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Merged
you-n-g merged 5 commits into from
Mar 18, 2022
+211 −303
Merged

Optimize the pit collector script #982

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e7d4269
Optimize the pit collector script
Chaoyingz Mar 15, 2022
40eb6a8
Add copyright notice to collector.py
Chaoyingz Mar 18, 2022
b078f25
Remove unnecessary parameters for test_pit.py
Chaoyingz Mar 18, 2022
3bcc7ec
Update test_pit.py
Chaoyingz Mar 18, 2022
74b8fa9
Update test_pit.py
Chaoyingz Mar 18, 2022
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15 changes: 10 additions & 5 deletions scripts/data_collector/pit/README.md
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Original file line number Diff line number Diff line change
Expand Up @@ -16,12 +16,18 @@ pip install -r requirements.txt
```bash
cd qlib/scripts/data_collector/pit/
# download from baostock.com
python collector.py download_data --source_dir ./csv_pit --start 2000-01-01 --end 2020-01-01 --interval quarterly
python collector.py download_data --source_dir ~/.qlib/stock_data/source/pit --start 2000-01-01 --end 2020-01-01 --interval quarterly
```

Downloading all data from the stock is very time consuming. If you just want run a quick test on a few stocks, you can run the command below
``` bash
python collector.py download_data --source_dir ./csv_pit --start 2000-01-01 --end 2020-01-01 --interval quarterly --symbol_flt_regx "^(600519|000725).*"
```bash
python collector.py download_data --source_dir ~/.qlib/stock_data/source/pit --start 2000-01-01 --end 2020-01-01 --interval quarterly --symbol_regex "^(600519|000725).*"
```


### Normalize Data
```bash
python collector.py normalize_data --interval quarterly --source_dir ~/.qlib/stock_data/source/pit --normalize_dir ~/.qlib/stock_data/source/pit_normalized
```


Expand All @@ -30,6 +36,5 @@ python collector.py download_data --source_dir ./csv_pit --start 2000-01-01 --en

```bash
cd qlib/scripts
# data_collector/pit/csv_pit is the data you download just now.
python dump_pit.py dump --csv_path data_collector/pit/csv_pit --qlib_dir ~/.qlib/qlib_data/cn_data --interval quarterly
python dump_pit.py dump --csv_path ~/.qlib/stock_data/source/pit_normalized --qlib_dir ~/.qlib/qlib_data/cn_data --interval quarterly
```
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