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license: apache-2.0

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