mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-06 05:51:17 +08:00
cc01812c62
* fix gramma error in doc strings * fix typos in exchange.py * fix typos and gramma errors * fix typo and rename function param to avoid shading python keyword * remove redundant parathesis; pass kwargs to parent class * fix pyblack * further correction * assign -> be assigned to
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)
Use Crowd Sourced Data
The is also a crowd sourced version of qlib data: https://github.com/chenditc/investment_data/releases
wget https://github.com/chenditc/investment_data/releases/download/20220720/qlib_bin.tar.gz
tar -zxvf qlib_bin.tar.gz -C ~/.qlib/qlib_data/cn_data --strip-components=2