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* add liability * Update scripts/data_collector/fund/README.md Co-authored-by: you-n-g <you-n-g@users.noreply.github.com> Co-authored-by: Dao Zhang <daoz@microsoft.com> Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
56 lines
1.6 KiB
Markdown
56 lines
1.6 KiB
Markdown
# Collect Fund Data
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> *Please pay **ATTENTION** that the data is collected from [天天基金网](https://fund.eastmoney.com/) 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](https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format)*
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## Requirements
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```bash
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pip install -r requirements.txt
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```
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## Collector Data
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### CN Data
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#### 1d from East Money
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```bash
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# download from eastmoney.com
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python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_data --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
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# normalize
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python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_data --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ
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# dump data
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cd qlib/scripts
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python dump_bin.py dump_all --csv_path ~/.qlib/fund_data/source/cn_1d_nor --qlib_dir ~/.qlib/qlib_data/cn_fund_data --freq day --date_field_name FSRQ --include_fields DWJZ,LJJZ
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```
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### using data
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```python
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import qlib
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from qlib.data import D
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qlib.init(provider_uri="~/.qlib/qlib_data/cn_fund_data")
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df = D.features(D.instruments(market="all"), ["$DWJZ", "$LJJZ"], freq="day")
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```
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### Help
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```bash
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pythono collector.py collector_data --help
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```
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## Parameters
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- interval: 1d
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- region: CN
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## 免责声明
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本项目仅供学习研究使用，不作为任何行为的指导和建议，由此而引发任何争议和纠纷，与本项目无任何关系
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