Datasets:

QuantaAlpha
/

qlib_csi300

Exception:    SplitsNotFoundError
Message:      The split names could not be parsed from the dataset config.
Traceback:    Traceback (most recent call last):
                File "/usr/local/lib/python3.12/site-packages/datasets/inspect.py", line 286, in get_dataset_config_info
                  for split_generator in builder._split_generators(
                                         ^^^^^^^^^^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.12/site-packages/datasets/packaged_modules/hdf5/hdf5.py", line 60, in _split_generators
                  with h5py.File(f, "r") as h5:
                       ^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.12/site-packages/h5py/_hl/files.py", line 564, in __init__
                  fid = make_fid(name, mode, userblock_size, fapl, fcpl, swmr=swmr)
                        ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.12/site-packages/h5py/_hl/files.py", line 238, in make_fid
                  fid = h5f.open(name, flags, fapl=fapl)
                        ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
                File "h5py/_objects.pyx", line 56, in h5py._objects.with_phil.wrapper
                File "h5py/_objects.pyx", line 57, in h5py._objects.with_phil.wrapper
                File "h5py/h5f.pyx", line 102, in h5py.h5f.open
              OSError: Unable to synchronously open file (file signature not found)
              
              The above exception was the direct cause of the following exception:
              
              Traceback (most recent call last):
                File "/src/services/worker/src/worker/job_runners/config/split_names.py", line 65, in compute_split_names_from_streaming_response
                  for split in get_dataset_split_names(
                               ^^^^^^^^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.12/site-packages/datasets/inspect.py", line 340, in get_dataset_split_names
                  info = get_dataset_config_info(
                         ^^^^^^^^^^^^^^^^^^^^^^^^
                File "/usr/local/lib/python3.12/site-packages/datasets/inspect.py", line 291, in get_dataset_config_info
                  raise SplitsNotFoundError("The split names could not be parsed from the dataset config.") from err
              datasets.inspect.SplitsNotFoundError: The split names could not be parsed from the dataset config.

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QuantaAlpha Qlib CSI300 Dataset

Usage reference:

Qlib market data and pre-computed HDF5 files for QuantaAlpha factor mining (A-share, CSI 300).

Dataset description

Filename	Description
daily_pv.h5	Adjusted daily price and volume data.
daily_pv_debug.h5	Debug subset (smaller) of price-volume data.

How to load from Hugging Face

from huggingface_hub import hf_hub_download
import pandas as pd

# Download a file from this dataset
path = hf_hub_download(
    repo_id="QuantaAlpha/qlib_csi300",
    filename="daily_pv.h5",
    repo_type="dataset"
)
df = pd.read_hdf(path, key="data")

Note: The key is always "data" for all HDF5 files in this dataset.

How to read the files locally

If you have already downloaded the files:

import pandas as pd
df = pd.read_hdf("daily_pv.h5", key="data")

Field description (daily price and volume)

Field	Description
open	Open price of the stock on that day
close	Close price of the stock on that day
high	High price of the stock on that day
low	Low price of the stock on that day
volume	Trading volume on that day
factor	Adjusted factor value

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