Datasets:
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Add LICENSE, README, .gitignore, and dataset_card.yaml for preliminary financial dataset
Browse files- .gitignore +11 -0
- LICENSE +11 -0
- README.md +70 -0
- dataset_card.yaml +92 -0
.gitignore
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# Exclude temporary and working files
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\*.fetched.parquet \*.test.parquet \*.ufetch.parquet \*.utest.parquet *.fail*.parquet *.ufail*.parquet
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# Include only valid parquet files
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!\*.valid.parquet
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# Other common ignores
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\*.log \*.tmp \*.bak .DS_Store **pycache**/ \*.pyc .env logs/
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LICENSE
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Custom License - Non-Commercial Research Use Only
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This dataset contains historical financial time series data collected via the yfinance Python library, which retrieves public market data from Yahoo Finance.
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These data remain the property of their respective original sources and are provided here strictly for non-commercial research and educational purposes.
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Redistribution of this dataset may be limited by the terms of the original data providers.
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NO WARRANTY IS PROVIDED. USE AT YOUR OWN RISK.
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For any intended use beyond private research, please consult the terms of Yahoo Finance and other data providers.
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README.md
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@@ -3,3 +3,73 @@ license: other
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license_name: license
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license_link: LICENSE
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---
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license_name: license
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license_link: LICENSE
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---
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# Preliminary Financial Time Series Dataset (Version 2)
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⚠️ Warning: This is a second preliminary dataset for development, testing, and feedback purposes. A stable, production-ready dataset will be released later. This time, all data in here will be available in future "stable" datasets (I guesss.. )
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## Overview
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This dataset contains **parquet files** with time series data for various financial instruments, collected using an improved and more stable version of our data pipeline. It builds upon the first preliminary dataset, with a refined structure and more reliable data fetching processes. The data is sourced from publicly available sources like [Yahoo Finance](https://finance.yahoo.com) via the `yfinance` library.
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Each financial instrument includes:
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- **Daily candles**: Covering multiple years of historical data.
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- **Hourly candles**: Covering at least 2 years.
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- **Minute candles**: Covering a shorter, recent period with high granularity.
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This multi-resolution format supports models that analyze both long-term trends and short-term patterns.
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## Purpose
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This second preliminary dataset is designed to:
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- Provide early access to reliable financial time series data.
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- Enable testing and iteration of machine learning models for trading.
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- Gather feedback to finalize a stable dataset format.
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- Test the consistency of the data update pipeline over a few days.
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## Data Structure
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The dataset is organized into a clear directory structure:
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- **/data/{category}/{symbol}/{symbol}.days.valid.parquet**: Daily OHLC data.
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- **/data/{category}/{symbol}/{symbol}.hours.valid.parquet**: Hourly OHLC data.
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- **/data/{category}/{symbol}/{symbol}.minutes.valid.parquet**: Minute OHLC data.
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Only files marked as `.valid.parquet` are included in this dataset to ensure data quality and consistency. Temporary files (e.g., `fetch`, `test`, `ufetch`, `utest`, `failXX`, `ufailXX`) are excluded via `.gitignore`.
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## Expected Changes
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While the pipeline is more stable, this dataset remains preliminary. Potential changes include:
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- Adjustments to file naming conventions.
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- Reorganization into sharded folders (e.g., by year or month).
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- Refinements to dataset split logic.
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A stable, production-ready dataset will be released separately to ensure long-term consistency.
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## Goals
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The Traders-Lab datasets aim to grow in two dimensions:
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- **More stocks**: Additional symbols will be added over time, with rapid expansion expected soon.
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- **More data**: Short-term datasets (hourly and minute candles) will grow as more data is accumulated. While continuity of current minute data is not guaranteed yet, future updates will ensure a continuous time history.
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## Non-Goals
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The dataset is designed to be sufficiently up-to-date for training purposes, with data typically no more than a few days old. Real-time updates are not a goal.
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## License & Usage
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This dataset is not licensed under a standard open data license. See the [`LICENSE`](./LICENSE) file for detailed usage permissions. It is intended **solely for research and educational purposes**. Redistribution may be restricted; please respect the terms of the original data providers, such as Yahoo Finance.
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## Accessing the Dataset
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The dataset is hosted on Hugging Face under the [Traders-Lab organization](https://huggingface.co/Traders-Lab). To clone the dataset:
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```bash
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# Ensure git-lfs is installed (https://git-lfs.com)
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git lfs install
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git clone https://huggingface.co/datasets/Traders-Lab/preliminary-v2
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```
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## Metadata
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Dataset metadata is provided in the [`dataset_card.yml`](./dataset_card.yml) file, following Hugging Face's dataset card standards.
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## Feedback
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We welcome feedback to improve the dataset! Please share your thoughts via the [Hugging Face Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions) or contact the Traders-Lab team.
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dataset_card.yaml
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---
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language:
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- en
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license: other
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pretty_name: Preliminary Financial Time Series Dataset (Version 2)
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task_categories:
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- time-series-forecasting
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tags:
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- finance
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- stock-market
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- OHLC
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- time-series
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- trading
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dataset_info:
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features:
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- name: symbol
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dtype: string
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- name: time
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dtype: int64
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- name: open
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dtype: float64
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- name: high
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dtype: float64
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- name: low
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dtype: float64
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- name: close
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dtype: float64
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- name: volume
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dtype: int64
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splits:
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- name: daily
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num_examples: null
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- name: hourly
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num_examples: null
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- name: minute
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num_examples: null
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size_categories:
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- n<1K
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- 1K<n<10K
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- 10K<n<100K
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---
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# Preliminary Financial Time Series Dataset (Version 2)
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## Dataset Description
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- **Repository**: [Traders-Lab/preliminary-v2](https://huggingface.co/datasets/Traders-Lab/preliminary-v2)
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- **Paper**: None
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- **Point of Contact**: [Traders-Lab Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions)
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- **Size of Dataset**: Varies by symbol and interval (daily, hourly, minute)
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- **Size of Downloaded Dataset**: Multiple parquet files, size depends on the number of symbols
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- **Framework**: Data collected using `yfinance` from [Yahoo Finance](https://finance.yahoo.com)
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This is a second preliminary dataset containing OHLC (Open, High, Low, Close) time series data for various financial instruments, intended for research and educational purposes. It includes daily, hourly, and minute-resolution data, organized by symbol and category.
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## Dataset Structure
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The dataset is organized as follows:
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- **/data/{category}/{symbol}/{symbol}.days.valid.parquet**: Daily OHLC data.
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- **/data/{category}/{symbol}/{symbol}.hours.valid.parquet**: Hourly OHLC data.
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- **/data/{category}/{symbol}/{symbol}.minutes.valid.parquet**: Minute OHLC data.
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Only `.valid.parquet` files are included to ensure data quality. Temporary files are excluded.
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## Intended Uses
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- **Primary Use**: Training and evaluating machine learning models for trading strategies.
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- **Other Uses**: Time series analysis, financial research, and educational projects.
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## Limitations
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- **Preliminary Nature**: The dataset is not yet stable and may undergo changes in structure or naming.
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- **Data Freshness**: Data is typically a few days old, not real-time.
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- **Coverage**: Not all symbols may have complete historical data, especially for minute-resolution data.
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## License
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The dataset is not licensed under a standard open data license. See the [`LICENSE`](./LICENSE) file for details. Usage is restricted to research and educational purposes, and redistribution may be limited by the terms of the original data provider (Yahoo Finance).
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## How to Use
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Clone the dataset using:
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```bash
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git lfs install
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git clone https://huggingface.co/datasets/Traders-Lab/preliminary-v2
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```
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Load the parquet files using Python libraries like `pandas` or `duckdb`.
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## Feedback
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Please provide feedback via the [Hugging Face Discussions](https://huggingface.co/datasets/Traders-Lab/preliminary-v2/discussions) to help improve the dataset.
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