Add new dataset: crypto dataset from CoinGecko

[b4thesunrise]

🌟 Feature Description

Add new data set of cryptocurrencies

Motivation

1. Application scenario: support cryptocurrencies investment strategy research. Free api can be found at https://www.coingecko.com/en/api/documentation
2. Related works (Papers, Github repos etc.):
3. Any other relevant and important information:

Alternatives

Additional Notes

[b4thesunrise]

is the same format as qlib/scripts/data_collector/fund/ is enough to add a dataset? not sure how to update the cache to the data server

[zhupr]

is the same format as qlib/scripts/data_collector/fund/ is enough to add a dataset? not sure how to update the cache to the data server

qlib/scripts/data_collector/fund/ is the sample code to get the fund data from the network and save it locally as a csv, the conversion of the csv to data available in qlib requires via scripts/dump_bin.py: https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format.

If qlib.init uses expression_cache="DiskExpressionCache" and dataset_cache="DiskDatasetCache", you can update the cache with this script https://github.com/microsoft/qlib-server/blob/main/scripts/update_cache.py

[b4thesunrise]

is the same format as qlib/scripts/data_collector/fund/ is enough to add a dataset? not sure how to update the cache to the data server

qlib/scripts/data_collector/fund/ is the sample code to get the fund data from the network and save it locally as a csv, the conversion of the csv to data available in qlib requires via scripts/dump_bin.py: https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format.

If qlib.init uses expression_cache="DiskExpressionCache" and dataset_cache="DiskDatasetCache", you can update the cache with this script https://github.com/microsoft/qlib-server/blob/main/scripts/update_cache.py

got it, thanks so much!