liuyu/qlib

mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

Files

Linlang 5d579d1a20 fix_macos_CI (#1081 )

Co-authored-by: Linlang Lv (iSoftStone) <v-linlanglv@microsoft.com>

2022-04-29 17:04:28 +08:00

collector.py

fix_macos_CI (#1081 )

2022-04-29 17:04:28 +08:00

README.md

Fix typo

2021-02-16 14:08:58 +08:00

requirements.txt

support US index

2020-11-19 10:36:14 +08:00

README.md

NASDAQ100/SP500/SP400/DJIA History Companies Collection

Requirements

pip install -r requirements.txt

Collector Data

# parse instruments, using in qlib/instruments.
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/us_data --method parse_instruments

# parse new companies
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/us_data --method save_new_companies

# index_name support: SP500, NASDAQ100, DJIA, SP400
# help
python collector.py --help