Please pay ATTENTION that the data is collected from 天天基金网 and the data might not be perfect. We recommend users to prepare their own data if they have high-quality dataset. For more information, users can refer to the related document
pip install -r requirements.txt# download from eastmoney.com
python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_data --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
# normalize
python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_data --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ
# dump data
cd qlib/scripts
python dump_bin.py dump_all --data_path ~/.qlib/fund_data/source/cn_1d_nor --qlib_dir ~/.qlib/qlib_data/cn_fund_data --freq day --date_field_name FSRQ --include_fields DWJZ,LJJZ
import qlib
from qlib.data import D
qlib.init(provider_uri="~/.qlib/qlib_data/cn_fund_data")
df = D.features(D.instruments(market="all"), ["$DWJZ", "$LJJZ"], freq="day")pythono collector.py collector_data --help- interval: 1d
- region: CN
本项目仅供学习研究使用，不作为任何行为的指导和建议，由此而引发任何争议和纠纷，与本项目无任何关系