liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity

Merge branch 'main' into Fix_collector_doc

Browse Source
This commit is contained in:
Kenneth Tang
2021-02-16 14:16:53 +08:00
parent 63d05e4a1a 0b11dc5167
commit b90bd66ac6
30 changed files with 448 additions and 92 deletions
Download Patch File Download Diff File Expand all files Collapse all files

56
scripts/data_collector/yahoo/README.md
View File

@@ -21,7 +21,7 @@ pip install -r requirements.txt
### CN Data
#### 1d
#### 1d from yahoo
```bash
@@ -33,18 +33,26 @@ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/cn_1d
# dump data
cd qlib/scripts
python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/stock_data/source/qlib_cn_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
# using
import qlib
from qlib.data import D
qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_cn_1d", region="cn")
df = D.features(D.instruments("all"), ["$close"], freq="day")
python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/qlib_data/qlib_cn_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
```
#### 1min
### 1d from qlib
```bash
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1d --region cn
```
### using data
```python
import qlib
from qlib.data import D
qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1d", region="cn")
df = D.features(D.instruments("all"), ["$close"], freq="day")
```
#### 1min from yahoo
```bash
@@ -56,20 +64,28 @@ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/cn_1mi
# dump data
cd qlib/scripts
python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1min_nor --qlib_dir ~/.qlib/stock_data/source/qlib_cn_1min --freq 1min --exclude_fields date,adjclose,dividends,splits,symbol
python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1min_nor --qlib_dir ~/.qlib/qlib_data/qlib_cn_1min --freq 1min --exclude_fields date,adjclose,dividends,splits,symbol
```
# using
### 1min from qlib
```bash
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1min --interval 1min --region cn
```
### using data
```python
import qlib
from qlib.data import D
qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_cn_1min", region="CN")
qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1min", region="cn")
df = D.features(D.instruments("all"), ["$close"], freq="1min")
```
### US Data
#### 1d
#### 1d from yahoo
```bash
@@ -82,12 +98,22 @@ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/us_1d
# dump data
cd qlib/scripts
python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/us_1d_nor --qlib_dir ~/.qlib/stock_data/source/qlib_us_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
```
#### 1d from qlib
```bash
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_us_1d --region us
```
### using data
```python
# using
import qlib
from qlib.data import D
qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_us_1d", region="us")
qlib.init(provider_uri="~/.qlib/qlib_data/qlib_us_1d", region="us")
df = D.features(D.instruments("all"), ["$close"], freq="day")
```