qlib/scripts в main - qlib

История

Fivele-Li 47bd13295b Fix Yahoo daily data format inconsistent (#1517 ) * Fix FutureWarning: Passing unit-less datetime64 dtype to .astype is deprecated and will raise in a future version. Pass 'datetime64[ns]' instead * align index format while end date contains current day data * fix black * fix black * optimize code * optimize code * optimize code * fix ci error * check ci error * fix ci error * check ci error * check ci error * check ci error * check ci error * check ci error * check ci error * fix ci error * fix ci error * fix ci error * fix ci error * fix ci error --------- Co-authored-by: Cadenza-Li <362237642@qq.com> Co-authored-by: Linlang <Lv.Linlang@hotmail.com>		2024-06-21 11:22:23 +08:00
..
data_collector	Fix Yahoo daily data format inconsistent (#1517 )	2024-06-21 11:22:23 +08:00
README.md	Qlib data doc (#1207 )	2022-07-22 09:24:58 +08:00
check_dump_bin.py	Adjust rolling api (#1594 )	2023-07-14 12:16:12 +08:00
collect_info.py	fix setup error	2021-01-18 19:37:24 +08:00
dump_bin.py	download orderbook data (#1754 )	2024-03-07 14:41:21 +08:00
dump_pit.py	Update dump_pit.py (#1759 )	2024-05-10 14:42:41 +08:00
get_data.py	US stock code supports Windows	2021-01-26 16:06:38 +08:00

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)

Use Crowd Sourced Data

The is also a crowd sourced version of qlib data: https://github.com/chenditc/investment_data/releases

wget https://github.com/chenditc/investment_data/releases/download/20220720/qlib_bin.tar.gz
tar -zxvf qlib_bin.tar.gz -C ~/.qlib/qlib_data/cn_data --strip-components=2