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faa99f30fa
* add period ops class * black format * add pit data read * fix bug in period ops * update ops runnable * update PIT test example * black format * update PIT test * update tets_PIT * update code format * add check_feature_exist * black format * optimize the PIT Algorithm * fix bug * update example * update test_PIT name * add pit collector * black format * fix bugs * fix try * fix bug & add dump_pit.py * Successfully run and understand PIT * Add some docs and remove a bug * mv crypto collector * black format * Run succesfully after merging master * Pass test and fix code * remove useless PIT code * fix PYlint * Rename Co-authored-by: Young <afe.young@gmail.com>
Download Qlib Data
Download CN Data
# 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
python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data --region us
Download CN Simple Data
python get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --region cn
Help
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
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
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)