liuyu/qlib

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

Files

Pengrong Zhu d224ea447e Fix high-freq data (#702 )

* fix the collector.py yahoo 1min factor calculation

* fix HFSignalRecord

2021-11-20 15:03:53 +08:00

collector.py

Fix high-freq data (#702 )

2021-11-20 15:03:53 +08:00

README.md

Fix typo

2021-02-16 14:08:58 +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/us_data --method parse_instruments

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

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