Add Crypto dataset from coingecko

[b4thesunrise]

Description

Add collector in scripts to add crypto data

Motivation and Context

#716

solve the lack of crypto data, which is a need for many people(this need has been raised in gitter also)

How Has This Been Tested?

• [] Pass the test by running: pytest qlib/tests/test_all_pipeline.py under upper directory of qlib.
• If you are adding a new feature, test on your own test scripts.
  ran the scripts in readme successfully

Screenshots of Test Results (if appropriate):

1. Pipeline test:
2. Your own tests:

Types of changes

• Fix bugs
• Add new feature
• Update documentation

[zhupr]

@b4thesunrise
Thanks for your contribution.
Crypto is region free and can be removed CryptoXXXCN

[b4thesunrise]

@b4thesunrise Thanks for your contribution. Crypto is region free and can be removed CryptoXXXCN

thanks for your help! will remove it in later commit.

[b4thesunrise]

commented

have already implement the change, please give it a review :)

[zhupr]

commented

have already implement the change, please give it a review :)

Hi, currently CryptoCollector can only be used in Data retrieval, does not support Backtest, if users need to support backtest, they need to meet "Data-dependent component: Backtest", reference: https://github.com/microsoft/qlib/tree/main/scripts/data_collector#description-of-dataset

[you-n-g]

@b4thesunrise
I think the following 2 choices could make it clearer for users.

1. Describe the content and limitation (e.g. it don't support backtesting) of the dataset in the documentation.
2. Implement a complete version of the dataset to make all the data dependant components runnable

You can choose either of them as you wish.
Thanks.

[b4thesunrise]

commented

have already implement the change, please give it a review :)

Hi, currently CryptoCollector can only be used in Data retrieval, does not support Backtest, if users need to support backtest, they need to meet "Data-dependent component: Backtest", reference: https://github.com/microsoft/qlib/tree/main/scripts/data_collector#description-of-dataset

Hi, so to support backtest, the data need to support all the features of $close/$open/$low/$high/$volume/$change/$factor, don't know if I understand it correctly? If true, the currently data source do not support OHLC and I will choose to describe the limitation in the file.

[you-n-g]

@b4thesunrise Yes. You understand it correctly.
Please add some docs to describe the limitation of the data source.

[b4thesunrise]

@b4thesunrise Yes. You understand it correctly. Please add some docs to describe the limitation of the data source.

Got it, so busy for these two weeks, plan to update the docs and new code version at 12.30.

[b4thesunrise]

@b4thesunrise Yes. You understand it correctly. Please add some docs to describe the limitation of the data source.
Have already clean the cn symbols and change the documentation, please give a review:)

[you-n-g]

It looks great!
Thanks so much!