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5f18ba7970
* Fix pit download_data script TypeError (#978) * Format pit collector with black * Format pit collector with black
Collect Point-in-Time Data
Please pay ATTENTION that the data is collected from baostock 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
Download Quarterly CN Data
cd qlib/scripts/data_collector/pit/
# download from baostock.com
python collector.py download_data --source_dir ./csv_pit --start 2000-01-01 --end 2020-01-01 --interval quarterly
Downloading all data from the stock is very time consuming. If you just want run a quick test on a few stocks, you can run the command below
python collector.py download_data --source_dir ./csv_pit --start 2000-01-01 --end 2020-01-01 --interval quarterly --symbol_flt_regx "^(600519|000725).*"
Dump Data into PIT Format
cd qlib/scripts
# data_collector/pit/csv_pit is the data you download just now.
python dump_pit.py dump --csv_path data_collector/pit/csv_pit --qlib_dir ~/.qlib/qlib_data/cn_data --interval quarterly