Reformat example data names: use {region}_data for 1-day data, and {region}_data_1min for 1-min data

examples/benchmarks/README.md

@@ -9,7 +9,7 @@ Here are the results of each benchmark model running on Qlib's `Alpha360` and `A
 
 The numbers shown below demonstrate the performance of the entire `workflow` of each model. We will update the `workflow` as well as models in the near future for better results.
 <!-- 
-> If you need to reproduce the results below, please use the **v1** dataset: `python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1d --region cn --version v1`
+> If you need to reproduce the results below, please use the **v1** dataset: `python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn --version v1`
 >
 > In the new version of qlib, the default dataset is **v2**. Since the data is collected from the YahooFinance API (which is not very stable), the results of *v2* and *v1* may differ -->
 

examples/highfreq/workflow.py

@@ -82,7 +82,7 @@ class HighfreqWorkflow:
 
     def _init_qlib(self):
         """initialize qlib"""
-        # use yahoo_cn_1min data
+        # use cn_data_1min data
         QLIB_INIT_CONFIG = {**HIGH_FREQ_CONFIG, **self.SPEC_CONF}
         provider_uri = QLIB_INIT_CONFIG.get("provider_uri")
         GetData().qlib_data(target_dir=provider_uri, interval="1min", region=REG_CN, exists_skip=True)

qlib/config.py

@@ -240,7 +240,7 @@ def set_conf_from_C(self, config_c):
 }
 
 HIGH_FREQ_CONFIG = {
-    "provider_uri": "~/.qlib/qlib_data/yahoo_cn_1min",
+    "provider_uri": "~/.qlib/qlib_data/cn_data_1min",
     "dataset_cache": None,
     "expression_cache": "DiskExpressionCache",
     "region": REG_CN,

qlib/tests/data.py

@@ -47,6 +47,7 @@ def _download_data(
 
         url = self.merge_remote_url(file_name, dataset_version)
         resp = requests.get(url, stream=True)
+        resp.raise_for_status()
         if resp.status_code != 200:
             raise requests.exceptions.HTTPError()
 

scripts/README.md

@@ -19,7 +19,7 @@
 python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
 
 # 1min  data (Optional for running non-high-frequency strategies)
-python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1min --region cn --interval 1min
+python get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data_1min --region cn --interval 1min
 ```
 
 ### Download US Data

scripts/data_collector/fund/README.md

@@ -18,10 +18,10 @@ pip install -r requirements.txt
 ```bash
 
 # download from eastmoney.com
-python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_1d --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
+python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_data --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
 
 # normalize
-python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_1d --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ
+python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_data --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ
 
 # dump data
 cd qlib/scripts

scripts/data_collector/fund/collector.py

@@ -279,7 +279,7 @@ def download_data(
         Examples
         ---------
             # get daily data
-            $ python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_1d --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
+            $ python collector.py download_data --source_dir ~/.qlib/fund_data/source/cn_data --region CN --start 2020-11-01 --end 2020-11-10 --delay 0.1 --interval 1d
         """
 
         super(Run, self).download_data(max_collector_count, delay, start, end, interval, check_data_length, limit_nums)
@@ -296,7 +296,7 @@ def normalize_data(self, date_field_name: str = "date", symbol_field_name: str =
 
         Examples
         ---------
-            $ python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_1d --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ
+            $ python collector.py normalize_data --source_dir ~/.qlib/fund_data/source/cn_data --normalize_dir ~/.qlib/fund_data/source/cn_1d_nor --region CN --interval 1d --date_field_name FSRQ
         """
         super(Run, self).normalize_data(date_field_name, symbol_field_name)
 

scripts/data_collector/yahoo/README.md

@@ -44,17 +44,17 @@ pip install -r requirements.txt
   - examples:
     ```bash
     # cn 1d
-    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1d --region cn
+    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn
     # cn 1min
-    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_cn_1min --region cn --interval 1min
+    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data_1min --region cn --interval 1min
     # us 1d
-    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_us_1d --region us --interval 1d
+    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data --region us --interval 1d
     # us 1min
-    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_us_1min --region us --interval 1min
+    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/us_data_1min --region us --interval 1min
     # in 1d
-    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_in_1d --region in --interval 1d
+    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/in_data --region in --interval 1d
     # in 1min
-    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/qlib_in_1min --region in --interval 1min
+    python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/in_data_1min --region in --interval 1min
     ```
 
 ### Collector *YahooFinance* data to qlib
@@ -77,17 +77,17 @@ pip install -r requirements.txt
      - examples:
           ```bash
           # cn 1d data
-          python collector.py download_data --source_dir ~/.qlib/stock_data/source/cn_1d --start 2020-01-01 --end 2020-12-31 --delay 1 --interval 1d --region CN
+          python collector.py download_data --source_dir ~/.qlib/stock_data/source/cn_data --start 2020-01-01 --end 2020-12-31 --delay 1 --interval 1d --region CN
           # cn 1min data
-          python collector.py download_data --source_dir ~/.qlib/stock_data/source/cn_1min --delay 1 --interval 1min --region CN
+          python collector.py download_data --source_dir ~/.qlib/stock_data/source/cn_data_1min --delay 1 --interval 1min --region CN
           # us 1d data
-          python collector.py download_data --source_dir ~/.qlib/stock_data/source/us_1d --start 2020-01-01 --end 2020-12-31 --delay 1 --interval 1d --region US
+          python collector.py download_data --source_dir ~/.qlib/stock_data/source/us_data --start 2020-01-01 --end 2020-12-31 --delay 1 --interval 1d --region US
           # us 1min data
-          python collector.py download_data --source_dir ~/.qlib/stock_data/source/us_1min --delay 1 --interval 1min --region US
+          python collector.py download_data --source_dir ~/.qlib/stock_data/source/us_data_1min --delay 1 --interval 1min --region US
           # in 1d data
-          python collector.py download_data --source_dir ~/.qlib/stock_data/source/in_1d --start 2020-01-01 --end 2020-12-31 --delay 1 --interval 1d --region IN
+          python collector.py download_data --source_dir ~/.qlib/stock_data/source/in_data --start 2020-01-01 --end 2020-12-31 --delay 1 --interval 1d --region IN
           # in 1min data
-          python collector.py download_data --source_dir ~/.qlib/stock_data/source/in_1min --delay 1 --interval 1min --region IN
+          python collector.py download_data --source_dir ~/.qlib/stock_data/source/in_data_1min --delay 1 --interval 1min --region IN
           ```
   2. normalize data: `python scripts/data_collector/yahoo/collector.py normalize_data`
 
@@ -115,9 +115,9 @@ pip install -r requirements.txt
       - examples:
         ```bash
         # normalize 1d cn
-        python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/cn_1d --normalize_dir ~/.qlib/stock_data/source/cn_1d_nor --region CN --interval 1d
+        python collector.py normalize_data --source_dir ~/.qlib/stock_data/source/cn_data --normalize_dir ~/.qlib/stock_data/source/cn_1d_nor --region CN --interval 1d
         # normalize 1min cn
-        python collector.py normalize_data --qlib_data_1d_dir ~/.qlib/qlib_data/qlib_cn_1d --source_dir ~/.qlib/stock_data/source/cn_1min --normalize_dir ~/.qlib/stock_data/source/cn_1min_nor --region CN --interval 1min
+        python collector.py normalize_data --qlib_data_1d_dir ~/.qlib/qlib_data/cn_data --source_dir ~/.qlib/stock_data/source/cn_data_1min --normalize_dir ~/.qlib/stock_data/source/cn_1min_nor --region CN --interval 1min
         ```
   3. dump data: `python scripts/dump_bin.py dump_all`
 
@@ -135,9 +135,9 @@ pip install -r requirements.txt
      - examples:
        ```bash
        # dump 1d cn
-       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,symbol
+       python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1d_nor --qlib_dir ~/.qlib/qlib_data/cn_data --freq day --exclude_fields date,symbol
        # dump 1min cn
-       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,symbol
+       python dump_bin.py dump_all --csv_path ~/.qlib/stock_data/source/cn_1min_nor --qlib_dir ~/.qlib/qlib_data/cn_data_1min --freq 1min --exclude_fields date,symbol
        ```
 
 ### Automatic update of daily frequency data(from yahoo finance)
@@ -178,24 +178,24 @@ pip install -r requirements.txt
 
   # 1d data cn
   # freq=day, freq default day
-  qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1d", region="cn")
+  qlib.init(provider_uri="~/.qlib/qlib_data/cn_data", region="cn")
   df = D.features(D.instruments("all"), ["$close"], freq="day")
 
   # 1min data cn
   # freq=1min
-  qlib.init(provider_uri="~/.qlib/qlib_data/qlib_cn_1min", region="cn")
+  qlib.init(provider_uri="~/.qlib/qlib_data/cn_data_1min", region="cn")
   inst = D.list_instruments(D.instruments("all"), freq="1min", as_list=True)
   # get 100 symbols
   df = D.features(inst[:100], ["$close"], freq="1min")
   # get all symbol data
   # df = D.features(D.instruments("all"), ["$close"], freq="1min")
 
   # 1d data us
-  qlib.init(provider_uri="~/.qlib/qlib_data/qlib_us_1d", region="us")
+  qlib.init(provider_uri="~/.qlib/qlib_data/us_data", region="us")
   df = D.features(D.instruments("all"), ["$close"], freq="day")
 
   # 1min data us
-  qlib.init(provider_uri="~/.qlib/qlib_data/qlib_us_1min", region="cn")
+  qlib.init(provider_uri="~/.qlib/qlib_data/us_data_1min", region="cn")
   inst = D.list_instruments(D.instruments("all"), freq="1min", as_list=True)
   # get 100 symbols
   df = D.features(inst[:100], ["$close"], freq="1min")

scripts/data_collector/yahoo/collector.py

@@ -933,7 +933,7 @@ def normalize_data(
         Examples
         ---------
             $ python collector.py normalize_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region cn --interval 1d
-            $ python collector.py normalize_data --qlib_data_1d_dir ~/.qlib/qlib_data/cn_1d --source_dir ~/.qlib/stock_data/source_cn_1min --normalize_dir ~/.qlib/stock_data/normalize_cn_1min --region CN --interval 1min
+            $ python collector.py normalize_data --qlib_data_1d_dir ~/.qlib/qlib_data/cn_data --source_dir ~/.qlib/stock_data/source_cn_1min --normalize_dir ~/.qlib/stock_data/normalize_cn_1min --region CN --interval 1min
         """
         if self.interval.lower() == "1min":
             if qlib_data_1d_dir is None or not Path(qlib_data_1d_dir).expanduser().exists():
@@ -974,7 +974,7 @@ def normalize_data_1d_extend(
 
         Examples
         ---------
-            $ python collector.py normalize_data_1d_extend --old_qlib_dir ~/.qlib/qlib_data/cn_1d --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region CN --interval 1d
+            $ python collector.py normalize_data_1d_extend --old_qlib_dir ~/.qlib/qlib_data/cn_data --source_dir ~/.qlib/stock_data/source --normalize_dir ~/.qlib/stock_data/normalize --region CN --interval 1d
         """
         _class = getattr(self._cur_module, f"{self.normalize_class_name}Extend")
         yc = Normalize(