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Merge pull request #452 from arisliang/patch-1

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Add import stock pool in doc
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you-n-g
2021-05-30 09:44:47 +08:00
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docs/component/data.rst
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@@ -152,6 +152,16 @@ After conversion, users can find their Qlib format data in the directory `~/.qli
In the convention of `Qlib` data processing, `open, close, high, low, volume, money and factor` will be set to NaN if the stock is suspended.
Stock Pool (Market)
--------------------------------
``Qlib`` defines `stock pool <https://github.com/microsoft/qlib/blob/main/examples/benchmarks/LightGBM/workflow_config_lightgbm_Alpha158.yaml#L4>`_ as stock list and their date ranges. Predefined stock pools (e.g. csi300) may be imported as follows.
.. code-block:: bash
python collector.py --index_name CSI300 --qlib_dir <user qlib data dir> --method parse_instruments
Multiple Stock Modes
--------------------------------