liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00
Code Activity
Files
main
qlib/scripts/data_collector/cn_index/README.md
BigTreei 74cc21fc2c add CSI500 data collector
2022-02-28 03:33:36 +08:00

507 B
Raw Permalink Blame History

CSI300/CSI100/CSI500 History Companies Collection

Requirements

pip install -r requirements.txt

Collector Data

# parse instruments, using in qlib/instruments.
python collector.py --index_name CSI300 --qlib_dir ~/.qlib/qlib_data/cn_data --method parse_instruments

# parse new companies
python collector.py --index_name CSI300 --qlib_dir ~/.qlib/qlib_data/cn_data --method save_new_companies

# index_name support: CSI300, CSI100, CSI500
# help
python collector.py --help