liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-07 04:50:56 +08:00
Code Activity

download orderbook data

Browse Source
This commit is contained in:
Linlang
2024-03-05 17:01:13 +08:00
parent 98f569eed2
commit fbe5695eda
3 changed files with 10 additions and 4 deletions
Download Patch File Download Diff File Expand all files Collapse all files

3
examples/orderbook_data/README.md
View File

@@ -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