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add CSI500 data collector

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BigTreei
2020-12-26 16:51:52 +08:00
committed by Linlang Lv (iSoftStone)
parent ec8969a3ae
commit 74cc21fc2c
4 changed files with 146 additions and 92 deletions
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scripts/data_collector/cn_index/README.md
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@@ -1,4 +1,4 @@
# CSI300/CSI100 History Companies Collection
# CSI300/CSI100/CSI500 History Companies Collection
## Requirements
@@ -15,7 +15,7 @@ python collector.py --index_name CSI300 --qlib_dir ~/.qlib/qlib_data/cn_data --m
# parse new companies
python collector.py --index_name CSI300 --qlib_dir ~/.qlib/qlib_data/cn_data --method save_new_companies
# index_name support: CSI300, CSI100
# index_name support: CSI300, CSI100, CSI500
# help
python collector.py --help
```