1
0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-04 03:21:00 +08:00
Files
qlib/scripts/data_collector/contrib/README.md
2021-04-27 21:20:47 +08:00

25 lines
399 B
Markdown

# Get future trading days
> `D.calendar(future=True)` will be used
## Requirements
```bash
pip install -r requirements.txt
```
## Collector Data
```bash
# parse instruments, using in qlib/instruments.
python future_trading_date_collector.py --qlib_dir ~/.qlib/qlib_data/cn_data --freq day
```
## Parameters
- qlib_dir: qlib data directory
- freq: value from [`day`, `1min`], default `day`