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README.md
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license: apache-2.0
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---
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license: apache-2.0
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---
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> **Languages:** [简体中文](README_ZH.md) · [English](README.md)
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# dojo_sector_precomputed — Precomputed Sector Analytics
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## Overview
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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.
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## Files
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| File | Description |
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|------|-------------|
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| `manifest.json` | Generation metadata: version, window start, row counts, latest trade dates |
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| `constituents.parquet` | L3 constituent snapshot (cap, P/E) |
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| `sector_daily.parquet` | Daily sector index and metrics (L1/L2/L3 scope) |
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| `ticker_daily.parquet` | Constituent daily close and returns |
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## Key Fields
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### manifest.json
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| Field | Description |
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|-------|-------------|
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| `version` | Schema version (currently `2`) |
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| `generated_at` | UTC generation timestamp |
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| `window_start` | Window start (default `2025-01-01`) |
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| `latest_trade_date_by_market` | Latest session per market |
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| `constituent_count` / `sector_daily_rows` / `ticker_daily_rows` | Row count summary |
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### constituents.parquet
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| Field | Description |
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|-------|-------------|
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| `level1_id` / `level2_id` / `level3_id` | Sector path IDs |
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| `market` | `us`, `cn`, or `hk` |
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| `ticker` | Constituent symbol |
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| `role` | `primary` or `secondary` |
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| `market_cap` | Snapshot market cap |
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| `weighted_pe` | Stock P/E used in sector weighting |
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### sector_daily.parquet
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| Field | Description |
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|-------|-------------|
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| `trade_date` | Trade date |
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| `scope` | `L1`, `L2`, or `L3` aggregation level |
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| `market` | Market |
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| `level1_id` / `level2_id` / `level3_id` | Sector IDs |
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| `member_count` | Constituent count |
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| `total_market_cap` | Aggregate cap |
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| `weighted_pe` | Cap-weighted P/E |
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| `index_level` | Cap-weighted index (base = 100) |
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| `daily_return_pct` | Sector daily return (%) |
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### ticker_daily.parquet
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| Field | Description |
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|-------|-------------|
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| `ticker` | Stock symbol |
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| `trade_date` | Trade date |
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| `close` | Close price |
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| `daily_return_pct` | Daily return (%) |
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| `cumulative_return_pct` | Cumulative return since `window_start` (%) |
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## Scale (reference)
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See `manifest.json`. Typical sizes: constituents ~20k, sector_daily ~180k, ticker_daily ~4.6M rows.
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## Index Method
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- Daily returns are **cap-weighted** across constituents; index base level = 100.
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- 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).
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## Input Datasets
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- [dojo_sector_info](https://huggingface.co/datasets/AlphaDojo/dojo_sector_info)
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- [dojo_sector_symbol_relations](https://huggingface.co/datasets/AlphaDojo/dojo_sector_symbol_relations)
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- [dojo_stock_kline](https://huggingface.co/datasets/AlphaDojo/dojo_stock_kline)
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- [dojo_quote](https://huggingface.co/datasets/AlphaDojo/dojo_quote)
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