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60 lines
2.6 KiB
ReStructuredText
60 lines
2.6 KiB
ReStructuredText
.. _initialization:
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====================
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Qlib Initialization
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====================
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.. currentmodule:: qlib
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Initialization
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=========================
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Please follow the steps below to initialize ``Qlib``.
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- Download and prepare the Data: execute the following command to download stock data. Please pay `attention` that the data is collected from `Yahoo Finance <https://finance.yahoo.com/lookup>`_ and the data might not be perfect. We recommend users to prepare their own data if they have high-quality datasets. Please refer to `Data <../component/data.html>` for more information about customized dataset.
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.. code-block:: bash
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python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
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Please refer to `Data Preparation <../component/data.html#data-preparation>`_ for more information about `get_data.py`,
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- Initialize Qlib before calling other APIs: run following code in python.
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.. code-block:: Python
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import qlib
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# region in [REG_CN, REG_US]
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from qlib.config import REG_CN
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provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir
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qlib.init(provider_uri=provider_uri, region=REG_CN)
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Parameters
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-------------------
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Besides `provider_uri` and `region`, `qlib.init` has other parameters. The following are several important parameters of `qlib.init`:
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- `provider_uri`
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Type: str. The URI of the Qlib data. For example, it could be the location where the data loaded by ``get_data.py`` are stored.
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- `region`
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Type: str, optional parameter(default: `qlib.config.REG_CN`).
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Currently: ``qlib.config.REG_US`` ('us') and ``qlib.config.REG_CN`` ('cn') is supported. Different value of `region` will result in different stock market mode.
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- ``qlib.config.REG_US``: US stock market.
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- ``qlib.config.REG_CN``: China stock market.
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Different modse will result in different trading limitations and costs.
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- `redis_host`
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Type: str, optional parameter(default: "127.0.0.1"), host of `redis`
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The lock and cache mechanism relies on redis.
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- `redis_port`
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Type: int, optional parameter(default: 6379), port of `redis`
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.. note::
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The value of `region` should be aligned with the data stored in `provider_uri`. Currently, ``scripts/get_data.py`` only provides China stock market data. If users want to use the US stock market data, they should prepare their own US-stock data in `provider_uri` and switch to US-stock mode.
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.. note::
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If Qlib fails to connect redis via `redis_host` and `redis_port`, cache mechanism will not be used! Please refer to `Cache <../component/data.html#cache>`_ for details.
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