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download orderbook data

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Linlang
2024-03-05 17:01:13 +08:00
parent 98f569eed2
commit fbe5695eda
3 changed files with 10 additions and 4 deletions
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examples/orderbook_data/README.md
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@@ -27,8 +27,7 @@ pip install arctic # NOTE: pip may fail to resolve the right package dependency
2. Please follow following steps to download example data
```bash
cd examples/orderbook_data/
wget http://fintech.msra.cn/stock_data/downloads/highfreq_orderboook_example_data.tar.bz2
tar xf highfreq_orderboook_example_data.tar.bz2
python scripts/get_data.py qlib_data --target_dir "~/.qlib/orderbook_data" --name orderbook_data
```
3. Please import the example data to your mongo db