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Commit Graph

160 Commits

Author SHA1 Message Date
BigTreei
74cc21fc2c add CSI500 data collector 2022-02-28 03:33:36 +08:00
Pengrong Zhu
2aee9e0145 Add future calendar collector (#795)
* fix Windows mount

* add future_calendar_collector

* update docs

Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
2022-01-16 10:14:27 +08:00
Chia-hung Tai
184ce34a34 [807] Move the REG_CONSTANT/EPS to constant.py. (#811)
* [807] Move the REG_CONSTANT to constant.py.

* import REG_US.

* Move EPS to constant.py.
2022-01-09 21:39:46 +08:00
Arthur Cui
3e79a088ef Add Crypto dataset from coingecko (#733)
* add crypto symbols collectors

* add crypto data collector

* add crypto symbols collectors

* add crypto data collector

* solver region and source problem

* fix merge

* fix merge

* clean all cn information

Co-authored-by: DefangCui <170007807@pku.edu.cn>
2021-12-31 22:24:26 +08:00
SunsetWolf
dfc0ed3c01 fix_typo (#790)
Signed-off-by: unknown <lv.linlang@qq.com>
2021-12-31 22:14:47 +08:00
Pengrong Zhu
1ecdfd45fe fix dump_bin:DumpDataUpdate (#783) 2021-12-29 09:29:08 +08:00
Chao Ning
6bafd0a09b Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data (#781)
* Fix high-freq data name from `yahoo_cn_1min` to `cn_data_1min`

* re-format example data names using `qlib_{region}_{feq}`, e.g. qlib_cn_1d

* re-format example data names using `{region}_{feq}`, e.g. us_1d and cn_1min

* keep using  for 1day data, and change 1min data to
2021-12-28 23:58:49 +08:00
Pengrong Zhu
a0f49fe2e7 fix cn_index collector (#780) 2021-12-26 14:12:48 +08:00
Chia-hung Tai
5aa5a6f356 Replace scripts/get_data.py to get_data.py. (#775)
For the consitency in this page, replace scripts/get_data.py to get_data.py.
2021-12-25 16:12:04 +08:00
Pengrong Zhu
5e69d089c0 add description of dataset document (#742) 2021-12-12 09:49:10 +08:00
you-n-g
6d6c586dc2 Update data crawler 2021-11-28 13:44:49 +08:00
Pengrong Zhu
d224ea447e Fix high-freq data (#702)
* fix the collector.py yahoo 1min factor calculation

* fix HFSignalRecord
2021-11-20 15:03:53 +08:00
SaintMalik
fb21c591bb fix typos (#592) 2021-09-12 16:39:22 +08:00
you-n-g
19d15ddc38 Merge pull request #513 from 2796gaurav/main
MVP for Indian Stocks in qlib using yahooquery
2021-08-26 20:59:26 +08:00
2796gaurav
8fa22bd2e1 added 1min for IN and also updated readme 2021-07-21 14:16:22 +05:30
Gaurav
d1c8d885aa cleaned the code 2021-07-21 17:59:50 +05:30
zhupr
c97a96363d Add a check if change is mutated to YahooNormalize1d 2021-07-18 20:28:46 +08:00
Gaurav
d70e5a4f88 add YahooNormalizeIN and YahooNormalizeIN1d 2021-07-17 10:40:16 +05:30
zhupr
4ec41ea0e7 Add a check if change is mutated to YahooNormalize1d 2021-07-15 19:13:25 +08:00
Gaurav
cfcd9fb1f8 cleaned with black 2021-07-15 11:24:41 +05:30
Gaurav
457dcaa466 cleaned with black 2021-07-14 20:12:00 +05:30
Gaurav
3c740fc2de MVP for Indian Stocks in qlib using yahooquery 2021-07-14 19:54:55 +05:30
chaosyu
79026e5390 fix bug that duplicate rows will cause reindex failed when dumping with csv files 2021-07-13 10:49:21 +08:00
Gaurav Chauhan
4610e16ac2 updated readme of yahoo collector where region parameter was incorrect (#504)
* updated readme of yahoo collector where region parameter was incorrect

* changes

update readme of yahoo collector where region parameter was incorrect

* update readme of yahoo collector

update readme of yahoo collector where region parameter was incorrect

* updated changes

* updated readme of cn1d data

Co-authored-by: Gaurav Chauhan01/HO/Analytics/General <Gaurav.Chauhan01@bajajallianz.in>
2021-07-13 09:46:13 +08:00
zhupr
39340fbf06 fix: typo 2021-06-24 11:07:40 +08:00
zhupr
0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main
# Conflicts:
#	scripts/data_collector/yahoo/README.md
2021-06-24 00:09:54 +08:00
zhupr
1418417034 fix automatic update of daily frequency data 2021-06-23 23:59:59 +08:00
zhupr
bab50e8837 fix YahooNormalize1min && update docs 2021-06-23 16:13:26 +08:00
zhupr
46714adf4c modify the YahooNormalize1min factor calculation 2021-06-22 11:15:09 +08:00
zhupr
99fb49650a add end_date parameter to collector.normalize_data 2021-06-21 17:20:37 +08:00
zhupr
985fd0816c Fix cn_index.collector network error 2021-06-21 17:18:04 +08:00
zhupr
b6c31540e8 add function to automatically update daily frequency data 2021-06-17 23:07:56 +08:00
zhupr
a4f6e04199 modify dump_update starts with the last end date of each symbol 2021-06-17 22:33:31 +08:00
zhupr
9a44fbf9c1 fix PEP8: qlib/scripts/data_collector/fund/collector.py 2021-06-08 22:52:31 +08:00
zhupr
03eb0882de fix YahooNormalizeCN1minOffline bugs 2021-06-08 22:23:05 +08:00
zhupr
a845a2271b add normalize 1min to use local data && change the default parameters for collecting 1min 2021-06-08 14:45:20 +08:00
zhupr
554b9c7826 fix YahooCollector getting 1min data occasionally missing 2021-06-05 23:43:48 +08:00
zhupr
6f150f3fd6 Add YahooCollector support for extend data 2021-06-04 22:28:42 +08:00
al
c12c861b7a Remove repeated package from requirements 2021-05-27 19:37:57 +08:00
you-n-g
cbbf6cd822 Merge pull request #441 from zhupr/fix_yahoo_collector
Fix YahooCollector can't download 1min data
2021-05-26 21:41:14 +08:00
you-n-g
928bae08f4 Merge pull request #440 from arisliang/patch-2
Update collector.py
2021-05-26 21:40:23 +08:00
zhupr
114162693f Fix YahooCollector can't download 1min data 2021-05-26 18:29:41 +08:00
al
b884c8c571 Update collector.py
fix typo
2021-05-26 18:00:23 +08:00
al
6222940b9c Update README.md
fix typo
2021-05-26 17:50:49 +08:00
you-n-g
bb0c555803 Merge pull request #372 from zhupr/data_storage
add data storage
2021-05-26 14:30:46 +08:00
zhupr
5da33562dd remove uri parameter from storage && modify file_storage 2021-05-26 12:33:57 +08:00
al
ae32d79549 Update README.md
fix typo
2021-05-23 16:54:14 +08:00
you-n-g
95a4a98de8 Update README.md 2021-05-07 10:56:57 +08:00
zhupr
8b8d21107c Add future trading date collector 2021-04-27 21:20:47 +08:00
zhupr
4b66304978 Fix us_index collector 2021-03-29 11:25:24 +08:00