Derived sector analytics: L3 constituent snapshots, daily cap-weighted sector index levels, and per-constituent daily returns. Built offline from taxonomy, mappings, quotes, and stock K-lines. See manifest.json.
Rows—
Configurations—
Size34.9 MB
Licenseapache-2.0
AccessPublicly accessible
Monthly Downloads22.4k
Dataset Card
By Alpha Dojo, published under apache-2.0, revision 6c82ff1d10fe.
Languages: 简体中文 · English
dojo_sector_precomputed — Precomputed Sector Analytics
Overview
Derived sector analytics: L3 constituent snapshots, daily cap-weighted sector index levels, and per-constituent daily returns. Built offline from taxonomy, mappings, quotes, and stock K-lines.
Files
| File | Description |
|---|---|
manifest.json |
Generation metadata: version, window start, row counts, latest trade dates |
constituents.parquet |
L3 constituent snapshot (cap, P/E) |
sector_daily.parquet |
Daily sector index and metrics (L1/L2/L3 scope) |
ticker_daily.parquet |
Constituent daily close and returns |
Key Fields
manifest.json
| Field | Description |
|---|---|
version |
Schema version (currently 2) |
generated_at |
UTC generation timestamp |
window_start |
Window start (default 2025-01-01) |
latest_trade_date_by_market |
Latest session per market |
constituent_count / sector_daily_rows / ticker_daily_rows |
Row count summary |
constituents.parquet
| Field | Description |
|---|---|
level1_id / level2_id / level3_id |
Sector path IDs |
market |
us, cn, or hk |
ticker |
Constituent symbol |
role |
primary or secondary |
market_cap |
Snapshot market cap |
weighted_pe |
Stock P/E used in sector weighting |
sector_daily.parquet
| Field | Description |
|---|---|
trade_date |
Trade date |
scope |
L1, L2, or L3 aggregation level |
market |
Market |
level1_id / level2_id / level3_id |
Sector IDs |
member_count |
Constituent count |
total_market_cap |
Aggregate cap |
weighted_pe |
Cap-weighted P/E |
index_level |
Cap-weighted index (base = 100) |
daily_return_pct |
Sector daily return (%) |
ticker_daily.parquet
| Field | Description |
|---|---|
ticker |
Stock symbol |
trade_date |
Trade date |
close |
Close price |
daily_return_pct |
Daily return (%) |
cumulative_return_pct |
Cumulative return since window_start (%) |
Scale (reference)
See manifest.json. Typical sizes: constituents ~20k, sector_daily ~180k, ticker_daily ~4.6M rows.
Index Method
- Daily returns are cap-weighted across constituents; index base level = 100.
- Constituents require valid daily bars in dojo_stock_kline and positive market cap from dojo_quote.
Input Datasets
Details
- Repository
- AlphaDojo/dojo_sector_precomputed
- Publisher
- Alpha Dojo
- Task category
- Not stated by the source
- Tags
- Not stated by the source
- Size category
- Not stated by the source
- Languages
- Not stated by the source
- Revision
- 6c82ff1d10feab731f3926197c23442bf19568f1
- Last updated
- 2026-09-18
Files
11 files, 34.9 MB in total.
Data8 files · 34.9 MB
Documentation2 files · 5.8 KB
Repository1 file · 2.5 KB
Every file
| File | Type | Size | SHA-256 |
|---|---|---|---|
| constituents.parquet | Data | 199.3 KB | e58914cfd11d |
| fundamentals_period.parquet | Data | 250.4 KB | 8c3052a68945 |
| manifest.json | Data | 1.4 KB | — |
| market_benchmark_daily.parquet | Data | 50.7 KB | 0b4e134059e7 |
| sector_daily.parquet | Data | 468.8 KB | 2b4873717173 |
| sector_horizon_metrics.parquet | Data | 10.9 MB | adc0d81a01c4 |
| theme_state_daily.parquet | Data | 14.9 MB | 10c58d903c78 |
| ticker_daily.parquet | Data | 8.1 MB | 544cc19c336d |
| README.md | Documentation | 3.0 KB | — |
| README_ZH.md | Documentation | 2.8 KB | — |
| .gitattributes | Repository | 2.5 KB | — |
License and Download
- License
- apache-2.0
- Access
- No access gate
Download from Alpha Dojo
Released by Alpha Dojo through its official repository on Hugging Face. Read the license.