Qlib Initialization

Initialization

Please follow the steps below to initialize Qlib.

  • Download and prepare the Data: execute the following command to download stock data. Please pay attention that the data is collected from Yahoo Finance and the data might not be perfect. We recommend users to prepare their own data if they have high-quality datasets. Please refer to Data <../component/data.html#converting-csv-format-into-qlib-format> for more information about customized dataset.
    python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data

    Please refer to Data Preparation 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)

Note

Do not import qlib package in the repository directory of Qlib, otherwise, errors may occur.

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’) and qlib.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.