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Add new dataset: crypto dataset from CoinGecko #716

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b4thesunrise opened this issue Nov 24, 2021 · 3 comments
Closed

Add new dataset: crypto dataset from CoinGecko #716

b4thesunrise opened this issue Nov 24, 2021 · 3 comments
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enhancement New feature or request

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@b4thesunrise
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🌟 Feature Description

Add new data set of cryptocurrencies

Motivation

  1. Application scenario: support cryptocurrencies investment strategy research. Free api can be found at https://www.coingecko.com/en/api/documentation
  2. Related works (Papers, Github repos etc.):
  3. Any other relevant and important information:

Alternatives

Additional Notes

@b4thesunrise b4thesunrise added the enhancement New feature or request label Nov 24, 2021
@b4thesunrise
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is the same format as qlib/scripts/data_collector/fund/ is enough to add a dataset? not sure how to update the cache to the data server

@zhupr
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zhupr commented Nov 26, 2021

is the same format as qlib/scripts/data_collector/fund/ is enough to add a dataset? not sure how to update the cache to the data server

qlib/scripts/data_collector/fund/ is the sample code to get the fund data from the network and save it locally as a csv, the conversion of the csv to data available in qlib requires via scripts/dump_bin.py: https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format.

If qlib.init uses expression_cache="DiskExpressionCache" and dataset_cache="DiskDatasetCache", you can update the cache with this script https://github.com/microsoft/qlib-server/blob/main/scripts/update_cache.py

@b4thesunrise
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is the same format as qlib/scripts/data_collector/fund/ is enough to add a dataset? not sure how to update the cache to the data server

qlib/scripts/data_collector/fund/ is the sample code to get the fund data from the network and save it locally as a csv, the conversion of the csv to data available in qlib requires via scripts/dump_bin.py: https://qlib.readthedocs.io/en/latest/component/data.html#converting-csv-format-into-qlib-format.

If qlib.init uses expression_cache="DiskExpressionCache" and dataset_cache="DiskDatasetCache", you can update the cache with this script https://github.com/microsoft/qlib-server/blob/main/scripts/update_cache.py

got it, thanks so much!

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