Packaged Data - Loren1166/NautilusTrader- GitHub Wiki

Packaged Data | 打包数据

Various data is contained internally in the tests/test_kit/data folder. 各种数据都包含在 tests/test_kit/data 文件夹中。

Libor Rates | Libor 利率

The libor rates for 1 month USD can be updated by downloading the CSV data from https://fred.stlouisfed.org/series/USD1MTD156N. 可以通过从 https://fred.stlouisfed.org/series/USD1MTD156N 下载 CSV 数据来更新 1 个月美元的 Libor 利率。

Ensure you select Max for the time window. 确保为时间窗口选择 Max。

Short Term Interest Rates | 短期利率

The interbank short term interest rates can be updated by downloading the CSV data at https://data.oecd.org/interest/short-term-interest-rates.htm. 可以通过下载 https://data.oecd.org/interest/short-term-interest-rates.htm 上的 CSV 数据来更新银行间短期利率。

Economic Events | 经济事件

The economic events can be updated from downloading the CSV data from fxstreet https://www.fxstreet.com/economic-calendar. 可以通过从 fxstreet https://www.fxstreet.com/economic-calendar 下载 CSV 数据来更新经济事件。

Ensure timezone is set to GMT. 确保时区设置为 GMT。

A maximum 3 month range can be filtered and so yearly quarters must be downloaded manually and stitched together into a single CSV. Use the calendar icon to filter the data in the following way; 可以过滤最多 3 个月的范围，因此必须手动下载每年的季度，并将它们拼接成一个 CSV 文件。使用日历图标按以下方式过滤数据；

• 01/01/xx - 31/03/xx 01/01/xx - 31/03/xx
• 01/04/xx - 30/06/xx 01/04/xx - 30/06/xx
• 01/07/xx - 30/09/xx 01/07/xx - 30/09/xx
• 01/10/xx - 31/12/xx 01/10/xx - 31/12/xx

Download each CSV. 下载每个 CSV。