update 1min docs

README.md

@@ -118,7 +118,12 @@ Also, users can install the latest dev version ``Qlib`` by the source code accor
 ## Data Preparation
 Load and prepare data by running the following code:
   ```bash
+  # get 1d data
   python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
+
+  # get 1min data
+  python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data_1min --region cn --interval 1min
+
   ```
 
 This dataset is created by public data collected by [crawler scripts](scripts/data_collector/), which have been released in

docs/component/data.rst

@@ -48,8 +48,12 @@ Qlib Format Dataset
 
 .. code-block:: bash
 
+    # download 1d
     python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
 
+    # download 1min
+    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1min --region cn --interval 1min
+
 In addition to China-Stock data, ``Qlib`` also includes a US-Stock dataset, which can be downloaded with the following command:
 
 .. code-block:: bash

qlib/tests/data.py

@@ -86,7 +86,6 @@ def _unzip(file_path: Path, target_dir: Path, delete_old: bool = True):
 
     @staticmethod
     def _delete_qlib_data(file_dir: Path):
-        logger.info(f"delete {file_dir}")
         rm_dirs = []
         for _name in ["features", "calendars", "instruments", "features_cache", "dataset_cache"]:
             _p = file_dir.joinpath(_name)
@@ -133,7 +132,11 @@ def qlib_data(
 
         Examples
         ---------
+        # get 1d data
         python get_data.py qlib_data --name qlib_data --target_dir ~/.qlib/qlib_data/cn_data --interval 1d --region cn
+
+        # get 1min data
+        python get_data.py qlib_data --name qlib_data --target_dir ~/.qlib/qlib_data/cn_data_1min --interval 1min --region cn
         -------
 
         """

scripts/data_collector/yahoo/README.md

@@ -21,7 +21,7 @@ pip install -r requirements.txt
 
 ### CN Data
 
-#### 1d
+#### 1d from yahoo
 
 ```bash
 
@@ -33,18 +33,26 @@ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/cn_1d
 
 # dump data
 cd qlib/scripts
-python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/stock_data/source/qlib_cn_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
+python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/qlib_data/qlib_cn_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
 
-# using
+```
+
+### 1d from qlib
+```bash
+python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1d --region cn
+```
+
+### using data
+
+```python
 import qlib
 from qlib.data import D
 
-qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_cn_1d", region="CN")
+qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1d", region="CN")
 df = D.features(D.instruments("all"), ["$close"], freq="day")
-
 ```
 
-#### 1min
+#### 1min from yahoo
 
 ```bash
 
@@ -56,20 +64,28 @@ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/cn_1mi
 
 # dump data
 cd qlib/scripts
-python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1min_nor --qlib_dir ~/.qlib/stock_data/source/qlib_cn_1min --freq 1min --exclude_fields date,adjclose,dividends,splits,symbol
+python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1min_nor --qlib_dir ~/.qlib/qlib_data/qlib_cn_1min --freq 1min --exclude_fields date,adjclose,dividends,splits,symbol
+```
 
-# using
+### 1min from qlib
+```bash
+python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1min --interval 1min --region cn
+```
+
+### using data
+
+```python
 import qlib
 from qlib.data import D
 
-qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_cn_1min", region="CN")
+qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1min", region="CN")
 df = D.features(D.instruments("all"), ["$close"], freq="1min")
 
 ```
 
 ### US Data
 
-#### 1d
+#### 1d from yahoo
 
 ```bash
 
@@ -82,12 +98,22 @@ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/us_1d
 # dump data
 cd qlib/scripts
 python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/stock_data/source/qlib_us_1d --freq day --exclude_fields date,adjclose,dividends,splits,symbol
+```
+
+#### 1d from qlib
+
+```bash
+python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_us_1d --region us
+```
+
+### using data
 
+```python
 # using
 import qlib
 from qlib.data import D
 
-qlib.init(provider_uri="~/.qlib/stock_data/source/qlib_us_1d", region="US")
+qlib.init(provider_uri="~/.qlib/qlib_data/qlib_us_1d", region="US")
 df = D.features(D.instruments("all"), ["$close"], freq="day")
 
 ```