microsoft
How to create a new Stock Pool (Market)
❓ Questions and Help
How can I create a new Stock Pool (Market) in Qlib and define a specific set of stocks? For example, how can I classify certain stocks under a category similar to CSI 300?" I have checked the documentation, but it seems that there is no relevant information. If there is, could you please provide the exact link? Thank you!
Hi, @Len1925 The documentation you need is here, maybe this one will help you too.
Thank you for your response! Following the link provided, I have successfully converted the collected custom data from CSV format to Qlib format. However, when I attempted to process the data and calculate market information using the formula 'Mask($close/Ref($close,1)-1, "sh000906")', I encountered an issue. How should I specify the market information for the custom data?Such as "sh000906". Thank you!
Hi, @Len1925 Index data is treated the same as regular stocks. First, you need to obtain the raw data, then normalize it, and finally dump it into a bin file.