中文 README:

Chinese blog about this project: 量化系列2 - 众包数据集

• How to use it
• Developement Setup
  • Install dolt
  • Clone data
  • Export to qlib format
  • Run Daily Update
  • Daily update and output
  • Extract tar file to qlib directory
• Initiative
• Project Detail
  • Data Source
  • Initial import
  • Daily Update
  • Merge logic
  • Validation logic
• Contribution Guide
  • Add more stock index
  • Add more data source or fields

Table of contents generated with markdown-toc

1. Download tar ball from latest release page on github
2. Extract tar file to default qlib directory

wget https://github.com/chenditc/investment_data/releases/download/2023-04-20/qlib_bin.tar.gz
tar -zxvf qlib_bin.tar.gz -C ~/.qlib/qlib_data/cn_data --strip-components=2

If you want to contribute to the set of scripts or the data, here is what you should do to set up a dev environment.

Follow https://github.com/dolthub/dolt

Raw data hosted on dolt: https://www.dolthub.com/repositories/chenditc/investment_data

To download as dolt database:

dolt clone chenditc/investment_data

docker run -v /<some output directory>:/output -it --rm chenditc/investment_data bash dump_qlib_bin.sh && cp ./qlib_bin.tar.gz /output/