mirror of
https://github.com/microsoft/qlib.git
synced 2026-07-02 10:31:00 +08:00
6bafd0a09b
* Fix high-freq data name from `yahoo_cn_1min` to `cn_data_1min`
* re-format example data names using `qlib_{region}_{feq}`, e.g. qlib_cn_1d
* re-format example data names using `{region}_{feq}`, e.g. us_1d and cn_1min
* keep using for 1day data, and change 1min data to
52 lines
1.4 KiB
Markdown
52 lines
1.4 KiB
Markdown
# Collect Fund Data
|
|
|
|
> *Please pay **ATTENTION** that the data is collected from [天天基金网](https://fund.eastmoney.com/) 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](https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format)*
|
|
|
|
## Requirements
|
|
|
|
```bash
|
|
pip install -r requirements.txt
|
|
```
|
|
|
|
## Collector Data
|
|
|
|
|
|
### CN Data
|
|
|
|
#### 1d from East Money
|
|
|
|
```bash
|
|
|
|
# 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
|
|
|
|
```python
|
|
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
|
|
```bash
|
|
pythono collector.py collector_data --help
|
|
```
|
|
|
|
## Parameters
|
|
|
|
- interval: 1d
|
|
- region: CN
|