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Qlib data doc (#1207)
* 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>
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@@ -67,3 +67,10 @@ from qlib.constant import REG_CN
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provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
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qlib.init(provider_uri=provider_uri, region=REG_CN)
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```
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## Use Crowd Sourced Data
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The is also a [crowd sourced version of qlib data](data_collector/crowd_source/README.md): https://github.com/chenditc/investment_data/releases
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```bash
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wget https://github.com/chenditc/investment_data/releases/download/20220720/qlib_bin.tar.gz
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tar -zxvf qlib_bin.tar.gz -C ~/.qlib/qlib_data/cn_data --strip-components=2
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```
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