|
|
| - [Download Qlib Data](#Download-Qlib-Data) |
| - [Download CN Data](#Download-CN-Data) |
| - [Download US Data](#Download-US-Data) |
| - [Download CN Simple Data](#Download-CN-Simple-Data) |
| - [Help](#Help) |
| - [Using in Qlib](#Using-in-Qlib) |
| - [US data](#US-data) |
| - [CN data](#CN-data) |
|
|
|
|
| ## Download Qlib Data |
|
|
|
|
| ### Download CN Data |
|
|
| ```bash |
| # 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 |
|
|
|
|
| ```bash |
| python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data --region us |
| ``` |
|
|
| ### Download CN Simple Data |
|
|
| ```bash |
| python get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --region cn |
| ``` |
|
|
| ### Help |
|
|
| ```bash |
| 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](#Download-US-Data) |
|
|
| ```python |
| 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](#Download-CN-Data) |
|
|
| ```python |
| 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](data_collector/crowd_source/README.md): https://github.com/chenditc/investment_data/releases |
| ```bash |
| wget https://github.com/chenditc/investment_data/releases/latest/download/qlib_bin.tar.gz |
| tar -zxvf qlib_bin.tar.gz -C ~/.qlib/qlib_data/cn_data --strip-components=2 |
| ``` |
| |
