mirror of
https://github.com/microsoft/qlib.git
synced 2026-06-06 05:51:17 +08:00
bda374180a
* Update README.md Link to latest release. https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release * Update README.md Link to latest release. https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release * Update README.md Link to latest release. https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release * Update README.md Link to latest release. https://docs.github.com/en/repositories/releasing-projects-on-github/linking-to-releases#linking-to-the-latest-release * Update README.md * Update README.md
77 lines
1.8 KiB
Markdown
77 lines
1.8 KiB
Markdown
|
|
- [Download Qlib Data](#Download-Qlib-Data)
|
|
- [Download CN Data](#Download-CN-Data)
|
|
- [Download US Data](#Download-US-Data)
|
|
- [Download CN Simple Data](#Download-CN-Simple-Data)
|
|
- [Help](#Help)
|
|
- [Using in Qlib](#Using-in-Qlib)
|
|
- [US data](#US-data)
|
|
- [CN data](#CN-data)
|
|
|
|
|
|
## Download Qlib Data
|
|
|
|
|
|
### Download CN Data
|
|
|
|
```bash
|
|
# 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
|
|
|
|
|
|
```bash
|
|
python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data --region us
|
|
```
|
|
|
|
### Download CN Simple Data
|
|
|
|
```bash
|
|
python get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --region cn
|
|
```
|
|
|
|
### Help
|
|
|
|
```bash
|
|
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](#Download-US-Data)
|
|
|
|
```python
|
|
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](#Download-CN-Data)
|
|
|
|
```python
|
|
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](data_collector/crowd_source/README.md): https://github.com/chenditc/investment_data/releases
|
|
```bash
|
|
wget https://github.com/chenditc/investment_data/releases/latest/download/qlib_bin.tar.gz
|
|
tar -zxvf qlib_bin.tar.gz -C ~/.qlib/qlib_data/cn_data --strip-components=2
|
|
```
|