Add download qlib_data docs

README.md

@@ -91,7 +91,7 @@ Also, users can install ``Qlib`` by the source code according to the following s
 ## Data Preparation
 Load and prepare data by running the following code:
   ```bash
-  python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
+  python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
   ```
 
 This dataset is created by public data collected by [crawler scripts](scripts/data_collector/), which have been released in

docs/component/data.rst

@@ -34,7 +34,7 @@ Qlib Format Dataset
 
 .. code-block:: bash
 
-    python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
+    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
 
 After running the above command, users can find china-stock data in Qlib format in the ``~/.qlib/csv_data/cn_data`` directory.
 
@@ -59,7 +59,7 @@ Supposed that users prepare their CSV format data in the directory ``~/.qlib/csv
 
 .. code-block:: bash
 
-    python scripts/dump_bin.py dump --csv_path  ~/.qlib/csv_data/my_data --qlib_dir ~/.qlib/qlib_data/my_data --include_fields open,close,high,low,volume,factor
+    python scripts/dump_bin.py dump_all --csv_path  ~/.qlib/csv_data/my_data --qlib_dir ~/.qlib/qlib_data/my_data --include_fields open,close,high,low,volume,factor
 
 After conversion, users can find their Qlib format data in the directory `~/.qlib/qlib_data/my_data`.
 

docs/introduction/quick.rst

@@ -40,7 +40,7 @@ Load and prepare data by running the following code:
 
 .. code-block::
 
-    python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
+    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
 
 This dataset is created by public data collected by crawler scripts in ``scripts/data_collector/``, which have been released in the same repository. Users could create the same dataset with it.
 

docs/start/initialization.rst

@@ -14,7 +14,7 @@ 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 <https://finance.yahoo.com/lookup>`_ 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.
     .. code-block:: bash
 
-        python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data
+        python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
     Please refer to `Data Preparation  <../component/data.html#data-preparation>`_ for more information about `get_data.py`,
 
 

examples/train_backtest_analyze.ipynb

@@ -31,7 +31,7 @@
    "outputs": [],
    "source": [
     "# use default data\n",
-    "# NOTE: need to download data from remote: python scripts/get_data.py qlib_data_cn --target_dir ~/.qlib/qlib_data/cn_data\n",
+    "# NOTE: need to download data from remote: python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn\n",
     "provider_uri = \"~/.qlib/qlib_data/cn_data\"  # target_dir\n",
     "if not exists_qlib_data(provider_uri):\n",
     "    print(f\"Qlib data is not found in {provider_uri}\")\n",

scripts/README.md

@@ -0,0 +1,61 @@
+
+- [Download Qlib Data](#Download-Qlib-Data)
+  - [Download CN Data](#Download-CN-Data)
+  - [Downlaod US Data](#Downlaod-US-Data)
+  - [Download CN Simple Data](#Download-CN-Simple-Data)
+  - [Help](#Help)
+- [Using in Qlib](#Using-in-Qlib)
+  - [US data](#US-data)
+  - [CN data](#CN-data)
+
+
+## Download Qlib Data
+
+
+### Download CN Data
+
+```bash
+python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
+```
+
+### Downlaod US Data
+
+> The US stock code contains 'PRN', and the directory cannot be created on Windows system: https://superuser.com/questions/613313/why-cant-we-make-con-prn-null-folder-in-windows
+
+```bash
+python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data --region us
+```
+
+### Download CN Simple Data
+
+```bash
+python get_data.py qlib_data --name qlib_data_simple --target_dir ~/.qlib/qlib_data/cn_data --region cn
+```
+
+### Help
+
+```bash
+python get_data.py qlib_data --help
+```
+
+## Using in Qlib
+> For more information: https://qlib.readthedocs.io/en/latest/start/initialization.html
+
+
+### US data
+
+```python
+import qlib
+from qlib.config import REG_US
+provider_uri = "~/.qlib/qlib_data/us_data"  # target_dir
+qlib.init(provider_uri=provider_uri, region=REG_US)
+```
+
+### CN data
+
+```python
+import qlib
+from qlib.config import REG_CN
+provider_uri = "~/.qlib/qlib_data/cn_data"  # target_dir
+qlib.init(provider_uri=provider_uri, region=REG_CN)
+```

scripts/dump_bin.py

@@ -242,6 +242,9 @@ def _dump_bin(self, file_or_data: [Path, pd.DataFrame], calendar_list: List[pd.T
     def dump(self):
         raise NotImplementedError("dump not implemented!")
 
+    def __call__(self, *args, **kwargs):
+        self.dump()
+
 
 class DumpDataAll(DumpDataBase):
     def _get_all_date(self):