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qlib/scripts/data_collector/cn_index/README.md
2022-02-28 03:33:36 +08:00

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# CSI300/CSI100/CSI500 History Companies Collection
## Requirements
```bash
pip install -r requirements.txt
```
## Collector Data
```bash
# parse instruments, using in qlib/instruments.
python collector.py --index_name CSI300 --qlib_dir ~/.qlib/qlib_data/cn_data --method parse_instruments
# parse new companies
python collector.py --index_name CSI300 --qlib_dir ~/.qlib/qlib_data/cn_data --method save_new_companies
# index_name support: CSI300, CSI100, CSI500
# help
python collector.py --help
```