数据说明 / Data notes
数据快照日期 / Data snapshot: 2026-10-29.
| Provider | day.txt 日期范围 / Calendar range | 行情代码与字段 / Symbols and fields |
|---|---|---|
| cn_data | 2000-01-04 — 2026-05-25 | 6,100 symbols; open/high/low/close/volume/amount/adjclose/change/factor/vwap |
| us_data | 2005-04-08 — 2026-05-22 | 533 stock symbols + SP500 benchmark; open/high/low/close/volume/factor/change |
| hk_data | 2005-04-08 — 2026-05-22 | 113 stock symbols + HKHSI benchmark; open/high/low/close/volume/factor/change |
中文
三套 Qlib provider 均完整保留快照中的文件。中证股票池定义位于 cn_data/instruments/csi300.txt、csi500.txt、csi1000.txt；美股和港股股票池定义见对应 instruments/ 目录。股票池文件记录历史区间，历史代码总数与某一天的成分数量含义不同；日历范围表示 provider 日历的起止日期，各股票的实际覆盖见行情文件。
CSI300 历史代码 SHT00018 的行情覆盖缺口保留在原数据中。hk_data/failed_yfinance_intervals.txt 记录 7 个历史成分获取失败区间。港股大小写两套代码目录均保留原布局。provider 中还包含现有说明、day_future 日历和基准指数文件。
A 股分钟数据按 2000-2024/<年份>/<频率>/<股票>.csv 保存，包含 1、5、15、30、60 分钟五种频率，各 61,899 个文件。CSV 的字段、数值和复权约定沿用源文件，所有数据保持原始字节内容。
English
All three Qlib providers retain every file in the snapshot. Historical CSI universe definitions are stored in cn_data/instruments/csi300.txt, csi500.txt, and csi1000.txt. US and Hong Kong universe definitions are under their respective instruments/ directories. Universe files record historical membership intervals; the number of symbols across history differs from membership on a specific date. Calendar ranges describe provider calendars; each symbol's actual coverage is determined by its feature files.
The original coverage gap for historical CSI300 symbol SHT00018 is preserved. hk_data/failed_yfinance_intervals.txt records seven failed historical constituent intervals. Both uppercase and lowercase Hong Kong symbol directories retain the source layout. Provider documentation, day_future calendars, and benchmark files are also present.
A-share minute files follow 2000-2024/<year>/<frequency>/<stock>.csv, with 61,899 files at each of the 1-, 5-, 15-, 30-, and 60-minute frequencies. CSV fields, values, adjustment conventions, and original file bytes are preserved.