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mini_project
qlib/scripts/data_collector/cn_index
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Linlang 701b18af1b fix_issue_715 (#1070) 
* fix_issue_715

* fix_issue_1065

Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>
2022-04-28 16:09:31 +08:00
..
collector.py
fix_issue_715 (#1070)
2022-04-28 16:09:31 +08:00
README.md
add CSI500 data collector
2022-02-28 03:33:36 +08:00
requirements.txt
add CSI500 data collector
2022-02-28 03:33:36 +08:00

README.md

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