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Add future trading date collector

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zhupr
2021-04-27 21:20:47 +08:00
parent e15ea06122
commit 8b8d21107c
6 changed files with 165 additions and 16 deletions

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# Get future trading days
> `D.calendar(future=True)` will be used
## Requirements
```bash
pip install -r requirements.txt
```
## Collector Data
```bash
# parse instruments, using in qlib/instruments.
python future_trading_date_collector.py --qlib_dir ~/.qlib/qlib_data/cn_data --freq day
```
## Parameters
- qlib_dir: qlib data directory
- freq: value from [`day`, `1min`], default `day`