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86f08e47e8
* Explain data crawler structure * Add documentation for data and feature * Update scripts/data_collector/yahoo/README.md Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> * Remove some confusing wording * Add third party data source * Fix command typo * Update commands Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
77 lines
1.8 KiB
Markdown
77 lines
1.8 KiB
Markdown
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- [Download Qlib Data](#Download-Qlib-Data)
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- [Download CN Data](#Download-CN-Data)
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- [Download US Data](#Download-US-Data)
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- [Download CN Simple Data](#Download-CN-Simple-Data)
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- [Help](#Help)
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- [Using in Qlib](#Using-in-Qlib)
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- [US data](#US-data)
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- [CN data](#CN-data)
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## Download Qlib Data
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### Download CN Data
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```bash
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# daily data
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python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
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# 1min data (Optional for running non-high-frequency strategies)
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python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data_1min --region cn --interval 1min
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```
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### Download US Data
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```bash
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python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data --region us
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```
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### Download CN Simple Data
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```bash
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python get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --region cn
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```
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### Help
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```bash
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python get_data.py qlib_data --help
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```
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## Using in Qlib
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> For more information: https://qlib.readthedocs.io/en/latest/start/initialization.html
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### US data
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> Need to download data first: [Download US Data](#Download-US-Data)
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```python
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import qlib
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from qlib.config import REG_US
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provider_uri = "~/.qlib/qlib_data/us_data" # target_dir
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qlib.init(provider_uri=provider_uri, region=REG_US)
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```
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### CN data
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> Need to download data first: [Download CN Data](#Download-CN-Data)
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```python
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import qlib
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from qlib.constant import REG_CN
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provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
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qlib.init(provider_uri=provider_uri, region=REG_CN)
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```
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## Use Crowd Sourced Data
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The is also a [crowd sourced version of qlib data](data_collector/crowd_source/README.md): https://github.com/chenditc/investment_data/releases
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```bash
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wget https://github.com/chenditc/investment_data/releases/download/20220720/qlib_bin.tar.gz
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tar -zxvf qlib_bin.tar.gz -C ~/.qlib/qlib_data/cn_data --strip-components=2
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```
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