"""
super(Run, self).download_data(max_collector_count, delay, start, end, interval, check_data_length, limit_nums)
@@ -296,7 +296,7 @@ class Run(BaseRun):
Examples
---------
$ python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_1d --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ
$ python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_data --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ
"""
super(Run, self).normalize_data(date_field_name, symbol_field_name)