From 792285b64f6c2af361964dba5fc24f3e26d5f619 Mon Sep 17 00:00:00 2001 From: you-n-g Date: Thu, 14 Jul 2022 18:25:23 +0800 Subject: [PATCH] Update data.rst --- docs/component/data.rst | 5 +++++ 1 file changed, 5 insertions(+) diff --git a/docs/component/data.rst b/docs/component/data.rst index 7c79e2dd6..da1842b88 100644 --- a/docs/component/data.rst +++ b/docs/component/data.rst @@ -55,6 +55,11 @@ Qlib Format Dataset The price volume data look different from the actual dealling price because of they are **adjusted** (`adjusted price `_). And then you may find that the adjusted price may be different from different data sources. This is because different data sources may vary in the way of adjusting prices. Qlib normalize the price on first trading day of each stock to 1 when adjusting them. Users can leverage `$factor` to get the original trading price (e.g. `$close / $factor` to get the original close price). +Here are some discussions about the price adjusting of Qlib. + +- https://github.com/microsoft/qlib/issues/991#issuecomment-1075252402 + + .. code-block:: bash # download 1d