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add support us data

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This commit is contained in:
zhupr
2020-11-16 16:50:55 +08:00
committed by you-n-g
parent c6d557c33e
commit 94407da25f
1 changed files with 9 additions and 5 deletions
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14
scripts/get_data.py
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@@ -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