Datasets:

AlphaDojo
/

dojo_sector_precomputed

level1_id stringclasses 22 values	level2_id stringclasses 70 values	level3_id stringclasses 235 values	market stringclasses 3 values	ticker stringlengths 1 9 ⌀	role stringclasses 2 values	market_cap float64 1B 5,435B ⌀	pe float64 0.1 148k ⌀
1	23	26	sh	000547.SZ	secondary	23,273,697,996.64	null
1	23	26	sh	002017.SZ	primary	8,242,133,107.799999	48.84
1	23	26	sh	002104.SZ	secondary	7,466,010,623.16	null
1	23	26	sh	002212.SZ	primary	8,173,615,381.469999	null
1	23	26	sh	002268.SZ	primary	12,464,675,863.42	206.7
1	23	26	sh	002396.SZ	secondary	27,759,263,634.899998	48.73
1	23	26	sh	002439.SZ	primary	17,383,592,941.75	null
1	23	26	sh	002474.SZ	secondary	3,957,192,000	null
1	23	26	sh	002491.SZ	secondary	29,273,869,100	135.69
1	23	26	sh	002912.SZ	primary	4,108,293,120	556.37
1	23	26	sh	002912.SZ	secondary	4,108,293,120	556.37
1	23	26	sh	003004.SZ	secondary	4,753,016,756.68	null
1	23	26	sh	003029.SZ	primary	3,405,779,792.93	null
1	23	26	sh	300017.SZ	secondary	37,784,667,523.78	48.76
1	23	26	sh	300311.SZ	primary	3,920,527,473	88.46
1	23	26	sh	300352.SZ	primary	4,465,458,187.96	null
1	23	26	sh	300369.SZ	primary	7,174,003,699.95	null
1	23	26	sh	300386.SZ	primary	4,485,612,120	null
1	23	26	sh	300449.SZ	secondary	2,598,022,205.97	null
1	23	26	sh	300454.SZ	secondary	61,277,070,219.450005	71.95
1	23	26	sh	300579.SZ	primary	6,272,100,000	null
1	23	26	sh	300588.SZ	secondary	4,166,409,612.8	null
1	23	26	sh	300659.SZ	primary	2,788,802,368.38	null
1	23	26	sh	300768.SZ	primary	9,696,065,327.34	48.12
1	23	26	sh	301117.SZ	primary	2,347,252,162.64	null
1	23	26	sh	301165.SZ	secondary	124,393,181,747.1	132.56
1	23	26	sh	600271.SS	secondary	12,247,567,457.18	null
1	23	26	sh	600536.SS	secondary	28,657,910,262.960003	1,383.72
1	23	26	sh	600734.SS	secondary	4,204,124,994.58	null
1	23	26	sh	600776.SS	secondary	16,214,960,826.24	29.65
1	23	26	sh	601360.SS	primary	62,646,043,017.049995	82.38
1	23	26	sh	603039.SS	secondary	10,976,564,729.28	32.5
1	23	26	sh	603232.SS	primary	3,704,451,328.35	null
1	23	26	sh	688023.SS	primary	4,894,189,349.7	null
1	23	26	sh	688027.SS	secondary	37,441,404,364	6,233.43
1	23	26	sh	688030.SS	primary	3,424,527,548	null
1	23	26	sh	688060.SS	primary	2,234,881,730.64	null
1	23	26	sh	688132.SS	secondary	2,554,338,923.12	null
1	23	26	sh	688152.SS	secondary	3,589,869,217.48	null
1	23	26	sh	688168.SS	primary	4,838,882,243.900001	null
1	23	26	sh	688171.SS	primary	2,900,235,863.2	2,874.98
1	23	26	sh	688175.SS	secondary	4,362,508,995	null
1	23	26	sh	688201.SS	primary	2,445,255,921.36	104.2
1	23	26	sh	688225.SS	primary	5,892,147,300	null
1	23	26	sh	688228.SS	secondary	5,703,986,174.4	null
1	23	26	sh	688244.SS	primary	2,490,865,063.5	null
1	23	26	sh	688489.SS	primary	4,598,970,140.400001	null
1	23	26	sh	688561.SS	primary	19,519,250,462.25	null
1	23	26	sh	688651.SS	primary	2,556,174,422.4	null
72	73	74	sh	000153.SZ	primary	2,829,934,828.98	29.97
72	73	74	sh	000513.SZ	primary	24,488,479,776.18	14.63
72	73	74	sh	000566.SZ	primary	6,084,642,440.940001	null
72	73	74	sh	000590.SZ	secondary	2,148,057,264.99	null
72	73	74	sh	000597.SZ	primary	6,720,832,128.15	31.3
72	73	74	sh	000650.SZ	secondary	7,181,683,140.42	18.19
72	73	74	sh	000705.SZ	secondary	2,345,545,467.72	null
72	73	74	sh	000739.SZ	primary	29,308,622,472.8	34.48
72	73	74	sh	000756.SZ	primary	9,697,833,415.2	45.05
72	73	74	sh	000766.SZ	secondary	14,681,054,599.33	597.1
72	73	74	sh	000788.SZ	primary	3,206,412,346.5	83.81
72	73	74	sh	000813.SZ	primary	6,710,737,728	null
72	73	74	sh	000908.SZ	primary	10,645,269,647.1	null
72	73	74	sh	000915.SZ	primary	5,616,925,695.45	13.34
72	73	74	sh	000919.SZ	primary	3,992,755,469.76	71.35
72	73	74	sh	000919.SZ	secondary	3,992,755,469.76	71.35
72	73	74	sh	000931.SZ	primary	3,404,133,958.64	null
72	73	74	sh	000935.SZ	secondary	15,261,172,256.669998	107
72	73	74	sh	000952.SZ	primary	2,229,119,604.72	null
72	73	74	sh	000953.SZ	secondary	2,204,055,613.9	633.52
72	73	74	sh	000963.SZ	primary	45,702,382,258.88	13.21
72	73	74	sh	000990.SZ	secondary	10,786,448,360.66	55.97
72	73	74	sh	000999.SZ	secondary	38,926,055,698.62	11.88
72	73	74	sh	001367.SZ	primary	3,275,550,800	23.26
72	73	74	sh	002001.SZ	secondary	78,986,937,176	11.01
72	73	74	sh	002004.SZ	primary	8,513,652,521.299999	13.22
72	73	74	sh	002019.SZ	primary	11,385,411,195.599998	37.53
72	73	74	sh	002020.SZ	primary	9,686,577,825	13.42
72	73	74	sh	002038.SZ	primary	5,804,527,500	null
72	73	74	sh	002038.SZ	secondary	5,804,527,500	null
72	73	74	sh	002082.SZ	primary	7,340,268,660	null
72	73	74	sh	002099.SZ	primary	9,420,922,772.460001	null
72	73	74	sh	002102.SZ	secondary	6,403,048,309.25	null
72	73	74	sh	002262.SZ	primary	21,434,475,310.68	19.53
72	73	74	sh	002294.SZ	primary	33,689,755,687.699997	50.02
72	73	74	sh	002317.SZ	primary	19,845,876,637.95	99.59
72	73	74	sh	002317.SZ	secondary	19,845,876,637.95	99.59
72	73	74	sh	002326.SZ	secondary	15,329,364,928.52	90.73
72	73	74	sh	002332.SZ	primary	8,517,053,896.259999	22.07
72	73	74	sh	002349.SZ	primary	7,031,345,485.68	31.28
72	73	74	sh	002365.SZ	primary	3,972,320,100	74.38
72	73	74	sh	002370.SZ	primary	3,817,817,753.6	null
72	73	74	sh	002393.SZ	primary	4,260,610,213.58	28.09
72	73	74	sh	002399.SZ	primary	14,056,697,634.32	69.27
72	73	74	sh	002422.SZ	primary	61,817,757,742.88	33.8
72	73	74	sh	002437.SZ	primary	7,804,538,441	19.44
72	73	74	sh	002562.SZ	secondary	5,714,109,585	44.43
72	73	74	sh	002581.SZ	secondary	3,278,885,862.42	null
72	73	74	sh	002643.SZ	secondary	11,961,654,326.5	49.07
72	73	74	sh	002653.SZ	primary	69,948,117,948.8	73.69
72	73	74	sh	002675.SZ	primary	10,455,873,539.4	52.09

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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

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