Collect Data From Yahoo Finance

Please pay ATTENTION that the data is collected from Yahoo Finance and the data might not be perfect. We recommend users to prepare their own data if they have high-quality dataset. For more information, users can refer to the related document

Examples of abnormal data

We have considered STOCK PRICE ADJUSTMENT, but some price series seem still very abnormal.

Requirements

pip install -r requirements.txt

Collector Data

Download data and Normalize data

python collector.py collector_data --source_dir ~/.qlib/stock_data/source --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d

Download Data

python collector.py download_data --source_dir ~/.qlib/stock_data/source --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d

Normalize Data

python collector.py normalize_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region CN

Help

pythono collector.py collector_data --help

Parameters

interval: 1m or 1d
region: CN or US