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data_collector
data_collector
 
 
README.md
README.md
 
 
check_dump_bin.py
check_dump_bin.py
 
 
collect_info.py
collect_info.py
 
 
dump_bin.py
dump_bin.py
 
 
get_data.py
get_data.py
 
 

README.md

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 scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_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.config import REG_CN
provider_uri = "~/.qlib/qlib_data/cn_data"  # target_dir
qlib.init(provider_uri=provider_uri, region=REG_CN)