一个完整记录 Kalshi KXBTC15M 市场量化交易的公开数据集:模型对每个 15 分钟窗口的 适合研究:成交率建模(IOC vs 挂单)、预测校准、二元期权做市、sim-vs-live 差距。 按 machine= /date= /part.parquet 分片。每行 = 某秒的一次快照: tickiso, windowid, windowanchorts, secondsfromopen, btclast, btcopen, marketticker, eventticker, floorstrike…
Rows41,377
Configurations7
Size429.4 MB
Licensemit
AccessPublicly accessible
Monthly Downloads2.7k
Dataset Card
By Rui Zhu, published under mit, revision 7b377fc936ca.
BTC15 数据集(Kalshi 比特币 15 分钟二元期权)
活数据集:随 huthvincent/BTC15 项目自动迭代—— 两台交易机器持续产生数据,导出器定期把 hub.db(决策)+ collector(高频行情)增量刷新到这里。 最后更新:
2026-10-04 03:43 UTC。
一个完整记录 Kalshi KXBTC15M 市场量化交易的公开数据集:模型对每个 15 分钟窗口的
预测、逐秒行情盘口、我们的开仓/对冲决策、真实成交与取消、最终结算、收益曲线。
适合研究:成交率建模(IOC vs 挂单)、预测校准、二元期权做市、sim-vs-live 差距。
快速使用
from datasets import load_dataset
trades = load_dataset("huthvincent/btc15-dataset", "trades", split="train")
predictions = load_dataset("huthvincent/btc15-dataset", "predictions", split="train")
ticks = load_dataset("huthvincent/btc15-dataset", "market_ticks", split="train")
# fill-model 训练素材:下单 + 当时盘口 + 是否成交(用 window_id / 时间 join)
orders = load_dataset("huthvincent/btc15-dataset", "orders", split="train")
决策 / 运营表(来自 hub.db)
| 表 | 行数 | 关键列 |
|---|---|---|
runs |
15 | run_id, machine, kind, preset, model_id, started_ts, last_ts, status… |
strategies |
11 | code, title, description_md, params_json, lifecycle, updated_ts… |
predictions |
6152 | run_id, model_id, window_id, obs_ts, p_yes… |
settlements |
0 | window_id, settle_ts, outcome… |
equity |
15235 | run_id, strategy_code, ts, cash, equity… |
trades |
16011 | id, run_id, strategy_code, ts, window_id, type, side, p_yes… |
orders |
3953 | event_id, run_id, wallet, ts, window_id, strategy_id, status, side… |
高频行情表 market_ticks(来自 collector,逐秒)
Structure
equity 15,235 rows
| Split | Rows | Size |
|---|---|---|
| train | 15,235 | 481.9 KB |
run_idlarge_stringstrategy_codelarge_stringtsint64cashfloat64equityfloat64ts_isolarge_string
orders 3,953 rows
| Split | Rows | Size |
|---|---|---|
| train | 3,953 | 273.7 KB |
event_idlarge_stringrun_idlarge_stringwalletlarge_stringtsint64window_idlarge_stringstrategy_idlarge_stringstatuslarge_stringsidelarge_stringrequestedfloat64filledfloat64feefloat64limit_pricefloat64avg_fill_pricefloat64is_offset_closeboolprediction_model_idlarge_stringts_isolarge_string
predictions 6,152 rows
| Split | Rows | Size |
|---|---|---|
| train | 6,152 | 301.6 KB |
run_idlarge_stringmodel_idlarge_stringwindow_idlarge_stringobs_tsint64p_yesfloat64obs_ts_isolarge_string
runs 15 rows
| Split | Rows | Size |
|---|---|---|
| train | 15 | 2.5 KB |
run_idlarge_stringmachinelarge_stringkindlarge_stringpresetlarge_stringmodel_idlarge_stringstarted_tsint64last_tsint64statuslarge_stringstarted_ts_isolarge_stringlast_ts_isolarge_string
settlements
| Split | Rows | Size |
|---|---|---|
| train | 0 | — |
window_idnullsettle_tsnulloutcomenullsettle_ts_isonull
strategies 11 rows
| Split | Rows | Size |
|---|---|---|
| train | 11 | 6.2 KB |
codelarge_stringtitlelarge_stringdescription_mdlarge_stringparams_jsonlarge_stringlifecyclelarge_stringupdated_tsint64updated_ts_isolarge_string
trades 16,011 rows
| Split | Rows | Size |
|---|---|---|
| train | 16,011 | 1.4 MB |
idlarge_stringrun_idlarge_stringstrategy_codelarge_stringtsint64window_idlarge_stringtypelarge_stringsidelarge_stringp_yesfloat64edgefloat64stakefloat64contractsfloat64p_nofloat64yes_askfloat64no_askfloat64yes_edgefloat64no_edgefloat64threshold_usedfloat64btc_pricefloat64costfloat64ts_isolarge_string
Details
- Repository
- huthvincent/btc15-dataset
- Publisher
- Rui Zhu
- Task category
- Not stated by the source
- Tags
- finance, trading, prediction-markets
- Size category
- Not stated by the source
- Languages
- Not stated by the source
- Revision
- 7b377fc936ca5fb51901b28b987e99ce1dfb3f33
- Last updated
- 2026-10-04
Files
44 files, 429.4 MB in total.
Data42 files · 429.4 MB
Documentation1 file · 4.2 KB
Repository1 file · 2.5 KB
Every file
| File | Type | Size | SHA-256 |
|---|---|---|---|
| equity/data.parquet | Data | 360.8 KB | d2408d9b380a |
| market_ticks/machine=server-h200/date=2026-07-04/part.parquet | Data | 23.3 KB | 59d3967a2f8d |
| market_ticks/machine=server-h200/date=2026-07-05/part.parquet | Data | 249.9 KB | 148e4a88c52e |
| market_ticks/machine=server-h200/date=2026-07-06/part.parquet | Data | 5.7 MB | 32e155bfc878 |
| market_ticks/machine=server-h200/date=2026-07-07/part.parquet | Data | 13.4 MB | 4cc01752e7c5 |
| market_ticks/machine=server-h200/date=2026-07-08/part.parquet | Data | 13.7 MB | 646568f47aac |
| market_ticks/machine=server-h200/date=2026-07-09/part.parquet | Data | 12.3 MB | 417a831549bb |
| market_ticks/machine=server-h200/date=2026-07-10/part.parquet | Data | 13.3 MB | dd764ffef619 |
| market_ticks/machine=server-h200/date=2026-07-11/part.parquet | Data | 12.3 MB | 6f1a9fe085bb |
| market_ticks/machine=server-h200/date=2026-07-12/part.parquet | Data | 12.4 MB | a1cfe26db367 |
| market_ticks/machine=server-h200/date=2026-07-13/part.parquet | Data | 13.8 MB | d794936ad7e5 |
| market_ticks/machine=server-h200/date=2026-07-14/part.parquet | Data | 14.1 MB | 574397fdc4c9 |
| market_ticks/machine=server-h200/date=2026-07-15/part.parquet | Data | 13.6 MB | 2e96b51a4998 |
| market_ticks/machine=server-h200/date=2026-07-16/part.parquet | Data | 12.6 MB | 888b69bd8c9d |
| market_ticks/machine=server-h200/date=2026-07-17/part.parquet | Data | 14.2 MB | b174f46cdd97 |
| market_ticks/machine=server-h200/date=2026-07-18/part.parquet | Data | 13.0 MB | ed9929bbbb95 |
| market_ticks/machine=server-h200/date=2026-07-19/part.parquet | Data | 13.3 MB | 4097aa574b01 |
| market_ticks/machine=server-h200/date=2026-07-20/part.parquet | Data | 14.1 MB | 2b3ae6f3230f |
| market_ticks/machine=server-h200/date=2026-07-21/part.parquet | Data | 14.5 MB | 72d65182c43b |
| market_ticks/machine=server-h200/date=2026-07-22/part.parquet | Data | 13.8 MB | e37b2a97dd00 |
| market_ticks/machine=server-h200/date=2026-07-23/part.parquet | Data | 12.8 MB | b45e5f8caf6b |
| market_ticks/machine=server-h200/date=2026-07-24/part.parquet | Data | 13.9 MB | 89e4045d3c01 |
| market_ticks/machine=server-h200/date=2026-07-25/part.parquet | Data | 12.7 MB | 93c03f539260 |
| market_ticks/machine=server-h200/date=2026-07-26/part.parquet | Data | 12.5 MB | 7f78f0fadd4f |
| market_ticks/machine=server-h200/date=2026-07-27/part.parquet | Data | 13.8 MB | 65c55487511f |
| market_ticks/machine=server-h200/date=2026-07-28/part.parquet | Data | 14.0 MB | f9f82d9163bf |
| market_ticks/machine=server-h200/date=2026-07-29/part.parquet | Data | 14.2 MB | 6df7a95850aa |
| market_ticks/machine=server-h200/date=2026-07-30/part.parquet | Data | 12.0 MB | 9063192f63ef |
| market_ticks/machine=server-h200/date=2026-07-31/part.parquet | Data | 13.9 MB | 3d24354002e9 |
| market_ticks/machine=server-h200/date=2026-08-01/part.parquet | Data | 12.4 MB | f5ef270f3d4e |
| market_ticks/machine=server-h200/date=2026-08-02/part.parquet | Data | 12.4 MB | 8300c2a75f78 |
| market_ticks/machine=server-h200/date=2026-08-03/part.parquet | Data | 13.8 MB | c546c53692d7 |
| market_ticks/machine=server-h200/date=2026-08-04/part.parquet | Data | 13.8 MB | 79ba6f2e689c |
| market_ticks/machine=server-h200/date=2026-08-05/part.parquet | Data | 13.7 MB | 853a90220ed6 |
| market_ticks/machine=server-h200/date=2026-08-06/part.parquet | Data | 12.6 MB | d99ad1fb8a85 |
| market_ticks/machine=server-h200/date=2026-08-07/part.parquet | Data | 9.0 MB | c68e195be450 |
| orders/data.parquet | Data | 104.5 KB | 9b16bd747f2e |
| predictions/data.parquet | Data | 126.0 KB | 8c60e0b54009 |
| runs/data.parquet | Data | 7.0 KB | 9fd069bece8b |
| settlements/data.parquet | Data | 2.3 KB | 192dd7a57ee5 |
| strategies/data.parquet | Data | 7.8 KB | db93d1902ba9 |
| trades/data.parquet | Data | 1.1 MB | c3a4db9d9c02 |
| README.md | Documentation | 4.2 KB | — |
| .gitattributes | Repository | 2.5 KB | — |
License and Download
- License
- mit
- Access
- No access gate
Download from Rui Zhu
Released by Rui Zhu through its official repository on Hugging Face. Read the license.