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84ff662a26
* Fixed pandas FutureWarning `FutureWarning: Passing a set as an indexer is deprecated and will raise in a future version. Use a list instead.` * fixed another pandas FutureWarning ``` scripts/data_collector/index.py:228: FutureWarning: The frame.append method is deprecated and will be removed from pandas in a future version. Use pandas.concat instead. new_df = new_df.append(_tmp_df, sort=False) ``` * fixed more pandas futurewarnings
Download Qlib Data
Download CN Data
# 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
python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data --region us
Download CN Simple Data
python get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --region cn
Help
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
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
import qlib
from qlib.constant import REG_CN
provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
qlib.init(provider_uri=provider_uri, region=REG_CN)