-
Notifications
You must be signed in to change notification settings - Fork 2.6k
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
如何将财务数据dump到qlib中,并且可以每天更新 #788
Comments
I think you can append your financial data and do a dump_update. |
dump_bin script only supply dump all data,dump update by date, and dump update by stock。i want to dump some features add. |
|
if i use dump_bin.py dump_all to add financial data original data. Will the original data be affected? Especially the calendars data, in my opinion, the calendar date calculate by the dump data . and the financial data only one data per quarter. |
PIT storage for financial data is under development |
Hi @zhupr |
@vitorying Hi,
import qlib
from qlib.data import D
qlib.init(xxx)
calendar = D.calendar(freq="day")
df = pd.read_csv("sh600000_financial_data.csv")
df.set_index("datetime", inplace=True)
# FIXME: the datetime of the financial data may not be in the calendar
df = df.reindex(calendar)
df = df.fillna(method="ffill")
# df.to_csv(xxx)
# dump csv to qlib data; dump_bin.py:DumpDataFix
|
This issue is stale because it has been open for three months with no activity. Remove the stale label or comment on the issue otherwise this will be closed in 5 days |
❓ Questions and Help
We sincerely suggest you to carefully read the documentation of our library as well as the official paper. After that, if you still feel puzzled, please describe the question clearly under this issue.
The text was updated successfully, but these errors were encountered: