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qlib/scripts/data_collector/us_index
Linlang 98f569eed2 add_baostock_collector (#1641)
* add_baostock_collector

* modify_comments

* fix_pylint_error

* solve_duplication_methods

* modified the logic of update_data_to_bin

* modified the logic of update_data_to_bin

* optimize code

* optimize pylint issue

* fix pylint error

* changes suggested by the review

* fix CI faild

* fix CI faild

* fix issue 1121

* format with black

* optimize code logic

* optimize code logic

* fix error code

* drop warning during code runs

* optimize code

* format with black

* fix bug

* format with black

* optimize code

* optimize code

* add comments
2023-11-21 20:31:47 +08:00
..
2023-11-21 20:31:47 +08:00
2021-02-16 14:08:58 +08:00

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