the aim is to quantative all kinds of finance data, including stock, future, bond, marco, etc.
now it's only can download china A stock finance data and daily trade data, and also calculate some factors.
git submodule update --init
configure your data store folder open ./conf/con_release.json "path": "../finance_data",
download all the A stock's finance data and trade data. and generate some factors. sh run.sh
finance_data/data/stock/000001 this folder used to store finance, trade and factor data for each stock, following is a example abstract.csv cash.csv daily_trade.csv daily_trade_quarter.csv earning.csv finance_factors.csv growth.csv loans.csv main.csv operation.csv profit.csv return_debit.csv trade_big_deal.csv trade_bill.csv trade_bill_calc.csv trade_margin_short.csv trade_north.csv trade_north_new.csv
finance_data/data/index/000001 this folder used to store index trade data, following is a example daily_trade.csv trade_bill.csv