Qlib Initialization¶
Initialization¶
Please follow the steps below to initialize Qlib
.
- Download and prepare the Data: execute the following command to download stock data.
python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
Please refer to Raw Data for more information about
get_data.py
,
Initialize Qlib before calling other APIs: run following code in python.
import qlib # region in [REG_CN, REG_US] from qlib.config import REG_CN provider_uri = "~/.qlib/qlib_data/cn_data" # target_dir qlib.init(provider_uri=provider_uri, region=REG_CN)
Parameters¶
Besides provider_uri and region, qlib.init has other parameters. The following are several important parameters of qlib.init:
- provider_uri
Type: str. The URI of the Qlib data. For example, it could be the location where the data loaded by
get_data.py
are stored.
- region
- Type: str, optional parameter(default: qlib.config.REG_CN).
Currently:
qlib.config.REG_US
(‘us’) andqlib.config.REG_CN
(‘cn’) is supported. Different value of region will result in different stock market mode. -qlib.config.REG_US
: US stock market. -qlib.config.REG_CN
: China stock market.Different modse will result in different trading limitations and costs.
- redis_host
- Type: str, optional parameter(default: “127.0.0.1”), host of redis
The lock and cache mechanism relies on redis.
- redis_port
Type: int, optional parameter(default: 6379), port of redis
Note
The value of region should be aligned with the data stored in provider_uri. Currently,
scripts/get_data.py
only provides China stock market data. If users want to use the US stock market data, they should prepare their own US-stock data in provider_uri and switch to US-stock mode.Note
If Qlib fails to connect redis via redis_host and redis_port, cache mechanism will not be used! Please refer to Cache for details.