liuyu/qlib

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

Files

you-n-g 1b426503fc feat: data improve, support parquet (#1966 )

* refactor: relocate CLI modules to qlib.cli and update references

* refactor: introduce read_as_df and rename csv_path to data_path

* lint

* refactor: rename csv_path to data_path and use QSettings.provider_uri

* fix pylint error

* fix get_data command

* add comments to CI yaml

* update docs

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Co-authored-by: Linlang <Lv.Linlang@hotmail.com>

2025-08-07 15:04:37 +08:00

collector.py

add_baostock_collector (#1641 )

2023-11-21 20:31:47 +08:00

README.md

feat: data improve, support parquet (#1966 )

2025-08-07 15:04:37 +08:00

requirements.txt

Remove Json

2023-01-20 09:03:08 +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 --data_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

免责声明

本项目仅供学习研究使用，不作为任何行为的指导和建议，由此而引发任何争议和纠纷，与本项目无任何关系