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scripts/data_collector/fund/README.md

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+# Collect Fund Data
+
+> *Please pay **ATTENTION** that the data is collected from [天天基金网](https://fund.eastmoney.com/) and the data might not be perfect. We recommend users to prepare their own data if they have high-quality dataset. For more information, users can refer to the [related document](https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format)*
+
+## Requirements
+
+```bash
+pip install -r requirements.txt
+```
+
+## Collector Data
+
+
+### CN Data
+
+#### 1d from East Money
+
+```bash
+
+# download from yahoo finance
+python collector.py download_data --source_dir ~/.qlib/stock_data/source/cn_1d --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
+
+
+# dump data
+cd qlib/scripts
+python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/qlib_data/qlib_cn_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
+
+```
+
+### using data
+
+```python
+import qlib
+from qlib.data import D
+
+qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1d", region="CN")
+df = D.features(D.instruments("all"), ["$close"], freq="day")
+```
+
+
+### Help
+```bash
+pythono collector.py collector_data --help
+```
+
+## Parameters
+
+- interval: 1min or 1d
+- region: CN or US