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update 1min docs

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This commit is contained in:
zhupr
2021-02-02 17:25:31 +08:00
committed by you-n-g
parent 06158fb621
commit fc1431cd4e
4 changed files with 54 additions and 16 deletions
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56
scripts/data_collector/yahoo/README.md
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@@ -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"), ["$close"], freq="1min")
```
### US Data
#### 1d
#### 1d from yahoo
```bash
@@ -82,12 +98,22 @@ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/us_1d
# dump data
cd qlib/scripts
python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/stock_data/source/qlib_us_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
```
#### 1d from qlib
```bash
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_us_1d --region us
```
### using data
```python
# using
import qlib
from qlib.data import D
qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_us_1d", region="US")
qlib.init(provider_uri="~/.qlib/qlib_data/qlib_us_1d", region="US")
df = D.features(D.instruments("all"), ["$close"], freq="day")
```