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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/yahoo/collector.py
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@@ -933,7 +933,7 @@ class Run(BaseRun):
Examples
---------
$ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region cn --interval 1d
$ python collector.py normalize_data --qlib_data_1d_dir ~/.qlib/qlib_data/cn_1d --source_dir ~/.qlib/stock_data/source_cn_1min --normalize_dir ~/.qlib/stock_data/normalize_cn_1min --region CN --interval 1min
$ python collector.py normalize_data --qlib_data_1d_dir ~/.qlib/qlib_data/cn_data --source_dir ~/.qlib/stock_data/source_cn_1min --normalize_dir ~/.qlib/stock_data/normalize_cn_1min --region CN --interval 1min
"""
if self.interval.lower() == "1min":
if qlib_data_1d_dir is None or not Path(qlib_data_1d_dir).expanduser().exists():
@@ -974,7 +974,7 @@ class Run(BaseRun):
Examples
---------
$ python collector.py normalize_data_1d_extend --old_qlib_dir ~/.qlib/qlib_data/cn_1d --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region CN --interval 1d
$ python collector.py normalize_data_1d_extend --old_qlib_dir ~/.qlib/qlib_data/cn_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region CN --interval 1d
"""
_class = getattr(self._cur_module, f"{self.normalize_class_name}Extend")
yc = Normalize(