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Optimize the pit collector script (#982)

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* Optimize the pit collector script

* Add copyright notice to collector.py

* Remove unnecessary parameters for test_pit.py

* Update test_pit.py

* Update test_pit.py
This commit is contained in:
Chauncey
2022-03-18 21:51:36 +08:00
committed by GitHub
parent f2a5ecd98a
commit 8efc8b92ef
3 changed files with 208 additions and 300 deletions
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15
scripts/data_collector/pit/README.md
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@@ -16,12 +16,18 @@ pip install -r requirements.txt
```bash
cd qlib/scripts/data_collector/pit/
# download from baostock.com
python collector.py download_data --source_dir ./csv_pit --start 2000-01-01 --end 2020-01-01 --interval quarterly
python collector.py download_data --source_dir ~/.qlib/stock_data/source/pit --start 2000-01-01 --end 2020-01-01 --interval quarterly
```
Downloading all data from the stock is very time consuming. If you just want run a quick test on a few stocks, you can run the command below
``` bash
python collector.py download_data --source_dir ./csv_pit --start 2000-01-01 --end 2020-01-01 --interval quarterly --symbol_flt_regx "^(600519|000725).*"
```bash
python collector.py download_data --source_dir ~/.qlib/stock_data/source/pit --start 2000-01-01 --end 2020-01-01 --interval quarterly --symbol_regex "^(600519|000725).*"
```
### Normalize Data
```bash
python collector.py normalize_data --interval quarterly --source_dir ~/.qlib/stock_data/source/pit --normalize_dir ~/.qlib/stock_data/source/pit_normalized
```
@@ -30,6 +36,5 @@ python collector.py download_data --source_dir ./csv_pit --start 2000-01-01 --en
```bash
cd qlib/scripts
# data_collector/pit/csv_pit is the data you download just now.
python dump_pit.py dump --csv_path data_collector/pit/csv_pit --qlib_dir ~/.qlib/qlib_data/cn_data --interval quarterly
python dump_pit.py dump --csv_path ~/.qlib/stock_data/source/pit_normalized --qlib_dir ~/.qlib/qlib_data/cn_data --interval quarterly
```