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refactor yahoo_collector && support US and 1m

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zhupr
2020-11-16 16:21:59 +08:00
committed by you-n-g
parent 77bfeadb65
commit ae300592a0
3 changed files with 493 additions and 152 deletions
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scripts/data_collector/yahoo/README.md
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@@ -18,31 +18,29 @@ pip install -r requirements.txt
## Collector Data
### Download data -> Normalize data -> Dump data
### Download data and Normalize data
```bash
python collector.py collector_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize_dir --qlib_dir ~/.qlib/stock_data/qlib_data
python collector.py collector_data --source_dir ~/.qlib/stock_data/source --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
```
### Download Data From Yahoo Finance
### Download Data
```bash
python collector.py download_data --source_dir ~/.qlib/stock_data/source
python collector.py download_data --source_dir ~/.qlib/stock_data/source --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
```
### Normalize Yahoo Finance Data
### Normalize Data
```bash
python collector.py normalize_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize
python collector.py normalize_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region CN
```
### Manual Ajust Yahoo Finance Data
### Help
```bash
python collector.py manual_adj_data --normalize_dir ~/.qlib/stock_data/normalize
pythono collector.py collector_data --help
```
### Dump Yahoo Finance Data
## Parameters
```bash
python collector.py dump_data --normalize_dir ~/.qlib/stock_data/normalize_dir --qlib_dir ~/.qlib/stock_data/qlib_data
```
- interval: 1m or 1d
- region: CN or US