qlib/scripts/data_collector/contrib

Get future trading days

D.calendar(future=True) will be used

Requirements

pip install -r requirements.txt

Collector Data

# 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