Scripts for data collection

• yahoo: get US/CN stock data from Yahoo Finance
• fund: get fund data from http://fund.eastmoney.com
• cn_index: get CN index from http://www.csindex.com.cn, CSI300/CSI100
• us_index: get US index from https://en.wikipedia.org/wiki, SP500/NASDAQ100/DJIA/SP400
• contrib: scripts for some auxiliary functions

Specific implementation reference: https://github.com/microsoft/qlib/tree/main/scripts/data_collector/yahoo

1. Create a dataset code directory in the current directory
2. Add collector.py
   • add collector class:
     CUR_DIR = Path(__file__).resolve().parent
     sys.path.append(str(CUR_DIR.parent.parent))
     from data_collector.base import BaseCollector, BaseNormalize, BaseRun
     class UserCollector(BaseCollector):
     ...
   • add normalize class:
     class UserNormalzie(BaseNormalize):
     ...
   • add CLI class:
     class Run(BaseRun):
     ...
3. add README.md
4. add requirements.txt

• Features: data, digital
  • if not adjusted, factor=1

To make the component running correctly, the dependent data are required