liuyu/qlib

mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 05:51:17 +08:00

Files

you-n-g be4646b4b7 Adjust rolling api (#1594 )

* Intermediate version

* Fix yaml template & Successfully run rolling

* Be compatible with benchmark

* Get same results with previous linear model

* Black formatting

* Update black

* Update the placeholder mechanism

* Update CI

* Update CI

* Upgrade Black

* Fix CI and simplify code

* Fix CI

* Move the data processing caching mechanism into utils.

* Adjusting DDG-DA

* Organize import

2023-07-14 12:16:12 +08:00

collector.py

Adjust rolling api (#1594 )

2023-07-14 12:16:12 +08:00

README.md

Fix typo

2021-02-16 14:08:58 +08:00

requirements.txt

Remove Wrong Package Name (#1394 )

2022-12-16 08:10:36 +08:00

README.md

NASDAQ100/SP500/SP400/DJIA History Companies Collection

Requirements

pip install -r requirements.txt

Collector Data

# parse instruments, using in qlib/instruments.
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/us_data --method parse_instruments

# parse new companies
python collector.py --index_name SP500 --qlib_dir ~/.qlib/qlib_data/us_data --method save_new_companies

# index_name support: SP500, NASDAQ100, DJIA, SP400
# help
python collector.py --help