Skip to content

Commit

Permalink
Update data.rst
Browse files Browse the repository at this point in the history
  • Loading branch information
you-n-g authored Jul 14, 2022
1 parent 78b6b16 commit 792285b
Showing 1 changed file with 5 additions and 0 deletions.
5 changes: 5 additions & 0 deletions docs/component/data.rst
Original file line number Diff line number Diff line change
Expand Up @@ -55,6 +55,11 @@ Qlib Format Dataset
The price volume data look different from the actual dealling price because of they are **adjusted** (`adjusted price <https://www.investopedia.com/terms/a/adjusted_closing_price.asp>`_). And then you may find that the adjusted price may be different from different data sources. This is because different data sources may vary in the way of adjusting prices. Qlib normalize the price on first trading day of each stock to 1 when adjusting them.
Users can leverage `$factor` to get the original trading price (e.g. `$close / $factor` to get the original close price).

Here are some discussions about the price adjusting of Qlib.

- https://github.com/microsoft/qlib/issues/991#issuecomment-1075252402


.. code-block:: bash
# download 1d
Expand Down

0 comments on commit 792285b

Please sign in to comment.