Expand Up @@ -18,29 +18,87 @@ pip install -r requirements.txt
## Collector Data
### Download data and Normalize data
### CN Data
#### 1d
```bash 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 --normalize_dir ~/.qlib/stock_data/normalize
# download from yahoo finance python collector.py download_data --source_dir ~/.qlib/stock_data/source/cn_1d --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
# normalize python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/cn_1d --normalize_dir ~/.qlib/stock_data/source/cn_1d_nor --region CN --interval 1d
# dump data cd qlib/scripts python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/stock_data/source/qlib_cn_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
# using import qlib from qlib.data import D
qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_cn_1d", region="CN") df = D.features(D.instruments("all"), ["$close"], freq="day")
```
### Download Data #### 1min
```bash python collector.py download_data --source_dir ~/.qlib/stock_data/source --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
# download from yahoo finance python collector.py download_data --source_dir ~/.qlib/stock_data/source/cn_1min --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1min
# normalize python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/cn_1min --normalize_dir ~/.qlib/stock_data/source/cn_1min_nor --region CN --interval 1min
# dump data cd qlib/scripts python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1min_nor --qlib_dir ~/.qlib/stock_data/source/qlib_cn_1min --freq 1min --exclude_fields date,adjclose,dividends,splits,symbol
# using import qlib from qlib.data import D
qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_cn_1min", region="CN") df = D.features(D.instruments("all"), ["$close"], freq="1min")
```
### Normalize Data ### US Data
#### 1d
```bash python collector.py normalize_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region CN
# download from yahoo finance python collector.py download_data --source_dir ~/.qlib/stock_data/source/us_1d --region US --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
# normalize python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/us_1d --normalize_dir ~/.qlib/stock_data/source/us_1d_nor --region US --interval 1d
# dump data cd qlib/scripts python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/stock_data/source/qlib_us_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
# using import qlib from qlib.data import D
qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_us_1d", region="US") df = D.features(D.instruments("all"), ["$close"], freq="day")
```

### Help ```bash pythono collector.py collector_data --help ```
## Parameters
- interval: 1m or 1d - interval: 1min or 1d - region: CN or US