liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-01 10:01:19 +08:00
Code Activity
Files
92ff3d20b978cfe741badd2cb55afcfaeca53643
qlib/scripts/data_collector/cn_index
History
Pengrong Zhu d224ea447e Fix high-freq data (#702) 
* fix the collector.py yahoo 1min factor calculation

* fix HFSignalRecord
2021-11-20 15:03:53 +08:00
..
collector.py
Fix high-freq data (#702)
2021-11-20 15:03:53 +08:00
README.md
support US index
2020-11-19 10:36:14 +08:00
requirements.txt
support US index
2020-11-19 10:36:14 +08:00

README.md

CSI300/CSI100 History Companies Collection

Requirements

pip install -r requirements.txt

Collector Data

# parse instruments, using in qlib/instruments.
python collector.py --index_name CSI300 --qlib_dir ~/.qlib/qlib_data/cn_data --method parse_instruments

# parse new companies
python collector.py --index_name CSI300 --qlib_dir ~/.qlib/qlib_data/cn_data --method save_new_companies

# index_name support: CSI300, CSI100
# help
python collector.py --help