liuyu/qlib

mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

Files

Linlang 3097dcc995 fix(security): use RestrictedUnpickler in load_instance (#2153 )

* fix(security): enforce RestrictedUnpickler for load_instance to prevent unsafe pickle deserialization

* fix: lint error

2026-03-10 20:45:38 +08:00

collector.py

fix(security): use RestrictedUnpickler in load_instance (#2153 )

2026-03-10 20:45:38 +08:00

README.md

Fix typo

2021-02-16 14:08:58 +08:00

requirements.txt

fix(data_collector): fix us_index collector.py Http Error 403 Forbidden; Remove FutureWarning (#2047 )

2025-11-18 16:06:53 +08:00

README.md

NASDAQ100/SP500/SP400/DJIA History Companies Collection

Requirements

pip install -r requirements.txt

Collector Data

# parse instruments, using in qlib/instruments.
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/us_data --method parse_instruments

# parse new companies
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/us_data --method save_new_companies

# index_name support: SP500, NASDAQ100, DJIA, SP400
# help
python collector.py --help