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47 lines
1.5 KiB
Markdown
47 lines
1.5 KiB
Markdown
# Collect Data From Yahoo Finance
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> *Please pay **ATTENTION** that the data is collected from [Yahoo Finance](https://finance.yahoo.com/lookup) 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](https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format)*
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> **Examples of abnormal data**
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- [SH000661](https://finance.yahoo.com/quote/000661.SZ/history?period1=1558310400&period2=1590796800&interval=1d&filter=history&frequency=1d)
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- [SZ300144](https://finance.yahoo.com/quote/300144.SZ/history?period1=1557446400&period2=1589932800&interval=1d&filter=history&frequency=1d)
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We have considered **STOCK PRICE ADJUSTMENT**, but some price series seem still very abnormal.
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## Requirements
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```bash
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pip install -r requirements.txt
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```
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## Collector Data
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### Download data and Normalize data
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```bash
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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
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```
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### Download Data
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```bash
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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
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```
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### Normalize Data
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```bash
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python collector.py normalize_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region CN
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```
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### Help
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```bash
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pythono collector.py collector_data --help
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```
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## Parameters
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- interval: 1m or 1d
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- region: CN or US
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