Collect Data From Yahoo Finance

Please pay ATTENTION that the data is collected from Yahoo Finance 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

Examples of abnormal data

We have considered STOCK PRICE ADJUSTMENT, but some price series seem still very abnormal.

Requirements

pip install -r requirements.txt

Collector Data

Download data -> Normalize data -> Dump data

python collector.py collector_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize_dir --qlib_dir ~/.qlib/stock_data/qlib_data

Download Data From Yahoo Finance

python collector.py download_data --source_dir ~/.qlib/stock_data/source

Normalize Yahoo Finance Data

python collector.py normalize_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize

Manual Ajust Yahoo Finance Data

python collector.py manual_adj_data --normalize_dir ~/.qlib/stock_data/normalize

Dump Yahoo Finance Data

python collector.py dump_data --normalize_dir ~/.qlib/stock_data/normalize_dir --qlib_dir ~/.qlib/stock_data/qlib_data