liuyu/qlib

mirror of https://github.com/microsoft/qlib.git synced 2026-06-29 09:01:18 +08:00

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zhupr bac16060ff fix us instruments

2020-11-22 15:45:06 +08:00

..

collector.py

fix us instruments

2020-11-22 15:45:06 +08:00

README.md

support US index

2020-11-19 10:36:14 +08:00

requirements.txt

support US index

2020-11-19 10:36:14 +08:00

README.md

NASDAQ100/SP500/SP400/DJIA History Companies Collection

Requirements

pip install -r requirements.txt

Collector Data

# parse instruments, using in qlib/instruments.
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/cn_data --method parse_instruments

# parse new companies
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/cn_data --method save_new_companies

# index_name support: SP500, NASDAQ100, DJIA, SP400
# help
python collector.py --help