liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-03 19:10:58 +08:00
Code Activity

add get_data in highfreq

Browse Source
This commit is contained in:
bxdd
2021-01-27 10:34:31 +00:00
parent 02dea2aeb6
commit 948b829ff4
1 changed files with 10 additions and 2 deletions
Download Patch File Download Diff File Expand all files Collapse all files

12
examples/high_freq/workflow.py
View File

@@ -21,13 +21,21 @@ from qlib.utils import init_instance_by_config
from qlib.data.dataset.handler import DataHandlerLP
from qlib.data.ops import Operators
from qlib.data.data import Cal
from qlib.utils import exists_qlib_data
from highfreq_ops import DayFirst, DayLast, FFillNan, Date, Select, IsNull
if __name__ == "__main__":
# use default data
provider_uri = "/nfs_data/qlib_data/yahoo_high_qlib" # target_dir
# use yahoo_cn_1min data
provider_uri = "~/.qlib/qlib_data/yahoo_cn_1min"
if not exists_qlib_data(provider_uri):
print(f"Qlib data is not found in {provider_uri}")
sys.path.append(str(Path(__file__).resolve().parent.parent.parent.joinpath("scripts")))
from get_data import GetData
GetData().qlib_data(target_dir=provider_uri, interval="1min", region=REG_CN)
qlib.init(
provider_uri=provider_uri,
custom_ops=[DayFirst, DayLast, FFillNan, Date, Select, IsNull],