liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-09 22:10:56 +08:00
Code Activity

Qlib data doc (#1207)

Browse Source 
* Explain data crawler structure

* Add documentation for data and feature

* Update scripts/data_collector/yahoo/README.md

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Remove some confusing wording

* Add third party data source

* Fix command typo

* Update commands

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
This commit is contained in:
Di
2022-07-22 09:24:58 +08:00
committed by GitHub
parent 8199822ca0
commit 86f08e47e8
5 changed files with 97 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

2
docs/component/data.rst
View File

@@ -51,7 +51,7 @@ Also, ``Qlib`` provides a high-frequency dataset. Users can run a high-frequency
Qlib Format Dataset
-------------------
``Qlib`` has provided an off-the-shelf dataset in `.bin` format, users could use the script ``scripts/get_data.py`` to download the China-Stock dataset as follows.
``Qlib`` has provided an off-the-shelf dataset in `.bin` format, users could use the script ``scripts/get_data.py`` to download the China-Stock dataset as follows. User can also use numpy to load `.bin` file to validate data.
The price volume data look different from the actual dealling price because of they are **adjusted** (`adjusted price <https://www.investopedia.com/terms/a/adjusted_closing_price.asp>`_). 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).