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qlib/scripts/README.md
Chao Ning 6bafd0a09b Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data (#781)
* Fix high-freq data name from `yahoo_cn_1min` to `cn_data_1min`

* re-format example data names using `qlib_{region}_{feq}`, e.g. qlib_cn_1d

* re-format example data names using `{region}_{feq}`, e.g. us_1d and cn_1min

* keep using  for 1day data, and change 1min data to
2021-12-28 23:58:49 +08:00

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Markdown

- [Download Qlib Data](#Download-Qlib-Data)
- [Download CN Data](#Download-CN-Data)
- [Download US Data](#Download-US-Data)
- [Download CN Simple Data](#Download-CN-Simple-Data)
- [Help](#Help)
- [Using in Qlib](#Using-in-Qlib)
- [US data](#US-data)
- [CN data](#CN-data)
## Download Qlib Data
### Download CN Data
```bash
# daily data
python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
# 1min data (Optional for running non-high-frequency strategies)
python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data_1min --region cn --interval 1min
```
### Download US Data
```bash
python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data --region us
```
### Download CN Simple Data
```bash
python get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --region cn
```
### Help
```bash
python get_data.py qlib_data --help
```
## Using in Qlib
> For more information: https://qlib.readthedocs.io/en/latest/start/initialization.html
### US data
> Need to download data first: [Download US Data](#Download-US-Data)
```python
import qlib
from qlib.config import REG_US
provider_uri = "~/.qlib/qlib_data/us_data" # target_dir
qlib.init(provider_uri=provider_uri, region=REG_US)
```
### CN data
> Need to download data first: [Download CN Data](#Download-CN-Data)
```python
import qlib
from qlib.config import REG_CN
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
qlib.init(provider_uri=provider_uri, region=REG_CN)
```