liuyu/qlib

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

Files

fei long 6ed83f7c04 data_collector: cn_index: fix missing dependencies package in requirements.txt (#1770 )

add yahooquery and openpyxl in requirements.txt

Signed-off-by: YuLong Yao <feilongphone@gmail.com>
Co-authored-by: Linlang Lv (iSoftStone Information) <v-lvlinlang@microsoft.com>

2024-05-17 18:43:12 +08:00

collector.py

Fix issue 1729 (#1776 )

2024-05-10 11:04:59 +08:00

README.md

add CSI500 data collector

2022-02-28 03:33:36 +08:00

requirements.txt

data_collector: cn_index: fix missing dependencies package in requirements.txt (#1770 )

2024-05-17 18:43:12 +08:00

README.md

CSI300/CSI100/CSI500 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, CSI500
# help
python collector.py --help