| --- |
| license: apache-2.0 |
| --- |
| |
| > **Languages:** [简体中文](README_ZH.md) · [English](README.md) |
|
|
| # 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](https://huggingface.co/datasets/AlphaDojo/dojo_stock_kline) and positive market cap from [dojo_quote](https://huggingface.co/datasets/AlphaDojo/dojo_quote). |
|
|
| ## Input Datasets |
|
|
| - [dojo_sector_info](https://huggingface.co/datasets/AlphaDojo/dojo_sector_info) |
| - [dojo_sector_symbol_relations](https://huggingface.co/datasets/AlphaDojo/dojo_sector_symbol_relations) |
| - [dojo_stock_kline](https://huggingface.co/datasets/AlphaDojo/dojo_stock_kline) |
| - [dojo_quote](https://huggingface.co/datasets/AlphaDojo/dojo_quote) |
|
|
