qlib/scripts/data_collector/contrib/fill_cn_1min_data

Use 1d data to fill in the missing symbols relative to 1min

Requirements

pip install -r requirements.txt

fill 1min data

python fill_cn_1min_data.py --data_1min_dir ~/.qlib/csv_data/cn_data_1min --qlib_data_1d_dir ~/.qlib/qlib_data/cn_data

Parameters

• data_1min_dir: csv data
• qlib_data_1d_dir: qlib data directory
• max_workers: ThreadPoolExecutor(max_workers=max_workers), by default 16
• date_field_name: date field name, by default date
• symbol_field_name: symbol field name, by default symbol