Files
NexQuant/rdagent/scenarios/qlib/experiment/factor_data_template/README.md
T

24 lines
862 B
Markdown
Raw Normal View History

# How to read files.
For example, if you want to read `filename.h5`
```Python
import pandas as pd
df = pd.read_hdf("filename.h5", key="data")
```
NOTE: **key is always "data" for all hdf5 files **.
# Here is a short description about the data
| Filename | Description |
| -------------- | -----------------------------------------------------------------|
| "daily_pv.h5" | Adjusted daily price and volume data. |
# For different data, We have some basic knowledge for them
## Daily price and volume data
$open: open price of the stock on that day.
$close: close price of the stock on that day.
$high: high price of the stock on that day.
$low: low price of the stock on that day.
$volume: volume of the stock on that day.
$factor: factor value of the stock on that day.