From 94407da25feba62932e1ba74d8777240d345263b Mon Sep 17 00:00:00 2001 From: zhupr Date: Mon, 16 Nov 2020 16:50:55 +0800 Subject: [PATCH] add support us data --- scripts/get_data.py | 14 +++++++++----- 1 file changed, 9 insertions(+), 5 deletions(-) diff --git a/scripts/get_data.py b/scripts/get_data.py index f40bc7d31..3d724d501 100644 --- a/scripts/get_data.py +++ b/scripts/get_data.py @@ -55,7 +55,7 @@ class GetData: for _file in tqdm(zp.namelist()): zp.extract(_file, str(target_dir.resolve())) - def qlib_data_cn(self, name="qlib_data_cn", target_dir="~/.qlib/qlib_data/cn_data", version="latest"): + def qlib_data(self, name="qlib_data", target_dir="~/.qlib/qlib_data/us_data", version="latest", intervel="1d", region="cn"): """download cn qlib data from remote Parameters @@ -63,18 +63,22 @@ class GetData: target_dir: str data save directory name: str - dataset name, value from [qlib_data_cn, qlib_data_cn_simple], by default qlib_data_cn + dataset name, value from [qlib_data, qlib_data_simple], by default qlib_data_us version: str data version, value from [v0, v1, ..., latest], by default latest + intervel: str + data freq, value from [1d, 1m], by default 1d + region: str + data region, value from [cn, us], by default cn Examples --------- - python get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data --version latest + python get_data.py qlib_data --name qlib_data --target_dir ~/.qlib/qlib_data/cn_data --version latest --interval 1d --region cn ------- """ - file_name = f"{name}_{version}.zip" - self._download_data(file_name, target_dir) + file_name = f"{name}_{region}_{intervel}_{version}.zip" + self._download_data(file_name.lower(), target_dir) def csv_data_cn(self, target_dir="~/.qlib/csv_data/cn_data"): """download cn csv data from remote