- [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 ```