liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity

Update data crawler

Browse Source
This commit is contained in:
you-n-g
2021-11-28 13:44:49 +08:00
committed by GitHub
parent 54ef18ec4e
commit 6d6c586dc2
1 changed files with 4 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

6
scripts/data_collector/yahoo/README.md
View File

@@ -27,7 +27,8 @@ pip install -r requirements.txt
## Collector Data
### Get Qlib data(`bin file`)
> `qlib-data` from *YahooFinance*, is the data that has been dumped and can be used directly in `qlib`
> `qlib-data` from *YahooFinance*, is the data that has been dumped and can be used directly in `qlib`.
> This ready-made qlib-data is not updated regularly. If users want the latest data, please follow [these steps](#collector-yahoofinance-data-to-qlib) download the latest data.
- get data: `python scripts/get_data.py qlib_data`
- parameters:
@@ -57,7 +58,8 @@ pip install -r requirements.txt
```
### Collector *YahooFinance* data to qlib
> collector *YahooFinance* data and *dump* into `qlib` format
> collector *YahooFinance* data and *dump* into `qlib` format.
> If the above ready-made data can't meet users' requirements, users can follow this section to crawl the latest data and convert it to qlib-data.
1. download data to csv: `python scripts/data_collector/yahoo/collector.py download_data`
- parameters: