liuyu/qlib

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

Files

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

collector.py

[807] Move the REG_CONSTANT/EPS to constant.py. (#811 )

2022-01-09 21:39:46 +08:00

README.md

Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data (#781 )

2021-12-28 23:58:49 +08:00

requirements.txt

ready for collector

2021-02-28 17:03:14 +08:00

README.md

Collect Fund Data

Please pay ATTENTION that the data is collected from 天天基金网 and the data might not be perfect. We recommend users to prepare their own data if they have high-quality dataset. For more information, users can refer to the related document

Requirements

pip install -r requirements.txt

Collector Data

CN Data

1d from East Money


# download from eastmoney.com
python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_data --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d

# normalize
python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_data --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ

# dump data
cd qlib/scripts
python dump_bin.py dump_all --csv_path ~/.qlib/fund_data/source/cn_1d_nor --qlib_dir ~/.qlib/qlib_data/cn_fund_data --freq day --date_field_name FSRQ --include_fields DWJZ,LJJZ

using data

import qlib
from qlib.data import D

qlib.init(provider_uri="~/.qlib/qlib_data/cn_fund_data")
df = D.features(D.instruments(market="all"), ["$DWJZ", "$LJJZ"], freq="day")

Help

pythono collector.py collector_data --help

Parameters

interval: 1d
region: CN