| .. _initialization: |
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| =================== |
| Qlib Initialization |
| =================== |
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| .. currentmodule:: qlib |
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| Initialization |
| ============== |
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| Please follow the steps below to initialize ``Qlib``. |
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| Download and prepare the Data: execute the following command to download stock data. Please pay `attention` that the data is collected from `Yahoo Finance <https://finance.yahoo.com/lookup>`_ and the data might not be perfect. We recommend users to prepare their own data if they have high-quality datasets. Please refer to `Data <../component/data.html#converting-csv-format-into-qlib-format>`_ for more information about customized dataset. |
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| .. code-block:: bash |
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| python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn |
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| Please refer to `Data Preparation <../component/data.html#data-preparation>`_ for more information about `get_data.py`, |
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| Initialize Qlib before calling other APIs: run following code in python. |
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| .. code-block:: Python |
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| import qlib |
| # region in [REG_CN, REG_US] |
| from qlib.constant import REG_CN |
| provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir |
| qlib.init(provider_uri=provider_uri, region=REG_CN) |
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| .. note:: |
| Do not import qlib package in the repository directory of ``Qlib``, otherwise, errors may occur. |
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| Parameters |
| ------------------- |
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| Besides `provider_uri` and `region`, `qlib.init` has other parameters. |
| The following are several important parameters of `qlib.init` (`Qlib` has a lot of config. Only part of parameters are limited here. More detailed setting can be found `here <https://github.com/microsoft/qlib/blob/main/qlib/config.py>`_): |
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| - `provider_uri` |
| Type: str. The URI of the Qlib data. For example, it could be the location where the data loaded by ``get_data.py`` are stored. |
| - `region` |
| Type: str, optional parameter(default: `qlib.constant.REG_CN`). |
| Currently: ``qlib.constant.REG_US`` ('us') and ``qlib.constant.REG_CN`` ('cn') is supported. Different value of `region` will result in different stock market mode. |
| - ``qlib.constant.REG_US``: US stock market. |
| - ``qlib.constant.REG_CN``: China stock market. |
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| Different modes will result in different trading limitations and costs. |
| The region is just `shortcuts for defining a batch of configurations <https://github.com/microsoft/qlib/blob/528f74af099bf6156e9480bcd2bb28e453231212/qlib/config.py#L249>`_, which include minimal trading order unit (``trade_unit``), trading limitation (``limit_threshold``) , etc. It is not a necessary part and users can set the key configurations manually if the existing region setting can't meet their requirements. |
| - `redis_host` |
| Type: str, optional parameter(default: "127.0.0.1"), host of `redis` |
| The lock and cache mechanism relies on redis. |
| - `redis_port` |
| Type: int, optional parameter(default: 6379), port of `redis` |
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| .. note:: |
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| The value of `region` should be aligned with the data stored in `provider_uri`. Currently, ``scripts/get_data.py`` only provides China stock market data. If users want to use the US stock market data, they should prepare their own US-stock data in `provider_uri` and switch to US-stock mode. |
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| .. note:: |
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| If Qlib fails to connect redis via `redis_host` and `redis_port`, cache mechanism will not be used! Please refer to `Cache <../component/data.html#cache>`_ for details. |
| - `exp_manager` |
| Type: dict, optional parameter, the setting of `experiment manager` to be used in qlib. Users can specify an experiment manager class, as well as the tracking URI for all the experiments. However, please be aware that we only support input of a dictionary in the following style for `exp_manager`. For more information about `exp_manager`, users can refer to `Recorder: Experiment Management <../component/recorder.html>`_. |
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| .. code-block:: Python |
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| # For example, if you want to set your tracking_uri to a <specific folder>, you can initialize qlib below |
| qlib.init(provider_uri=provider_uri, region=REG_CN, exp_manager= { |
| "class": "MLflowExpManager", |
| "module_path": "qlib.workflow.expm", |
| "kwargs": { |
| "uri": "python_execution_path/mlruns", |
| "default_exp_name": "Experiment", |
| } |
| }) |
| - `mongo` |
| Type: dict, optional parameter, the setting of `MongoDB <https://www.mongodb.com/>`_ which will be used in some features such as `Task Management <../advanced/task_management.html>`_, with high performance and clustered processing. |
| Users need to follow the steps in `installation <https://www.mongodb.com/try/download/community>`_ to install MongoDB firstly and then access it via a URI. |
| Users can access mongodb with credential by setting "task_url" to a string like `"mongodb://%s:%s@%s" % (user, pwd, host + ":" + port)`. |
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| .. code-block:: Python |
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| # For example, you can initialize qlib below |
| qlib.init(provider_uri=provider_uri, region=REG_CN, mongo={ |
| "task_url": "mongodb://localhost:27017/", # your mongo url |
| "task_db_name": "rolling_db", # the database name of Task Management |
| }) |
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| - `logging_level` |
| The logging level for the system. |
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| - `kernels` |
| The number of processes used when calculating features in Qlib's expression engine. It is very helpful to set it to 1 when you are debuggin an expression calculating exception |
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