How to download 1min demo china-stock data in CSV format

[arisliang]

❓ Questions and Help

The document gives an example to download demo csv format in 1day freq at (https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format):

python scripts/get_data.py csv_data_cn --target_dir ~/.qlib/csv_data/cn_data

So it's clear what 1 day freq csv format should look like. Is there similar demo example for 1min freq? So we know what is the correct 1min freq csv format?

[zhupr]

@arisliang Hi,
1min and 1day in similar csv format:

symbol,date,close,low,volume,high,open,adjclose
sz000008,2021-05-20 09:30:00,2.259999990463257,2.25,0.0,2.259999990463257,2.25,
sz000008,2021-05-20 09:31:00,2.259999990463257,2.25,44600.0,2.259999990463257,2.259999990463257,

You can download some of the data to view the 1min format, collection data reference: /~https://github.com/microsoft/qlib/tree/main/scripts/data_collector/yahoo

# --limit_nums: collection of 10 stocks
python scripts/data_collector/yahoo/collector.py download_data --source_dir ~/.qlib/stock_data/source/cn_1min --region CN --start 2021-05-20 --end 2021-05-23 --delay 0.1 --interval 1m
in --limit_nums 10

[you-n-g]

@arisliang Did @zhupr solve your problem?

Would you mind sending a PR to improve the documents to help other users to find this feature and become one of the contributors of Qlib!
Looking forward to your PR 😄
Thanks.

[arisliang]

Thanks for providing sample format for 1min. That's helpful.

The above script doesn't seem to download 1min though. It still downloads 1d data, e.g. sz000008.csv:

symbol,date,volume,open,low,high,close,adjclose
sz000008,2021-05-20,11737916,2.259999990463257,2.240000009536743,2.2699999809265137,2.25,2.25
sz000008,2021-05-21,9260808,2.25,2.240000009536743,2.2699999809265137,2.259999990463257,2.259999990463257

And the log:
(qlib) D:\src\lib\qlib\scripts\data_collector\yahoo>python collector.py download_data --source_dir ~/.qlib/stock_data/source/cn_1min --region CN --start 2021-05-20 --end 2021-05-23 --delay 0.1 --interval 1min --limit_nums 10
2021-05-26 18:11:54.603 | INFO | collector:get_instrument_list:194 - get HS stock symbos......
2021-05-26 18:12:10.835 | INFO | collector:get_instrument_list:196 - get 4115 symbols.
2021-05-26 18:12:11.467 | INFO | data_collector.base:collector_data:211 - start collector data......
2021-05-26 18:12:11.470 | INFO | data_collector.base:collector_data:216 - getting data: 1
100%|███████████████████████████████████████████████████████████████████████████████████████| 10/10 [00:12<00:00, 1.22s/it]
[]
2021-05-26 18:12:23.696 | INFO | data_collector.base:_collector:204 - error symbol nums: 0
2021-05-26 18:12:23.700 | INFO | data_collector.base:_collector:205 - current get symbol nums: 10
2021-05-26 18:12:23.703 | INFO | data_collector.base:collector_data:218 - 1 finish.
2021-05-26 18:12:23.705 | INFO | data_collector.base:collector_data:225 - total 10, error: 0
2021-05-26 18:12:23.708 | WARNING | collector:download_index_data:253 - YahooCollectorCN1min 1d does not support: download_index_data

[you-n-g]

@arisliang Did this PR solve your problem?

[arisliang]

Yes, the PR fixes it. Thanks!

[arisliang]

@you-n-g created a PR to link to this issue from documentation. #442