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support US index

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zhupr
2020-11-16 16:29:53 +08:00
committed by you-n-g
parent ae300592a0
commit c6d557c33e
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scripts/data_collector/us_index/README.md Normal file
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# NASDAQ100/SP500/SP400/DJIA History Companies Collection
## Requirements
```bash
pip install -r requirements.txt
```
## Collector Data
```bash
# parse instruments, using in qlib/instruments.
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/cn_data --method parse_instruments
# parse new companies
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/cn_data --method save_new_companies
# index_name support: SP500, NASDAQ100, DJIA, SP400
# help
python collector.py --help
```