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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>
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

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