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qlib/scripts/data_collector/yahoo/README.md
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Collect Data From Yahoo Finance

Requirements

pip install -r requirements.txt

Collector Data

Download data -> Normalize data -> Dump data

python collector.py collector_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize_dir --qlib_dir ~/.qlib/stock_data/qlib_data

Download Data From Yahoo Finance

python collector.py download_data --source_dir ~/.qlib/stock_data/source

Normalize Yahoo Finance Data

python collector.py normalize_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize

Manual Ajust Yahoo Finance Data

python collector.py manual_adj_data --normalize_dir ~/.qlib/stock_data/normalize

Dump Yahoo Finance Data

python collector.py dump_data --normalize_dir ~/.qlib/stock_data/normalize_dir --qlib_dir ~/.qlib/stock_data/qlib_data