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add function to automatically update daily frequency data

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zhupr
2021-06-17 23:01:08 +08:00
parent a4f6e04199
commit b6c31540e8
6 changed files with 189 additions and 21 deletions
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docs/component/data.rst
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@@ -67,6 +67,34 @@ After running the above command, users can find china-stock and us-stock data in
When ``Qlib`` is initialized with this dataset, users could build and evaluate their own models with it. Please refer to `Initialization <../start/initialization.html>`_ for more details.
Automatic update of daily frequency data
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**It is recommended that users update the data manually once (\-\-trading_date 2021-05-25) and then set it to update automatically.**
For more information refer to: `yahoo collector <https://github.com/microsoft/qlib/tree/main/scripts/data_collector/yahoo#Automatic-update-of-daily-frequency-data>`_
- Automatic update of data to the "qlib" directory each trading day(Linux)
- use *crontab*: `crontab -e`
- set up timed tasks:
.. code-block:: bash
* * * * 1-5 python <script path> update_data_to_bin --qlib_data_1d_dir <user data dir>
- **script path**: *qlib/scripts/data_collector/yahoo/collector.py*
- Manual update of data
.. code-block:: bash
python qlib/scripts/data_collector/yahoo/collector.py update_data_to_bin --qlib_data_1d_dir <user data dir> --trading_date <start date> --end_date <end date>
- *trading_date*: start of trading day
- *end_date*: end of trading day(not included)
Converting CSV Format into Qlib Format
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