How to import our own csi300.txt?

[arisliang]

❓ Questions and Help

If download the demo 1d data using provided script, it would import a csi300.txt in instruments folder.

python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn

When importing our own data say in csv format, how do we import this csi300.txt file as well? This file is not in usual csv format, so cannot be provided through CSV import I assume.

[zhupr]

Import csi100 or csi300, reference: https://github.com/microsoft/qlib/blob/main/scripts/data_collector/cn_index/README.md

python collector.py --index_name CSI300 --qlib_dir <user qlib data dir> --method parse_instruments

[arisliang]

Thanks, this works. What is the difference between parse_instruments and save_new_companies?

[zhupr]

parse_instruments： generate component stock changes with "index" history
save_new_companies: download only the "index" list of latest included stocks

[arisliang]

Thanks for the explanation!

[you-n-g]

@arisliang
Would you mind sending a PR to improve the docs about this Question?
Other users who have similar confusion will be grateful to you :)
Thanks