Comments (1)
I think your csv file needs some preprocessing before it can be converted to a bin file, with the following caveats.
One thing to keep in mind is to categorize the data by stock code and name the file after the stock code. e.g. SH600000.csv
The time column needs to be converted from 12 hours to 24 hours. e.g. 2010-12-01 14:34:00
When dump_bin you need to use --date_field_name
to specify the time column, --symbol_field_name
to specify the stock code column, use --exclude_fields
to exclude the stock code column and the time column, because qlib will store them in its own way.
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