liuyu/qlib

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Files

you-n-g f326f83fae Remove Wrong Package Name (#1394 )

* Remove Wrong Package Name

* Update requirements.txt

2022-12-16 08:10:36 +08:00

collector.py

fix_macos_CI (#1081 )

2022-04-29 17:04:28 +08:00

README.md

Fix typo

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

requirements.txt

Remove Wrong Package Name (#1394 )

2022-12-16 08:10:36 +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